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G) ezto.mheducation.com/hm.tpx 90% lasearch * MOSt Visited Getting Started My US

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Question

G) ezto.mheducation.com/hm.tpx 90% lasearch * MOSt Visited Getting Started My USC Aiken-Black- The l True Story of Poca.. connect BADM 363 Busi SECTIONS Exam #5 (Chapters 9 & 11) Quesion 3 (of 40) Save & Ext 3. Consider the tollowing information Rate of Return f State Occurs ckA Probabilty of State of EconoTY 72 28 tate of Stock C Boorn Bust 10 19 Stock 04 25 a. What is the expected return on an equally weighted portfolio of these three stocks? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e-g, 3216.) Expected return b. wiat is the variance of a portfolio invested 27 percent each n A and B and 4 percei n C Do not round intermediate calcula ens and und au ans r to 5 deep al lien ,a a ste Variance of a portfolio

Explanation / Answer

a) Expected return on equally weighted portfolio = 0.72*((10+4+30)/3) + 0.28*((19+25-10)/3) = 0.24*44 + 0.28*11.33

= 13.73%

b) Expected return = 0.72*((0.27*(10+4)) +0.54*30) + 0.28*((0.27*(19+25) - 0.54*10) = 14.385 + 1.814 =16.199%

Expected return of A = 0.27*(0.72*10 + 0.28*19) = 3.3804%

Expected return of B = 0.27*(0.72*4 + 0.28*25) = 2.6676%

Expected return of C = 0.54*(0.72*30 - 0.28*10) = 10.152%

Variance of the portfolio = ((16.2-3.3804)^2 + (16.2-2.6676)^2 + (16.2-10.152)^2 ) /3

= (164.3421 + 183.1258+ 36.578)/3 = 128.015