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For a two-security portfolio, the formula for portfolio risk is: Portfolio varia

ID: 2766195 • Letter: F

Question

For a two-security portfolio, the formula for portfolio risk is:

                    Portfolio variance = x12s12 + x22s22 + 2x1x2rr12s1s2

          If security one is Treasury bills and security two is the market portfolio, then s1 is zero, s2 is 20%. Therefore:

                    Portfolio variance = x22s22 = x22(0.20)2

                    Standard deviation = 0.20x2

                    Portfolio expected return = x1(0.06) + x2(0.06 + 0.85)

                    Portfolio expected return = 0.06x1 + 0.145x2

Portfolio

X1

X2

Exp Return

Std Deviation

1

1.0

0.0

0.060

0.000

2

0.8

0.2

0.077

0.040

3

0.6

0.4

0.094

0.080

4

0.4

0.6

0.111

0.120

5

0.2

0.8

0.128

0.160

6

0.0

1.0

0.145

0.200

How do you calculate to find the answers for everything after line 1? I know the answers for 1 - 6 but I do not understand what formula was used to get the answers for lines 2 - 6. I need to see the step by step answer for x1, x2, expected return, and standard deviation for the remaining 5 lines.

Portfolio

X1

X2

Exp Return

Std Deviation

1

1.0

0.0

0.060

0.000

2

0.8

0.2

0.077

0.040

3

0.6

0.4

0.094

0.080

4

0.4

0.6

0.111

0.120

5

0.2

0.8

0.128

0.160

6

0.0

1.0

0.145

0.200

Explanation / Answer

In question itself they have simplified formulla for  Portfolio expected return = 0.06x1 + 0.145x2 and for Standard deviation = 0.20x2. So we can directly put figures in equationto arrive at answers.Security one is Treasury bills so standard deviation of it is always zero so s1=0 . so anything multiplied by o is zero.

Portfolio variance = x12s12 + x22s22 + 2x1x2rr12s1s2

= (0)s12 + x22s22 + 2(0)x2rr12s1s2

= x22s22

Std Deviation is underroot of Portfolio variance =  x2 s2 = x2 is 0.20

Std Deviation=0.20s2

Portfolio expected return = x1(0.06) + x2(0.06 + 0.085)

Portfolio expected return = 0.06x1 + 0.145x2

By putting all values in above equation we will get follwing

Portfolio X1 X2 Exp Return Std Deviation Portfolio expected return = 0.06x1 + 0.145x2 Standard deviation = 0.20x2 1 1 0 0.06 0 0.06(1) + 0.145(0) =0.06 0.20*0 = 0 2 0.8 0.2 0.077 0.04 0.06(0.8) + 0.145(0.2)=0.077 0.20*0.2 = 0.04 3 0.6 0.4 0.094 0.08 0.06(0.6) + 0.145(0.4)=0.094 0.20*0.4=0.08 4 0.4 0.6 0.111 0.12 0.06(0.4) + 0.145(0.6)=0.111 0.20*0.6=0.12 5 0.2 0.8 0.128 0.16 0.06(0.2) + 0.145(0.8)=0.128 0.20*0.8=0.16 6 0 1 0.145 0.2 0.06(0) + 0.145(1)=0.145 0.2*1=0.2
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