Suppose you build a portfolio of 25% in A and 75% in B, calculate expected returns,...

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Finance

Suppose you build a portfolio of 25% in A and 75% in B,calculate expected returns, volatility, and a 95% confidenceinterval for the portfolio.
StockA
StockB
2011
10.00%
6.00%
2012
7.00%
2.00%
2013
15.00%
5.00%
2014
-5.00%
1.00%
2015
8.00%
-2.00%

Answer & Explanation Solved by verified expert

4.1 Ratings (616 Votes)

we calculate average returns for each stock using the AVERAGEfunction in Excel as below we calculate standard deviation for each stock using the STDEVfunction in Excel as below For a portfolio with 25 See Answer

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StockA	StockB
2011	10.00%	6.00%
2012	7.00%	2.00%
2013	15.00%	5.00%
2014	-5.00%	1.00%
2015	8.00%	-2.00%

Suppose you build a portfolio of 25% in A and 75% in B, calculate expected returns,...

70.2K

Verified Solution

Question

Finance

Suppose you build a portfolio of 25% in A and 75% in B,calculate expected returns, volatility, and a 95% confidenceinterval for the portfolio.
StockA
StockB
2011
10.00%
6.00%
2012
7.00%
2.00%
2013
15.00%
5.00%
2014
-5.00%
1.00%
2015
8.00%
-2.00%

Answer & Explanation Solved by verified expert

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Suppose you build a portfolio of 25% in A and 75% in B, calculate expected returns,...

70.2K

Verified Solution

Question

Finance

Suppose you build a portfolio of 25% in A and 75% in B,calculate expected returns, volatility, and a 95% confidenceinterval for the portfolio.StockAStockB201110.00%6.00%20127.00%2.00%201315.00%5.00%2014-5.00%1.00%20158.00%-2.00%

Answer & Explanation Solved by verified expert

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Transcribed Image Text

Other questions asked by students

Suppose you build a portfolio of 25% in A and 75% in B,calculate expected returns, volatility, and a 95% confidenceinterval for the portfolio.
StockA
StockB
2011
10.00%
6.00%
2012
7.00%
2.00%
2013
15.00%
5.00%
2014
-5.00%
1.00%
2015
8.00%
-2.00%