Consider the performance of a stock fund, a bond fund, and Treasury bills. Measurement Mean Standard...
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Consider the performance of a stock fund, a bond fund, and Treasury bills. Measurement Mean Standard Deviation Correlation (Stock and Bond Fund) Optimal Risky Portfolio Stock Fund Bond Fund Stock Fund = 9 Mean O Variance 1 Standard Deviation 2 Sharpe Ratio 3 4 13.00% 20.00% -0.05 Excess Returns 11.50% 1.50% Bond Fund 3.00% 6.50% Optimal Weight 42.35% 57.65% Treasury Bills 1.50% 0.00% Required: Using the information above, calculate the mean, variance, standard deviation, and Sharpe ratio for the optimal portfolio. (Use cells A5 to D11 from the given information to complete this question.) Optimal Risky Portfolio Performance Consider the performance of a stock fund, a bond fund, and Treasury bills. Measurement Mean Standard Deviation Correlation (Stock and Bond Fund) Optimal Risky Portfolio Stock Fund Bond Fund Stock Fund = 9 Mean O Variance 1 Standard Deviation 2 Sharpe Ratio 3 4 13.00% 20.00% -0.05 Excess Returns 11.50% 1.50% Bond Fund 3.00% 6.50% Optimal Weight 42.35% 57.65% Treasury Bills 1.50% 0.00% Required: Using the information above, calculate the mean, variance, standard deviation, and Sharpe ratio for the optimal portfolio. (Use cells A5 to D11 from the given information to complete this question.) Optimal Risky Portfolio Performance
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Related Book For
Business Statistics Communicating With Numbers
ISBN: 9780078020551
2nd Edition
Authors: Sanjiv Jaggia, Alison Kelly
Posted Date:
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