Question: please show work Question 15 (2 points) You form a complete portfolio by investing 60% of your portfolio in a risky portfolio that has an

please show work

Question 15 (2 points) You form a complete portfolio by investing 60% of your portfolio in a risky portfolio that has an expected rate of return of 9% and a standard deviation of 12%, and the rest in T-bill with a 2% rate. What is the standard deviation of your complete portfolio? Enter your answer as a decimal number, rounded to three decimal places. Your Answer: Answer Question 16 (2 points) What is the Sharpe ratio of a risky portfolio with an expected return of 12% and a standard deviation of 18%? The risk-free rate is 2%. Round your answer to two decimal places. Your

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!

BIM Computers Inc. sells its popular PC- PAL model to distributors at a price of $ 1,250 per unit. BIMs profit margin is 20%. Factory orders average 400 units per week. Currently, BIM works in a...

Question 18 (2 points) You form a complete portfolio by investing 30% of your portfolio in a risky portfolio that has an expected rate of return of 9% and a standard deviation of 17%, and the rest in...

please answer questuons 3 and 4 and show work Question 3 (2 points) What is the expected beta for the following portfolio (to the nearest 100th): Return Stock XOM LUV ibio % of Portfolio 0.25 0.45...

Question 2 0.2 pts An investor invests 35% of his wealth in a risky asset with an expected rate of return of 0.12 and a variance of 0.04, and the rest in a T-bill that pays a return of 0.05. His...

1. Use the following information to answer the questions. Security Beta Standard Deviation Expected return S&P 500 1.0 20% 8.0% Risk-free security 0.0 0% 4.0% Stock A 0.6 15% (6.4 % Stock B (2) 30%...

Show work. Question 15 (7 points) You are considering investing $52,500 in a complete portfolio. The complete portfolio is composed of Treasury bills that pay 5% and a risky portfolio, P. constructed...

please answer question Use the following information to answer the questions. Security Beta Standard Deviation Expected return S&P 500 Risk-free security Stock D Stock E Stock F 1.0 0.0 ( ) 0.8 ( )...

1. Use the following information to answer the questions. Security Beta Standard Deviation Expected return S&P 500 20% 10.0% Risk-free security 0% 4.0% Stock D 30% 13.0% Stock E 15% ( )% Stock F 25%...

its the same question. 1. Use the following information to answer the questions. Security Beta Standard Deviation Expected return S&P 500 20% 10.0% Risk-free security 0% 4.0% Stock D 30% 13.0% Stock...

1. Use the following information to answer the questions. Security Beta Standard Deviation Expected return S&P 500 1.0 20% 10.0% Risk-free security 0.0 0% 4.0% Stock D 30% 13.0% Stock E 0.8 15% C )%...

An insurance company is reviewing its current policy rates. When originally setting the rates they believed that the average daim amount was $1,800. They are concerned that the true mean is actually...

A chef in a restaurant that specializes in pasta dishes was experiencing difficulty in getting brands of pasta to be al dente-that is, cooked enough so as not to feel starchy or hard but still feel...

content area top Part 1 The school district needs to pass a bond levy for funding to remodel existing schools and to build new schools. Expenditures for the new and remodeled buildings will begin two...

Instructions: Using Java code please do the following and answer all questions 1-4. Thanks You are give the following interface Movable(): public interface Movable { public void moveForward(); public...