Question: Solve all with excel formular format: 1 . You are managing a portfolio consisting of two stocks: Stock A and Stock B . Stock A

Solve all with excel formular format: 1. You are managing a portfolio consisting of two stocks: Stock A and Stock B. Stock A has an average yearly return of 15% with a standard deviation of 10%, while Stock B has an average yearly return of 10% with a standard deviation of 5%. The correlation between the returns of Stock A and Stock B is 0.6. What is the probability that the portfolio return, defined as 0.6*Stock A +0.4*Stock B, exceeds 12%?
2. Suppose you have investments in two different funds: Fund X and Fund Y. Fund X has an average annual return of 8% with a standard deviation of 12%, while Fund Y has an average annual return of 12% with a standard deviation of 18%. The correlation between the returns of Fund X and Fund Y is 0.3. Calculate the probability that the portfolio return, defined as 0.7*Fund X +0.3*Fund Y, is less than 10%.
3. You are considering investing in two bonds: Bond P and Bond Q. Bond P has an average yearly return of 6% with a standard deviation of 3%, while Bond Q has an average yearly return of 8% with a standard deviation of 5%. The correlation between the returns of Bond P and Bond Q is -0.2. Determine the probability that the portfolio return, defined as 0.4*Bond P +0.6*Bond Q, is greater than 7%.
4. You are managing a portfolio comprising two assets: Asset X and Asset Y. Asset X has an average annual return of 12% with a standard deviation of 8%, while Asset Y has an average annual return of 10% with a standard deviation of 6%. The correlation between the returns of Asset X and Asset Y is 0.5. Find the probability that the portfolio return, defined as 0.6*Asset X +0.4*Asset Y, exceeds 11%.
5. Consider a portfolio consisting of two investment options: Option A and Option B. Option A has an average yearly return of 18% with a standard deviation of 15%, while Option B has an average yearly return of 10% with a standard deviation of 8%. The correlation between the returns of Option A and Option B is -0.3. Calculate the probability that the portfolio return, defined as 0.3*Option A +0.7*Option B, is less than 12%.
6. You are analyzing a portfolio composed of two stocks: Stock X and Stock Y. Stock X has an average annual return of 9% with a standard deviation of 12%, while Stock Y has an average annual return of 15% with a standard deviation of 18%. The correlation between the returns of Stock X and Stock Y is 0.4. Determine the probability that the portfolio return, defined as 0.5*Stock X +0.5*Stock Y, exceeds 11%.

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