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Your portfolio is invested 24 percent each in A and C. and 52 percent in B. What

ID: 2751613 • Letter: Y

Question

Your portfolio is invested 24 percent each in A and C. and 52 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g.. 32.16.) What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g.. 32.16.)

Explanation / Answer

Solution :

STOCK A

A

b

c

d

e

f

state of economy

Probability (p)

return (r)

P xr (i.e mean)

(c-0.128)^2

b x e

BOOM

0.15

0.38

0.057

0.063504

0.00953

GOOD

0.45

0.22

0.099

0.008464

0.00381

POOR

0.3

-0.04

-0.012

0.028224

0.00847

BUST

0.1

-0.16

-0.016

0.082944

0.00829

0.12800

0.183136

0.0301

Variance = p [(r - mean)^2]

expected rate of return = 12.80%

17.35%

Standard deviation = square root of variance = 17.35%

Variance = p [(r - mean)^2]

Standard deviation = square root of variance

STOCK B

A

b

c

d

e

f

state of economy

Probability (p)

return (r)

P xr (i.e mean)

(c-0.0965)^2

b x e

BOOM

0.15

0.48

0.072

0.14707225

0.02206

GOOD

0.45

0.19

0.0855

0.00874225

0.00393

POOR

0.3

-0.09

-0.027

0.03478225

0.01043

BUST

0.1

-0.34

-0.034

0.19053225

0.01905

0.09650

0.381129

0.05548

Variance = p [(r - mean)^2]

expected rate of return = 9.65%

23.55%

Standard deviation = square root of variance = 23.55%

STOCK C

A

b

c

d

e

f

state of economy

Probability (p)

return (r)

P xr (i.e mean)

(c-0.0805)^2

b x e

BOOM

0.15

0.28

0.042

0.03980025

0.00597

GOOD

0.45

0.15

0.0675

0.00483025

0.00217

POOR

0.3

-0.06

-0.018

0.01974025

0.00592

BUST

0.1

-0.11

-0.011

0.03629025

0.00363

0.08050

0.100661

0.01769

Variance = p [(r - mean)^2]

expected rate of return = 8.05%

13.30%

Standard deviation = square root of variance = 13.30%

Row No.

A

B

C

EXPECTED RETURN

1

0.12800

0.09650

0.08050

VARIANCE

2

0.030096

0.05548275

0.01769475

STANDARD DEVIATION

3

17.35%

23.55%

13.30%

Weight

4

0.24

0.52

0.24

1X4

5

3.07%

5.02%

1.93%

EXPECTED RETURN OF PORTFOLIO (sum of 5th row)

6

10.02%

2x4

7

0.00722304

0.02885103

0.00424674

VARIANCE OF PORTFOLIO (sum of 7th row)

8

4.03%

3x4

9

0.041635677

0.122484838

0.031925188

STANDARD DEVIATION of portfolio (sum of row 10)

10

19.60%

STOCK A

A

b

c

d

e

f

state of economy

Probability (p)

return (r)

P xr (i.e mean)

(c-0.128)^2

b x e

BOOM

0.15

0.38

0.057

0.063504

0.00953

GOOD

0.45

0.22

0.099

0.008464

0.00381

POOR

0.3

-0.04

-0.012

0.028224

0.00847

BUST

0.1

-0.16

-0.016

0.082944

0.00829

0.12800

0.183136

0.0301

Variance = p [(r - mean)^2]

expected rate of return = 12.80%

17.35%

Standard deviation = square root of variance = 17.35%

Variance = p [(r - mean)^2]

Standard deviation = square root of variance

STOCK B

A

b

c

d

e

f

state of economy

Probability (p)

return (r)

P xr (i.e mean)

(c-0.0965)^2

b x e

BOOM

0.15

0.48

0.072

0.14707225

0.02206

GOOD

0.45

0.19

0.0855

0.00874225

0.00393

POOR

0.3

-0.09

-0.027

0.03478225

0.01043

BUST

0.1

-0.34

-0.034

0.19053225

0.01905

0.09650

0.381129

0.05548

Variance = p [(r - mean)^2]

expected rate of return = 9.65%

23.55%

Standard deviation = square root of variance = 23.55%

STOCK C

A

b

c

d

e

f

state of economy

Probability (p)

return (r)

P xr (i.e mean)

(c-0.0805)^2

b x e

BOOM

0.15

0.28

0.042

0.03980025

0.00597

GOOD

0.45

0.15

0.0675

0.00483025

0.00217

POOR

0.3

-0.06

-0.018

0.01974025

0.00592

BUST

0.1

-0.11

-0.011

0.03629025

0.00363

0.08050

0.100661

0.01769

Variance = p [(r - mean)^2]

expected rate of return = 8.05%

13.30%

Standard deviation = square root of variance = 13.30%

Row No.

A

B

C

EXPECTED RETURN

1

0.12800

0.09650

0.08050

VARIANCE

2

0.030096

0.05548275

0.01769475

STANDARD DEVIATION

3

17.35%

23.55%

13.30%

Weight

4

0.24

0.52

0.24

1X4

5

3.07%

5.02%

1.93%

EXPECTED RETURN OF PORTFOLIO (sum of 5th row)

6

10.02%

2x4

7

0.00722304

0.02885103

0.00424674

VARIANCE OF PORTFOLIO (sum of 7th row)

8

4.03%

3x4

9

0.041635677

0.122484838

0.031925188

STANDARD DEVIATION of portfolio (sum of row 10)

10

19.60%