Question: explain, please the first picture is the question, the three other pictures are the data. thank you Refer to the 22-24 tab in the Excel

explain, please the first picture is the question, the three other pictures are the data. thank you

are the data. thank you Refer to the 22-24 tab in the

the S&P 500 is -20 percent. What is the standard deviation of

Refer to the 22-24 tab in the Excel Homework Template provided on D2L. Suppose the correlation between NCREIF and the S&P 500 is -20 percent. What is the standard deviation of the portfolio when 50 percent of the portfolio is allocated to each investment? oints 6 S&P 7 NCREIF 8 Correlation Std. Dev. 7.41% 1.76% -20.00% Return 4.06% 2.32% 11 14 15 17 18 19 20 % S&P 0.00% 5.00% 10.00% 15.00% 20.00% 25.00% 30.00% 35.00% 40.00% 45.00% 50.00% 55.00% 60.00% 65.00% 70.00% 75.00% 80.00% 85.00% 90.00% 95.00% 100.00% % NCREIF 100.00% 95.00% 90.00% 85.00% 80.00% 75.00% 70.00% 65.00% 60.00% 55.00% 50.00% 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% Portfolio Variance 0.03% 0.03% 0.03% 0.03% 0.03% 0.04% 0.05% 0.07% 0.09% 0.11% 0.13% 0.16% 0.19% 0.22% 0.26% 0.30% 0.34% 0.39% 0.44% 0.49% 0.55% Portfolio Stand. Dev 1.76% 1.64% 1.61% 1.68% 1.83% 2.05% 2.32% 2.62% 2.94% 3.28% 3.63% 3.99% 4.36% 4.73% 5.11% 5.49% 5.87% 6.25% 6.64% 7.02% 7.41% Return Return x 100 2.32% 2.32 2.41% 2.41 2.50% 2.50 2.58% 2.58 2.67% 2.67 2.76% 2.76 2.84% 2.84 2.93% 2.93 3.02% 3.02 3.10% 3.10 3.19% 3.28% 3.28 3.36% 3.36 3.45% 3.45 3.54% 3.54 3.62% 3.62 3.71% 3.71 3.80% 3.80 3.88% 3.88 3.97% 3.97 4.06% 4.06 23 3.19 25 32 AutoSave OD File Home 2 insert 8 Draw UG FIN 460 Chapter 21-22 Homework Template - Excel Review View Help Search Page Layout Formulas Data 29 Wrap Text General AA TU-10A- Merge Center - $ % 9 9 Conditional Formatas Formatting Tables Chapter 22 Exhibit 22-8 Portfolio Returns of NCREIF and S&P 500 Portfolio Return (percent) Portfolio Standard deviation Type here to search

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