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You have constructed a portfolio consisting of two stocks, A and B. Stock A has an expected return of 7%, and Stock B has an expected return of 4%. The covariance matrix of these two stocks are given as follows:
The T-bill rate is 2%.
(a) 3 points You decide to form a risky portfolio consisting of 60% Stock A, and 40% Stock B. Calculate the expected return, standard deviation and Sharpe ratio of your risky portfolio.
(b) 4 points Calculate the weightings, expected return, standard deviation and Sharpe ratio of the minimum variance portfolio consisting of stocks A and B.
(c) 3 points Assume you have a client who is happy with the composition of your risky portfolio in part (b), but is comfortable with a standard deviation of only 1%. What would be the weighting in Assets A and B, and T-bills, and the expected return of this client's complete portfolio?
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The current world economy is increasingly becoming integrated and interdependent; as a result, the relationship between business and society is becoming more complex. Use the Internet to research Apple.
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