WebExpected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: C: r1,2 = 0.25 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: D: r1,2 = 0.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: E: r1,2 = -0.25 WebThe expected return of a portfolio is the sum of the weight of each asset times the expected return of each asset. So, the expected return of the portfolio is: E (Rp) = .35 (.10) + .45 …
Portfolio Return Formula Calculate the Return of Total Portfolio ...
WebYou have a portfolio consisting solely of stock A and stock B. The portfolio has an expected return of 9.8 percent. Stock A has an expected return of 11.4 percent while stock B is expected to return 6.4 percent. What is the portfolio weight of stock A? -59 percent -87 percent -68 percent -81 percent -74 percent Click the card to flip 👆 68 percent WebExpected Return = Risk Free Rate + Beta* ( Expected Market Return - Risk Free Rate) market risk premium = Expected Market Return - Risk Free Rate 0.156 = 0.062+ b … agenzia spaziale news
Expected Return Formula Calculate Portfolio Expected …
WebThe first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 8%. The characteristics of the risky funds are as follows: Expected Return Standard Deviation Stock fund (S) 20% 30% Bond fund (B) 12 15 The correlation between the fund returns is .10 4. WebPortfolio Standard Deviation is calculated based on the standard deviation of returns of each asset in the portfolio, the proportion of each asset in the overall portfolio, i.e., their respective weights in the total portfolio, and also the correlation between each pair of assets in the portfolio. WebThe expected return of the portfolio is calculated by aggregating the product of weight and the expected return for each asset or asset class: Expected return of the investment … agenzia spaziale italiana parrucchiere