Question: When they start calculating the variance how do they get 169, 361 and 441 Extra final review Protected View - Last saved by user -
Extra final review Protected View - Last saved by user - Saved to this PC Layout References Mailings Review View Help O Tell me what you want to do Enable Editing et can contain viruses. Unless you need to edit, it's safer to stay in Protected View following: Returns Auto Gold Scenario Probability Portfolio (70% auto, 30% gold) -8 +20 7(-8) +.3 (20).4 Recession 1/3 1/3 1/3 Normal Boom +18 -20 7 (18)+ .3 (-20) 6.6 Expected Return Auto (-8+5+18)/3-5% Gold (+20+3-20)/3-196 Portfolio (+.4+4.4+6.6)/3 3.8% Variance Auto Gold Portfolio (169+0+169)/3-11 2.7 (std. 10.6%) (361 +4+441)/3 = 268.7 (std. 16.4%) (11.56+ .36+7.84)/3 -6.59 (std. 2.6%) Show the expected return, variance and standard deviation for each stock and for a 70% auto, 30% gold portfolio. Capital Asset Pricing Model DELL
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