A portfolio has 30% of its value in IBM shares and the rest in Microsoft (MSFT)....
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A portfolio has 30% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 35% and 30%, respectively, and the correlation between IBM and MSFT is 0.5. What is the standard deviation of the portfolio? 23.61% O 27.78% O 30.56% O 31.95% Question 9 10 pts UPS, a delivery services company, has a beta of 1.4, and Wal-Mart has a beta of 0.9. The risk-free rate of interest is 1.3% and the expected market return is 6.7%. What is the expected return on a portfolio with 50% of its money in UPS and 50% in Wal-Mart? Please enter your number in percent format with two decimal places and no symbols (%). Thus if your answer if 10.234%, enter it as 10.23 Consider the following price and dividend data for Quicksilver Inc.: Price ($) Dividend ($) $12.50 $16.24 $9.14 $10.74 $8.02 Date December 31, 2019 January 26, 2020 April 28, 2020 July 29, 2020 October 28, 2020 December 30, 2020 $7.72 $0.1 $0.1 $0.1 $0.1 Assume that you purchase Quicksilver's stock at the closing price on December 31, 2019 and sold it after the dividend had been paid at the closing price on January 26, 2020. What is your total rate of return for this period? Please enter your number in percent format with two decimal places and no symbols (%). Thus if your answer if 10.234%, enter it as 10.23 A portfolio has 30% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 35% and 30%, respectively, and the correlation between IBM and MSFT is 0.5. What is the standard deviation of the portfolio? 23.61% O 27.78% O 30.56% O 31.95% Question 9 10 pts UPS, a delivery services company, has a beta of 1.4, and Wal-Mart has a beta of 0.9. The risk-free rate of interest is 1.3% and the expected market return is 6.7%. What is the expected return on a portfolio with 50% of its money in UPS and 50% in Wal-Mart? Please enter your number in percent format with two decimal places and no symbols (%). Thus if your answer if 10.234%, enter it as 10.23 Consider the following price and dividend data for Quicksilver Inc.: Price ($) Dividend ($) $12.50 $16.24 $9.14 $10.74 $8.02 Date December 31, 2019 January 26, 2020 April 28, 2020 July 29, 2020 October 28, 2020 December 30, 2020 $7.72 $0.1 $0.1 $0.1 $0.1 Assume that you purchase Quicksilver's stock at the closing price on December 31, 2019 and sold it after the dividend had been paid at the closing price on January 26, 2020. What is your total rate of return for this period? Please enter your number in percent format with two decimal places and no symbols (%). Thus if your answer if 10.234%, enter it as 10.23
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Lets solve each question one by one 1 Standard Deviation of the Portfolio Given Weight of IBM shares ... View the full answer
Related Book For
Organic Chemistry
ISBN: 9788120307209
6th Edition
Authors: Robert Thornton Morrison, Robert Neilson Boyd
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