Compute the standard deviation for your two asset portfolio Asset X: Weight = 0.5 Standard deviation

Fantastic news! We've Found the answer you've been seeking!

Question:

Compute the standard deviation for your two asset portfolio

Asset X:

Weight = 0.5

Standard deviation = 0.0595

Correlation = 0.3568

Asset Y:

Weight = 0.5

Standard deviation = 0.0930

Correlation = 0.5502

Related Book For answer-question

Introductory Statistics

ISBN: 9780470904107

8th Edition

Authors: Prem S. Mann

See More Books

Posted Date: Apr 20, 2024 10:13 AM

See More Questions

1. Security A has expected return of 17.6% and beta of 1.4. If the risk-free rate is 6%, what is the reward-to-risk rate for Security A? Question 2 The common stock of Detroit Engines has a beta of...
Identify any and all marketing strategies, promotions, and/or advertising that you saw relating to Chef Adan Medrano visiting Lubbock. Write a short description of how you, as a marketer, would have...
13. What is a lower bound for the price of 3-month call option on a non- dividend-paying stock when the stock price is $50, the strike price is $45, and the 3-month risk-free interest rate is 8%?...
Molecular weight data for some polymer are tabulated here. Compute the following: (a) The number-average molecular weight (b) The weight-average molecular weight. (c) If it is known that this...
Air enters a converging-diverging nozzle at a pressure of 1200 kPa with negligible velocity. What is the lowest pressure that can be obtained at the throat of the nozzle?
Use the properties of logarithms to express each logarithm as a sum or difference of logarithms. Assume that all variables represent positive real numbers. pr log Vz
Clarify the difference between risk and regret.
The following summarized data (amounts in millions) are taken from the September 27, 2008, and September 29, 2007, comparative financial statements of Apple Inc. , a manufacturer of personal...
Question: L MAX (X.XXXXX)L MIN (X.XXXXX)AM MAX (X.XXXXX)AM MIN (X.XXXXX)A L MAX ( X . XXXXX ) L MIN ( X . XXXXX ) AM MAX ( X . XXXXX ) AM MIN ( X . XXXXX ) A L MAX (X.XXXXX) L MIN (X.XXXXX) M MAX...
a) Draw the relevant stress cube if the values of the stress at a point is ox = +40 kN/m and Txy = 20 kN/m. b) A 1 m long rectangular beam is attached to a 2 m long circular shaft and is loaded as...
For this question "Macro Corporation issued 50-year $80million of face value bonds that have a coupon rate of 6% paid semi-annually. The bonds were issued at 97. Given this information, calculate the...
Default risk and market risk Credit quality and inflation risk Credit quality, or default risk Interest rate and default risk. What does a bond rating measure?
If you currently can afford a $250,000 home loan with monthly payments of $1500, what needs to change in order for you to only be able to afford a $225,000 home loan with monthly payments of $1500?
If you were about to receive a 30 year fixed interest mortgage for $280,000 at 3.3% interest, what would your monthly payments be?
The following are summary financial statements for Kuala Lumpur DIY Plc. Non-current assets Current assets Total assets 20X4 $000 20X9 $000 115 410 650 1,000 765 1,410 Capital and reserves 210 270...
Rivendell Corporation and Foster Company merged as of January 1, 20X9. To effect the merger, Rivendell paid finder's fees of $40,000, legal fees of $13,000, audit fees related to the stock issuance...
Making use of the tables of atomic masses, find the velocity with which the products of the reaction B10 (n, ) Li7 come apart; the reaction proceeds via interaction of very slow neutrons with...
After successful stretches at Target and Apple, it seemed as though Ron Johnson was a master marketer. But things went sour quickly after JC Penney hired him as its CEO. Johnsons attempt to reinvent...
One of the main fears that retail startups have is if they will be able to compete against Walmart, Home Depot, and the other big-box stores. This is a legitimate fear. Big-box stores continue to...
Influencer marketing is a type of marketing where companies partner with influencers, who have a significant following on social media platforms, to promote their products or services. Influencers...

Compute the standard deviation for your two asset portfolio Asset X: Weight = 0.5 Standard deviation

Question:

Expert Answer:

answer To compute ... View the full answer

Introductory Statistics

Students also viewed these finance questions