Question: USE THE RELEVANT INFORMATION IN THE TABLE BELOW ILL Use the relevant information in the table below to calculate the standard deviation ol & W

USE THE RELEVANT INFORMATION IN THE TABLE BELOWUSE THE RELEVANT INFORMATION IN THE TABLE BELOW ILL Use the relevant

ILL Use the relevant information in the table below to calculate the standard deviation ol & W portfolio that consists of stocks Y and Z. Stock Y Stock Z Portfolio Weighting 60% 40% 10% 15% Expected Return Standard Deviation 9% 6% Beta 1.80 0.25 Covariance Between Stocks Y and Z -0.003 2. The following table shows the annual returns over a six year sample period for the S&P 500 Market Index and MCH, Inc (an intellectual property rights firm). Assume that the historical information represents a sample, not a population. Use this data to calculate MCH's Beta and then estimate MCH's expected return assuming a risk-free rate of 3%. For the market return, use the sample average for the S&P 500. T Year 2013 2014 2015 2016 2017 2018 S&P 500 0.15 0.13 0.14 -0.09 10.12 0.09 MCH, Inc 0.37 0.09 -0.11 0.08 0.11 0.04

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