Question: required - A B C and D, pls provide full workings and explanation. need the excel sheet to be attached if possible or clippings. thank

required - A B C and D, pls provide full workings

required - A B C and D, pls provide full workings and explanation. need the excel sheet to be attached if possible or clippings. thank you

(30 Question marks) You are provided the returns in percentage for shares A and B. Year 2015 2016 2017 2018 2019 2020 Share A 16 5.5 -5 5 13 Share B 15 9 - 10 4 -6 10.5 Required a Compute the average (expected) return and volatility (standard deviation) for shares A and B b. Determine the covariance and the correlation coefficient between returns on A and returns on B. C. Calculate the expected return and standard deviation for a portfolio P of share A and share B, where the proportion invested in A is 50.28%. d. A second portfolio Q also comprise share A and share B, where the proportion invested in A is 10.00%. Discuss which portfolio is efficient

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!

Assignment A3.1 - Making a Business Decision Part 2 In this final assignment, you are asked to answer several questions regarding a potential business idea (described below). Remember to use last...

2.1. HBHEnterprises is a large publicly listed company, specialised in manufacturing washing machines. The company is looking to set up a manufacturing plant to produce a new line of washing...

Peter and Sandy own a medium-sized manufacturing firm, Max Security Ltd in Auckland. The company manufactures and installs security alarms for commercial and home security. Max Security Ltd has...

Mates Rates Rent-A-Car ( just do the part a) using visual studio code (C#) Criteria sheet - Par A Example supplementary files (readme.pdf) Example supplementary files (class-diagram.pdf) Assignment...

KINGS OWN INSTITUTE* Success in Higher Education ICT106 DATA COMMUNICATIONS AND NETWORKS T223 Page 1 of 18 AUSTRALIAN INSTITUTE OF BUSINESS AND MANAGEMENT PTY LTD ABN: 72 132 629 979 CRICOS 03171A...

check on the file and download the...

I would like assist for my assessment. The subject is Subsidiary Accounts and Ledgers and Foundation Skills. T-1.8.1 Details of Assessment Term and Year 1, 2017 Time allowed Week 2-7 Assessment No 1...

Briefly discuss the cost-volume-profit analysis model and how it is used. Use the attached PDF. APA Citation. 300 words. REVISED PAGES 3 Chapter Three 1 Fundamentals of Cost-Volume-Prot Analysis...

I need help with this tax return problem. PLEASE, the correct tax return forms MUST be used, which can be found on irs.gov. I would need thorough work on this assignment. Thank you for the help!...

You have been appointed as the Finance Manager of Bright Star Bhd, a public listed SME company on Bursa Malaysia security market. The company was listed five years ago. Now, the board of directors...

If B = $45,000, S = $3000, and n = 5-year recovery period, use a spreadsheet and i = 18% per year to maximize the present worth of depreciation, using the following methods: DDB-to-SL switching (this...

Two of the most commonly cited stock market indexes are the Dow and the S&P 500. Which of these two indexes better represents movements in the overall market? Why?

1 . Exactly two months ago, the value of your retirement account was $ 5 0 0 , 0 0 0 . Today, its value has decreased to $ 4 9 1 , 0 0 0 . What was its two - month simple return? What was its...

A company is preparing completing their Cash Budget. The following data has been prepared for cash receipts and payments. January February March Cash receipts $1,061,200 $1,182,400 $1,091,700 Cash...