Question: I need help please. The table below shows historical end-of-week adjusted close prices (including dividends) for a stock and the S&P 500. Copy and paste

I need help please.
I need help please. The table below shows historical end-of-week adjusted close
prices (including dividends) for a stock and the S\&P 500. Copy and

The table below shows historical end-of-week adjusted close prices (including dividends) for a stock and the S\&P 500. Copy and paste all data into your own spreadsheet. Calculate the sum of the prices for both assets to check that you copied all values correctly. If your sums match those shown above, you can delete row 15 in your spreadsheet. Assume the risk-free rate (Treasury bill yield) was and is 2%. What was the (annualized) Sharpe ratio of the stock? Hint: Use the annualized return and standard deviation. The variance of returns over N weeks is N times the weekly variance. The standard deviation of returns over N weeks is N0.5 times the weekly standard deviation. Part 6 Attempt 1/1 For the next few parts, assume a portfolio of 30% stock and 70% S\&P 500 . If you rebalanced such a portfolio every week to keep the weights at 0.3/0.7, what was the holding period return over the 12 weeks for the portfolio? Enter your answer as a decimal number (not in percent). Part 7 Attempt 1/1 What is the standard deviation of weekly returns for such a portfolio if you rebalanced every week? Enter your answer as a decimal number (not in percent). The table below shows historical end-of-week adjusted close prices (including dividends) for a stock and the S\&P 500. Copy and paste all data into your own spreadsheet. Calculate the sum of the prices for both assets to check that you copied all values correctly. If your sums match those shown above, you can delete row 15 in your spreadsheet. Assume the risk-free rate (Treasury bill yield) was and is 2%. What was the (annualized) Sharpe ratio of the stock? Hint: Use the annualized return and standard deviation. The variance of returns over N weeks is N times the weekly variance. The standard deviation of returns over N weeks is N0.5 times the weekly standard deviation. Part 6 Attempt 1/1 For the next few parts, assume a portfolio of 30% stock and 70% S\&P 500 . If you rebalanced such a portfolio every week to keep the weights at 0.3/0.7, what was the holding period return over the 12 weeks for the portfolio? Enter your answer as a decimal number (not in percent). Part 7 Attempt 1/1 What is the standard deviation of weekly returns for such a portfolio if you rebalanced every week? Enter your answer as a decimal number (not in percent)

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