# Question: Refer to Exercise In exercise barrick Gold ABX Bombardier BBD B

Refer to Exercise.

In exercise, barrick Gold (ABX), Bombardier (BBD.B), Bell Canada Enterprises (BCE), Bank of Montreal (BMO), Bank of Nova Scotia (BNS), Canadian Imperial Bank of Commerce (CM), Canadian National Railways (CNR), Canadian Oil Sands (COS), Canadian Tire (CTC.A), Encana (ECA), Enbridge (ENB), Manulife Financial (MFG), Magna International (MG), Potash Corporation of Saskatchewan (POT), Power Corporation of Canada (POW), Research in Motion (RIM), Rogers Communication (RCI.B), Royal Bank of Canada (RY), Shaw Communications (SJR.B), Suncor Energy (SU), Telus (T), Tim Horton’s (THI)

a. Compute the expected value and variance of the portfolio described next.

BNS (4.9%), CNR (65.1%), CTC.A (27.5%), MG (2.5%)

b. Can you do better? That is, can you find a portfolio whose expected value is greater than or equal to 1% and whose variance is less than the one you calculated in part (a)?

In exercise, barrick Gold (ABX), Bombardier (BBD.B), Bell Canada Enterprises (BCE), Bank of Montreal (BMO), Bank of Nova Scotia (BNS), Canadian Imperial Bank of Commerce (CM), Canadian National Railways (CNR), Canadian Oil Sands (COS), Canadian Tire (CTC.A), Encana (ECA), Enbridge (ENB), Manulife Financial (MFG), Magna International (MG), Potash Corporation of Saskatchewan (POT), Power Corporation of Canada (POW), Research in Motion (RIM), Rogers Communication (RCI.B), Royal Bank of Canada (RY), Shaw Communications (SJR.B), Suncor Energy (SU), Telus (T), Tim Horton’s (THI)

a. Compute the expected value and variance of the portfolio described next.

BNS (4.9%), CNR (65.1%), CTC.A (27.5%), MG (2.5%)

b. Can you do better? That is, can you find a portfolio whose expected value is greater than or equal to 1% and whose variance is less than the one you calculated in part (a)?

**View Solution:**## Answer to relevant Questions

a. Bed Bath & Beyond (BBBY) (25%), Expedia (EXPE) (25%), Mattel (MAT) (25%), Starbucks (SBUX) (25%)b. BBBY (40%), EXPE (30%), MAT (20%), SBUX (10%)c. BBBY (10%), EXPE (20%), MAT (30%), SBUX (40%)d. Explain why the choice of ...Advertising researchers have developed a theory that states that commercials that appear in violent television shows are less likely to be remembered and will thus be less effective. After examining samples of viewers who ...A uniformly distributed random variable has minimum and maximum values of 20 and 60, respectively.a. Draw the density function.b. Determine P(35 < X < 45).c. Draw the density function including the calculation of the ...X is normally distributed with mean 250 and standard deviation 40. What value of X does only the top 15% exceed?A new gas–electric hybrid car has recently hit the market. The distance traveled on 1 gallon of fuel is normally distributed with a mean of 65 miles and a standard deviation of 4 miles. Find the probability of the ...Post your question