Question: Please use excel and have cell reference so I know what is going on. Thanks Problem 11.1: Please layout your calculation of this problem in

Please use excel and have cell reference so I know what isPlease use excel and have cell reference so I know what is going on. Thanks

Problem 11.1: Please layout your calculation of this problem in the excel file that needs to be submitted on d21. Consider the following information: Rate of Return if State Occurs State of Probability of State of Economy Stock A Stock B Economy Stock C Boom .15 .31 .41 .21 Good .60 .16 .12 Poor .20 .03 .06 - .04 Bust .05 .11 .16 - .08 10 a. Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b-1. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) b-2. What is the standard deviation? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Please lay out how you calculate portfolio variance in the excel file that you need to submit in d21. Please lay out your inpu information separately and label it clearly. (Excel part: 10 points) a. Expected return b-1. Variance b-2. Standard deviation 0.08% 0.01013 %

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!