Question 30

1 Point

What would be the approximate Standard Deviation on the Minimum Variance Portfolio between West Jet and Suncor?

9.67%

10.31%

20.21%

20.62%

Question 29

1 Point

What would be the Expected Return on the Minimum Variance Portfolio between West Jet and Suncor?

11.60%

12.40%

14.00%

15.60%

Question 28

1 Point

What would be the weights in the Minimum Variance Portfolio between West Jet and Suncor?

80% West Jet, 20% Suncor

60% West Jet, 40% Suncor

40% West Jet, 60% Suncor

20% West Jet, 80% Suncor

Question 27

1 Point

What is the approximate Covariance between West Jet and Suncor?

.0054

-.0054

-.0108

-.0125

Question 26

1 Point

What would be the approximate Standard Deviation on a Portfolio with 30% in WestJet and 70% in Suncor?

9.67%

10.31%

20.21%

20.62%

Question 25

1 Point

What would be the Expected Return on a Portfolio with 30% in WestJet and 70% in Suncor?

11.60%

12.40%

14.00%

15.60%

Use the following information to answer the next six (6) questions

	Expected Return	Standard Deviation
West Jet (WJ)	10%	12%
Suncor (SUN)	18%	30%

Assuming the Correlation between West Jet and Suncor is -0.30, determine the following: