Assume an investor formed a portfolio comprised of 30% in the common stock of AT&T,...
90.2K
Verified Solution
Link Copied!
Question
Finance
Assume an investor formed a portfolio comprised of 30% in the common stock of AT&T, Inc., (T) and 70% in the common stock of Apple, Inc. (AAPL). Use the data provided below to calculate the portfolios monthly expected return, standard deviation, and coefficient of variation. Spreadsheet estimates of average monthly return, standard deviation and covariance for each of these two stocks are as follows:
T AAPL
Average Monthly Return 2.28% 5.64%
Standard Deviation of Return 5.56% 12.01%
Covariance (T, AAPL) = -.0033
| C. 3.39%, 4.49%, 1.33 |
| D. none of the above |
| A. 4.63%, 55.85%, 12.06 |
| B. 4.63%, 7.72%, 1.67 |
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
- Unlimited Question Access with detailed Answers
- Zin AI - 3 Million Words
- 10 Dall-E 3 Images
- 20 Plot Generations
- Conversation with Dialogue Memory
- No Ads, Ever!
- Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Other questions asked by students
StudyZin's Question Purchase
1 Answer
$0.99
(Save $1 )
One time Pay
- No Ads
- Answer to 1 Question
- Get free Zin AI - 50 Thousand Words per Month
Best
Unlimited
$4.99*
(Save $5 )
Billed Monthly
- No Ads
- Answers to Unlimited Questions
- Get free Zin AI - 3 Million Words per Month
*First month only
Free
$0
- Get this answer for free!
- Sign up now to unlock the answer instantly
You can see the logs in the Dashboard.