You have been given the following return data on 3 assets; A, B and C over...

50.1K

Verified Solution

Question

Finance

You have been given the following return data on 3 assets; A, Band C over the period of 2013 -2016.
Expected return
Year
Asset A
Asset B
Asset C
2013
16
17
14
2014
17
16
15
2015
18
15
16
2016
19
14
17
Using these assets, you have isolatedthree investment alternatives:
Option
Investment
1
100% of asset A
2
50% of asset A and 50% of asset B
3
50% of asset A and 50% of asset C
Calculate the portfolio return over the four year period ofeach of the three alternatives.
Calculate the standard deviation of returns over the four yearperiod for each of the three alternatives.
You have been given the following return data on 3 assets; A, Band C over the period of 2013 -2016.
Expected return
Year
Asset A
Asset B
Asset C
2013
16
17
14
2014
17
16
15
2015
18
15
16
2016
19
14
17
Using these assets, you have isolatedthree investment alternatives:
Option
Investment
1
100% of asset A
2
50% of asset A and 50% of asset B
3
50% of asset A and 50% of asset C
Calculate the portfolio return over the four year period ofeach of the three alternatives.
Calculate the standard deviation of returns over the four yearperiod for each of the three alternatives.
PLEASE STATE ALL THE FORMULAS CLEARLY AND DUN ANS IN EXCEL.

Answer & Explanation Solved by verified expert

3.7 Ratings (505 Votes)

Answer aHow to compute Portfolio return in excel is shown below Othertwo are also computed in the same way in excelStatement of Total expected return by using the data of eachalternative of InvestmentUsingAlternative 100 of Asset APortfolio valueYearInvestment valueInvestment return rateInvestment weightTotalexpected See Answer

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!

Become a Member

Transcribed Image Text

You have been given the following return data on 3 assets; A, Band C over the period of 2013 -2016.Expected returnYearAsset AAsset BAsset C2013161714201417161520151815162016191417Using these assets, you have isolatedthree investment alternatives:OptionInvestment1100% of asset A250% of asset A and 50% of asset B350% of asset A and 50% of asset CCalculate the portfolio return over the four year period ofeach of the three alternatives.Calculate the standard deviation of returns over the four yearperiod for each of the three alternatives.You have been given the following return data on 3 assets; A, Band C over the period of 2013 -2016.Expected returnYearAsset AAsset BAsset C2013161714201417161520151815162016191417Using these assets, you have isolatedthree investment alternatives:OptionInvestment1100% of asset A250% of asset A and 50% of asset B350% of asset A and 50% of asset CCalculate the portfolio return over the four year period ofeach of the three alternatives.Calculate the standard deviation of returns over the four yearperiod for each of the three alternatives.PLEASE STATE ALL THE FORMULAS CLEARLY AND DUN ANS IN EXCEL.

	Expected return
Year	Asset A	Asset B	Asset C
2013	16	17	14
2014	17	16	15
2015	18	15	16
2016	19	14	17

Option	Investment
1	100% of asset A
2	50% of asset A and 50% of asset B
3	50% of asset A and 50% of asset C