Question

Suppose you have invested 25% of your portfolio in four different stocks. The mean and standard deviation of the annual return on each stock are shown in the file S16_38.xlsx. The correlations between the annual returns on the four stocks are also shown in this file.
a. What is the probability that your portfolio’s annual return will exceed 20%?
b. What is the probability that your portfolio will lose money during the year?



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  • CreatedApril 01, 2015
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