Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. finance
  3. equal-weighted portfolios: calculate the expected

Equal-weighted Portfolios: Calculate the expected returns and standard deviations of the equal-weighted portfolio that invests...

90.2K

Verified Solution

Question

Finance

  1. Equal-weighted Portfolios: Calculate the expected returns and standard deviations of the equal-weighted portfolio that invests 50% and 50% in the two risky securities (S&P and Gold). What is its Sharpe Ratio?
S&P 500 Gold
Average Annual Return 9.38% 7.40%
Standard Deviation 16.41% 23.70%
Correlation 0.01095166

S&P 500 GOLD
Expected Portfolio Return (Rx) 9.38% 7.40%
Risk Free Rate (Rf) 4% 4%
Standard Deviation of Rx 16.41% 23.70%

Answer & Explanation Solved by verified expert
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: Zin AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students

Q

In an analysis of interhalogen reactivity, 0.350 mol ICl was placed in a 5.00 L flask...

Chemistry
Q

Watson Co. is a specialty fabrics manufacturer and retailer who operates mainly in the Carolinas. A...

Accounting
Q

Express the answer in scientific notation An ore deposit consisting of chert and hematite occurs...

Physics
Q

Consider the price demand equation given by 8 1 p 5 2 500 Calculate E...

Basic Math
Q

The graph below shows the distance traveled D in miles as a function of time...

Calculus
Q

Find all x intercepts and y intercepts of the graph of the function f x...

Calculus
Q

Convert the following angles to radians b 75 a 225 c 15 d 33

Algebra
Q

... Amazona Question 12 4 pts Switzerland has a...

Accounting
Q

Part #5: At the beginning of September, L Company had 1,600 finished goods units. Budgeted...

Accounting
Q

What are the procedures used by auditors to search for the contingent liabilities listed on...

Accounting
Q

This Question: 2 pts 35 of 50 (33 complete) This Test: 100 pts possible 3...

Accounting
Q

Diego Company manufactures one product that is sold for $77 per unit in two geographic...

Accounting