Question: Please BOLD the final answer Using the data in the following table, and the fact that the correlation of A and B is 0.56, calculate

Please BOLD the final answer Using the data in the following

Please BOLD the final answer

Using the data in the following table, and the fact that the correlation of A and B is 0.56, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Year 2008 2009 2010 2011 2012 2013 Realized Returns Stock A Stock B - 1% 20% 9% 37% 9% 14% -6% - 4% 4% -8% 6% 28% IIIII The standard deviation of the portfolio is %. (Round to two decimal places.)

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!

Hello! please answer all parts to the question clearly please its sometimes hard to understand the experts please thank you! provide the answer TO EACH QUESTION CLEARLY please!!! PLEASE CLEARLY LABLE...

please answer it correctly, i have ask this question twice, and all i got is the wrong answer Using the data in the following table, and the fact that the correlation of A and B is 0.74, calculate...

Please help answer!!!!!! Using the data in the following table, and the fact that the correlation of A and B is 0.06, calculate the volatility (standard deviation) of a portfolio that is 80% invested...

Last attempt please help in decimal form Using the data in the following table, , estimate the: a. Average return and volatility for each stock. b. Covariance between the stocks. c. Correlation...

please answer Using the data in the following table, and the fact that the correlation of A and 8 is 067 , calculate the volathly (standard deviation) of a portfolio trat is 50% invested in share A...

Finance: Please answer all. Please ensure that your calculations are correct. Thank you very much Question 1: Question 2: 2a. What is the average annual return? The average return is how many %.?...

Consider the two (excess return) index-model regression results for stocks A and B. The risk-free rate over the period was 6%, and the markets average return was 14%. Performance is measured using an...

Using the data in the following table, and the fact that the correlation of A and B is 0.56, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30%...

You are considering how to invest part of your retirement savings. You have decided to put $100,000 into three stocks: 59% of the money in GoldFinger (currently $19/share), 12% of the money in...

Medical research has shown that repeated wrist extension beyond 20 degrees increases the risk of wrist and hand injuries. Each of 24 students at Cornell University used a proposed new computer mouse...

The melting of water initially at the fusion temperature, T f = 0C, was considered in Example 1.5. Freezing of water often occurs at 0C. However, pure liquids that undergo a cooling process can...

11. (True/False): The USES operator lets you name all registers that are modified within a procedure.

8:37 * N. 80% i ... OBJECTIVES: Create relationships Create a Pivot Table from Related Tables Create a PivotChart Modify the PivotChart The major section in this chapter :ontinuation is: Data...

1. In Country A, a worker can make 5 bicycles per hour. In Country B, a worker can make 7 bicycles per hour. Which country has an absolute advantage in making bicycles? LO26.2 a. Country A. b....

2. In Country A, the production of 1 bicycle requires using resources that could otherwise be used to produce 11 lamps. In Country B, the production of 1 bicycle requires using resources that could...

12. What form does trade adjustment assistance take in the United States? How does such assistance promote political support for free-trade agreements? Do you think workers who lose their jobs...