Solution: 1) Calculate the expected rate of return for both stocks Stocks X and Y have the following probability distributions of expected future returns: Probability
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[PDF] Problem Set Solutions 1 An investor can design a risky portfolio
The expected return on stock A is 20 while on stock B it A portfolio is composed of two stocks, A and B Stock A has a standard deviation of return of 24
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Assume there are two stocks, A and B, with βa = 1 4 and βв = 0 8 Assume Security A, which constitutes 40 of this portfolio, has an expected return of 10 and Given the following data, calculate the security market line and the betas of
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Example: Suppose you have predicted the following returns for stocks C and T in three possible states of deviation for the two stocks State of b - If the individual stocks have the following expected returns, what is the expected return for the
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Solution: 1) Calculate the expected rate of return for both stocks Stocks X and Y have the following probability distributions of expected future returns: Probability
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worth $40/share You expect a return of 8 for stock A and a return of 13 for stock B For the following problem please refer to Table 1 (Table 11 3, p 336 in (c) What is the beta of an equally weighted portfolio of these two stocks? The VC fund has an expected return of 20 , a volatility of 80 and a correlation of 0 2
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Example: Suppose two stocks A and B have the following returns distribution The expected returns are: 9 The expected return on a portfolio is given by the
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period return (HPR) and is measured in any one of the 3 following methods: Investment rule number 1: If two investments have the same expected return and 8 7 (B) Adding More Stocks to the Portfolio: Systematic and Unsystematic Risk
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The Wall Street Journal gives the following futures prices for gold on September 6, 2006: period Two futures contracts are traded on a financial asset without payouts: a have an expected return of 7 with volatility of 26 1 per year, while stocks A, B and C Assume an equal investment in each stock Expected
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