Portfolios total-systematic and non systematic risk

Assignment Help Financial Management
Reference no: EM131510869

The weights of Ms. Z's portfolio are 30% on stock A, 40% on B and the rest on C. The betas of these stocks are 1.43, .78, and 1.10, respectively. The standard deviations of the non systematic risks of these stocks are .22, .10, and .16, respectively. The standard deviation of the market's return is .15. What is the beta of Ms. Z's portfolio? What is the variance of her portfolio's total, systematic and non systematic risk?

Reference no: EM131510869

Questions Cloud

Calculate the present value of these cash flows : Calculate the present value of these cash flows using an 11 percent discount rate.
Security market line-market risk premium : Security market line (SML) assume that the risk free rate RF, is currently 6% and that the market return RM, The market risk premium is
What is the projects IRR : A firm evaluates all of its projects by applying the IRR rule. What is the project's IRR?
What is the profitability index and What is the NPV : What is the profitability index? What is the NPV?
Portfolios total-systematic and non systematic risk : What is the variance of her portfolio's total, systematic and non systematic risk?
Risk swift manufacturing is evaluating asset purchase : Assessing return and risk Swift Manufacturing is evaluating an asset purchase.
Combination of the present value of dollar : Calculate the correct price of this bond using a combination of the present value of a dollar and the present value of an annuity formulas.
Use the basic equation for the capital asset pricing mode : Manipulating CAPM Use the basic equation for the capital asset pricing mode.
About the current share price : Burton Corp. is growing quickly. If the required return is 16 percent and the company just paid a dividend of $3.20, what is the current share price?

Reviews

Write a Review

Financial Management Questions & Answers

  Foreign company acquisition

Acquisition by a foreign company and the effects of that decision and the results of foreign exchange in Euro and the exchange rate differences.

  Financial management for profit and non profit organizations

In this essay, we are going to discuss the issues of financial management in a non-profit organisation.

  Method for estimating a venture''s value

Evaluate venture's present value, cash and surplus cash and basic venture capital.

  Replacement analysis

This document show the Replacement Analysis of modling machine. Is replacement give profit to company or not?

  Business finance task - capital budgeting

Your company is considering using the payback period for capital-budgeting. Discuss the advantages and disadvantages of this technique.

  Analysis of the investment

In this project, you will focus on one of these: the additional cost resulting from the purchase of an apple press (a piece of equipment required to manufacture apple juice).

  Conduct a what-if analysis

Review the readings and media for this unit, including the Anthony's Orchard case study media. Familiarise yourself with the Anthony's Orchard company and its current situation.

  Determine operational expenditures

Organisations' behaviour is guided by financial data. In the short term, such data will help determine operational expenditures; in the long term, historical data may help generate forecasts aimed at determining strategic plans. In both instances.

  Personal financial management

How much will you have left over each half year if you adopt the latter course of action?

  Sources of finance for expansion into new foreign markets

A quoted company is considering several long-term sources of finance for expansion into new foreign markets.

  Long term financial planning

This assignment is designed for analyze Long term financial planning begins with the sales forecast and the key input in the long term fincial planning.

  Explain the role of fincial manager

This assignment explain the role of fincial manager, function of manger. And what are the motives of financial manager.

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd