Question: The average annual return for Consolidated Edison (ED) over the 10-year period is nothing%. (Enter as a percentage and round to two decimal places.) The
The average annual return for Consolidated Edison (ED) over the 10-year period is
nothing%.
(Enter as a percentage and round to two decimal places.)
The average annual return for Central Valley Community Bancor (CVCY) over the 10-year period is
nothing%.
(Enter as a percentage and round to two decimal places.)
The standard deviation for ED over the 10-year period is
nothing.
(Round to four decimal places.)
The standard deviation for CVCY over the 10-year period is
nothing.
(Round to four decimal places.)
The correlation coefficient is
nothing.
(Round to five decimal places.)
Next, use the averages, standard deviations, and correlation coefficients along with the portfolios shown here,
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, to calculate a range of portfolio return and risk combinations.
Enter the average return and standard deviation for a portfolio with 100% Consolidated Edison (ED) and 0% Central Valley Community Bancor (CVCY) in the table below.(Round Average Return to two decimal places and Standard Deviation to four decimal places.)
| Portfolio | Portfolio Average Return | Portfolio Standard Deviation | ||
| wM | wCVCY | rED=11.68% | rCVCY=11.84% | |
| 1.0 | 0.0 |
|
| |
Enter the average return and standard deviation for a portfolio with 90% ED and 10% CVCY in the table below.(Round Average Return to two decimal places and Standard Deviation to four decimal places.)
| Portfolio Weights | Portfolio Average Return | Portfolio Standard Deviation | ||
| wM | wCVCY | rED=11.68% | rCVCY=11.84% | |
| 0.9 | 0.1 |
|
| |
Enter the average return and standard deviation for a portfolio with 80% ED and 20% CVCY in the table below.(Round Average Return to two decimal places and Standard Deviation to four decimal places.)
| Portfolio Weights | Portfolio Average Return | Portfolio Standard Deviation | ||
| wM | wCVCY | rED=11.68% | rCVCY=11.84% | |
| 0.8 | 0.2 |
|
| |
Enter the average return and standard deviation for a portfolio with 70% ED and 30% CVCY in the table below.(Round Average Return to two decimal places and Standard Deviation to four decimal places.)
| Portfolio Weights | Portfolio Average Return | Portfolio Standard Deviation | ||
| wM | wCVCY | rED=11.68% | rCVCY=11.84% | |
| 0.7 | 0.3 |
|
| |
Enter the average return and standard deviation for a portfolio with 60% ED and 40% CVCY in the table below.(Round Average Return to two decimal places and Standard Deviation to four decimal places.)
| Portfolio Weights | Portfolio Average Return | Portfolio Standard Deviation | ||
| wM | wCVCY | rED=11.68% | rCVCY=11.84% | |
| 0.6 | 0.4 |
|
| |
Enter the average return and standard deviation for a portfolio with 50% ED and 50% CVCY in the table below. (Round Average Return to two decimal places and Standard Deviation to four decimal places.)
| Portfolio Weights | Portfolio Average Return | Portfolio Standard Deviation | ||
| wM | wCVCY | rED=11.68% | rCVCY=11.84% | |
| 0.5 | 0.5 |
|
| |
Enter the average return and standard deviation for a portfolio with 40% ED and 60% CVCY in the table below. (Round Average Return to two decimal places and Standard Deviation to four decimal places.)
| Portfolio Weights | Portfolio Average Return | Portfolio Standard Deviation | ||
| wM | wCVCY | rED=11.68% | rCVCY=11.84% | |
| 0.4 | 0.6 |
|
| |
Enter the average return and standard deviation for a portfolio with 30% ED and 70% CVCY in the table below. (Round Average Return to two decimal places and Standard Deviation to four decimal places.)
| Portfolio Weights | Portfolio Average Return | Portfolio Standard Deviation | ||
| wM | wCVCY | rED=11.68% | rCVCY=11.84% | |
| 0.3 | 0.7 |
|
| |
Enter the average return and standard deviation for a portfolio with 20% ED and 80% CVCY in the table below. (Round Average Return to two decimal places and Standard Deviation to four decimal places.)
| Portfolio Weights | Portfolio Average Return | Portfolio Standard Deviation | ||
| wM | wCVCY | rED=11.68% | rCVCY=11.84% | |
| 0.2 | 0.8 |
|
| |
Enter the average return and standard deviation for a portfolio with 10% ED and 90% CVCY in the table below. (Round Average Return to two decimal places and Standard Deviation to four decimal places.)
| Portfolio Weights | Portfolio Average Return | Portfolio Standard Deviation | ||
| wM | wCVCY | rED=11.68% | rCVCY=11.84% | |
| 0.1 | 0.9 |
|
| |
Enter the average return and standard deviation for a portfolio with 0% ED and 100% CVCY in the table below. (Round Average Return to two decimal places and Standard Deviation to four decimal places.)
| Portfolio Weights | Portfolio Average Return | Portfolio Standard Deviation | ||
| wM | wCVCY | rED=11.68% | rCVCY=11.84% | |
| 0.0 | 1.0 |
|
| |
Year
Consolidated Edison
Central Valley Community Bancor
2008
15.7%
43.3%
2009
23.5%
9.9%
2010
14.7%
1.1%
2011
31.1%
3.9%
2012
6.3%
43.6%
2013
3.8%
47.5%
2014
25.5%
0.9%
2015
1.4%
11.1%
2016
19.2%
68.8%
2017
19.6%
2.5%
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