7 pts U Question 13 What is the return on Portfolio A that contains a long margined (IM-5286) position in 65% of American Airlines and the remainder in the risk-free asset? a) The return on American Airlines (AAL), RAAL b) The return on the portfolio, Rp. - 7 pts Question 14 Calculate the levered standard deviation of the Portfolio A. a) Write the formula with inputs b) Levered Op. Verdana Merge & Center Conditional Format Cell Formatting as Table Styles Paste C3 ] F D C B 1 Table 15.1 It ROPC (PX) ROPC Kohl's ROPCK Sparks Network 15.96 16.09 17.37 14.65 12.32 11.53 14.30 14.62 15.18 SPK 62.16 75.22 41.47 41.48 43.52 39.77 46.2 37.39 38.31 G . Security Price Data Am. ROPCAAL 1/15/28 3.75% TBond Airlines 35.84 105.8300 28.31 105.7127 41.01 105.0071 41.00 105.7764 38.99 105.6717 42.35 105.5346 35,50 107.3021 42.26 105.6177 41.22 106.0625 AAL Asked Yid T-Bond Quotation Bid Asked 105.1500 105.8300 106.0200 106.0625 Maturity 1/15/28 1/15/28 risk-free rate is 2.55% 3.12 Coupon 3.75 3.75 Chg -0.0078 -0.0001 3.03 Date 2 3 Today: 15-Sep 4 22-Sep 5 29-5ep 6 6-Oct 7 13-Oct 8 20-Oct 27-Oct 10 3-Nov 11 10- 12 13 14 15 Table 15.2 16 Date 17 15-Sep 10-Nov 19 20 Table 15.3 Security 21 22 AAL 23 Sparks 24 Kohl's 25 T-bill 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 Interim Cashflows Qt Div = 120 Qt Div - 5 Qt Div = 25$ Rf 2.55% Securities Div Pald Margins 1-Nov IM -52% 13-Oct IMS - 60% 29-Sep 3-Nov 7 pts U Question 13 What is the return on Portfolio A that contains a long margined (IM-5286) position in 65% of American Airlines and the remainder in the risk-free asset? a) The return on American Airlines (AAL), RAAL b) The return on the portfolio, Rp. - 7 pts Question 14 Calculate the levered standard deviation of the Portfolio A. a) Write the formula with inputs b) Levered Op. Verdana Merge & Center Conditional Format Cell Formatting as Table Styles Paste C3 ] F D C B 1 Table 15.1 It ROPC (PX) ROPC Kohl's ROPCK Sparks Network 15.96 16.09 17.37 14.65 12.32 11.53 14.30 14.62 15.18 SPK 62.16 75.22 41.47 41.48 43.52 39.77 46.2 37.39 38.31 G . Security Price Data Am. ROPCAAL 1/15/28 3.75% TBond Airlines 35.84 105.8300 28.31 105.7127 41.01 105.0071 41.00 105.7764 38.99 105.6717 42.35 105.5346 35,50 107.3021 42.26 105.6177 41.22 106.0625 AAL Asked Yid T-Bond Quotation Bid Asked 105.1500 105.8300 106.0200 106.0625 Maturity 1/15/28 1/15/28 risk-free rate is 2.55% 3.12 Coupon 3.75 3.75 Chg -0.0078 -0.0001 3.03 Date 2 3 Today: 15-Sep 4 22-Sep 5 29-5ep 6 6-Oct 7 13-Oct 8 20-Oct 27-Oct 10 3-Nov 11 10- 12 13 14 15 Table 15.2 16 Date 17 15-Sep 10-Nov 19 20 Table 15.3 Security 21 22 AAL 23 Sparks 24 Kohl's 25 T-bill 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 Interim Cashflows Qt Div = 120 Qt Div - 5 Qt Div = 25$ Rf 2.55% Securities Div Pald Margins 1-Nov IM -52% 13-Oct IMS - 60% 29-Sep 3-Nov