Solve in Excel and show formulas. Year A 16 Covariance 112212 17 Correlation 11 12 13 14
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Solve in Excel and show formulas.
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Year A 16 Covariance 112212 17 Correlation 11 12 13 14 Average return 15 Standard deviation 18 2000 2001 2002 2003 2004 2005 B Returns (Stock A) 2006 2007 2008 2009 2010 19 Portfolio return. 20 Portfolio stdev Returns (Stock B) 0.052 -0.042 0.125 -0.055 0.074 0.185 -0.046 -0.021 0.089 0.075 -0.041 -0.023 0.014 0.004 0.068 -0.035 0.052 0.203 0.155) -0.032 -0.015 0.165 D G Portfolio weights Stock A Stock B H 60% 40% Assignments: 1. Calculate average return and (population) standard deviation for individual stocks. 2. Calculate covariance. 3. Calculate portfolio return and portfolio standard deviation. Year A 16 Covariance 112212 17 Correlation 11 12 13 14 Average return 15 Standard deviation 18 2000 2001 2002 2003 2004 2005 B Returns (Stock A) 2006 2007 2008 2009 2010 19 Portfolio return. 20 Portfolio stdev Returns (Stock B) 0.052 -0.042 0.125 -0.055 0.074 0.185 -0.046 -0.021 0.089 0.075 -0.041 -0.023 0.014 0.004 0.068 -0.035 0.052 0.203 0.155) -0.032 -0.015 0.165 D G Portfolio weights Stock A Stock B H 60% 40% Assignments: 1. Calculate average return and (population) standard deviation for individual stocks. 2. Calculate covariance. 3. Calculate portfolio return and portfolio standard deviation.
Expert Answer:
Answer rating: 100% (QA)
To calculate the average return and standard deviation for individual stocks as well as the covariance and portfolio return and standard deviation we can use the given data 1 Calculate average return ... View the full answer
Related Book For
Statistics For Business And Economics
ISBN: 9780134506593
13th Edition
Authors: James T. McClave, P. George Benson, Terry Sincich
Posted Date:
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