11. Multiple setup (MR1m) Find the combination of Alpha and Zed that yield the minimum risk...
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11. Multiple setup (MR1m) Find the combination of Alpha and Zed that yield the minimum risk portfolio given that each of the paired-outcomes is equally likely: %ROR Alpha %ROR Zed 3.0% 19.0% 5.1% 29.7% 21.8% 16.8% 15.1% 8.0% {xIADDRESS: PortTheory!R141C1; CLUES: w(alpha)= 50.5%, RORmin o gmin = 3.6% } = 14.8%; MR1dm Find AND (return, stddev) for minimum risk portfolio given equally weighted outcomes Which of the following statements about the minimum risk portfolio is most accurate? {ANSWER: D; xIADDRESS: PortTheory!$N$150 } Aa. the expected return is 12.9% and the standard deviation is 3.6% Ab. the expected return is 14.8% and the standard deviation is 4.1% Ac. the expected return is 11.2% and the standard deviation is 4.1% Ad. the expected return is 14.8% and the standard deviation is 3.6% Ae. the expected return is 12.9% and the standard deviation is 4.1% 11. Multiple setup (MR1m) Find the combination of Alpha and Zed that yield the minimum risk portfolio given that each of the paired-outcomes is equally likely: %ROR Alpha %ROR Zed 3.0% 19.0% 5.1% 29.7% 21.8% 16.8% 15.1% 8.0% {xIADDRESS: PortTheory!R141C1; CLUES: w(alpha)= 50.5%, RORmin o gmin = 3.6% } = 14.8%; MR1dm Find AND (return, stddev) for minimum risk portfolio given equally weighted outcomes Which of the following statements about the minimum risk portfolio is most accurate? {ANSWER: D; xIADDRESS: PortTheory!$N$150 } Aa. the expected return is 12.9% and the standard deviation is 3.6% Ab. the expected return is 14.8% and the standard deviation is 4.1% Ac. the expected return is 11.2% and the standard deviation is 4.1% Ad. the expected return is 14.8% and the standard deviation is 3.6% Ae. the expected return is 12.9% and the standard deviation is 4.1%
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