Question: I need help figuring out the portfolio beta, standard deviation, and expected return of the portfolio given below and how to solve for it. Beta

 I need help figuring out the portfolio beta, standard deviation, and

I need help figuring out the portfolio beta, standard deviation, and expected return of the portfolio given below and how to solve for it.

expected return of the portfolio given below and how to solve for

Beta Expected Rate of Return (CAPM) Portfolio Weight SPY 1 9.00% 0.2 LQD -0.02 0.59% 0.05 HYG 0.38 3.89% 0.15 IBM 0.86 7.85% 0.1 KO 0.66 6.20% 0.2 BIG 1.04 9.33% 0.1 NFLX 1.57 13.70% 0.2 Portfolio Beta = Portfolio Standard Deviation = Portfolio Expected Return = Based on this portfolio what formulas do I need to calculate the: portfolio beta ? Portfolio Standard Deviation? Expected Return? In Microsoft Excel or by hand I am really having trouble

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!