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Suppose you visit with a financial adviser, and you are considering investing so

ID: 1217725 • Letter: S

Question

Suppose you visit with a financial adviser, and you are considering investing some of your wealth in one of three investment portfolios: stocks, bonds, or commodities. Your financial adviser provides you with the following table, which gives the probabilities of possible returns from each investment:

Stocks

Bonds

Commodities

Probability

Return

Probability

Return

Probability

Return

0.20.2

1515%

0.50.5

1212%

0.20.2

2020%

0.250.25

1010%

0.50.5

66%

0.250.25

1212%

0.250.25

88%

0.250.25

66%

0.30.3

55%

0.250.25

44%

0.050.05

00%

To maximize your expected return, you should choose:

A.

bonds.

B.

stocks.

C.

commodities.

D.

All of the portfolios have the same expected return.

Stocks

Bonds

Commodities

Probability

Return

Probability

Return

Probability

Return

0.20.2

1515%

0.50.5

1212%

0.20.2

2020%

0.250.25

1010%

0.50.5

66%

0.250.25

1212%

0.250.25

88%

0.250.25

66%

0.30.3

55%

0.250.25

44%

0.050.05

00%

Explanation / Answer

Commodities as expected return of 734.5 which is the highest.(c)

we can calculate expected return assum of all the individual (probabilityxreturn) ie for commodity it is

.2x2020+.25x1212+.25x66+.25x.44+.05x0

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