User Account

All Pages

The standard deviation of returns on i

Assignment Help Finance Basics
Reference no: EM13305255

Hyacinth Macaw invests 54% of her funds in stock I and the balance in stock J. The standard deviation of returns on I is 15%, and on J it is 28%.

a. Calculate the variance of portfolio returns, assuming the correlation between the returns is 1.0. (Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.)

Portfolio variance

b. Calculate the variance of portfolio returns, assuming the correlation is 0.4. (Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.)

Portfolio variance

c. Calculate the variance of portfolio returns, assuming the correlation is 0. (Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.)

Reference no: EM13305255

Questions Cloud

Determine what is the uncertainty in meters in the distance : A laser range finder consists of a laser and a light receiver. It operates by bouncing a laser pulse off a mirror and measuring the time of flight, the time it takes for the pulse to leave the laser, bounce off the mirror and return to the receive..
How much energy is lost while the skier slides down incline : a skier of mass m is standing on a slope with an angle of elevation ø. After being given a tiny nudge, the skier slides down the slope, how much energy is lost while the skier slides down the incline
How many atoms are expected to decay : A sample contains 3.5Ã-1019 radioactive atoms with a half life of 10000 years. How many atoms are expected to decay in the first second
How long must the droplet fall to achieve a concentration : The saturation concentration for the drop is 9.20 mg/L. If, after falling for two seconds, the droplet has an oxygen concentration of 3.20 mg/L, how long must the droplet fall (from the start of the fall) to achieve a concentration of 8.20 mg/L
The standard deviation of returns on i : Hyacinth Macaw invests 54% of her funds in stock I and the balance in stock J. The standard deviation of returns on I is 15%, and on J it is 28%.
Determine the value of the speed of light : The atronomer was studying the moon of jupiter called lo. He noticed that measurements taken in the spring when used to predict the position of lo in the fall were off by 18.177 minutes of time. determine the value of the speed of light that Roemer..
What was the ph of the soft drink before bottle was opened : You open a 16 oz (1 pint) bottle of a carbonated soft drink that has a temperature of 5°C, then you get distracted and forget to drink it. You come back quite some time later and find that it has gone "flat," and that it has gotten warm (20°C).
What appears to be the targeted debt ratio of a firm : What appears to be the targeted debt ratio of a firm that issues $15 million in bonds and $35 million in equity to finance its new capital projects.
How large an airy disk spot of red will form on a screen : Jeffery drills a very tiny hole in a sheet of brass. The hole is 0.001 inches in diameter. How large an Airy disk spot of red will form on a screen

Reviews

Write a Review

Finance Basics Questions & Answers

  Financial reporting and analysis

Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..

  A report on financial accounting

This report is specific for a core understanding for Financial Accounting and its relevant factors.

  Describe the types of financial ratios

Describe the types of financial ratios and other financial performance measures that are used during venture's successful life cycle.

  Differences between sole proprietorship and corporation

Briefly describe the major differences between a sole proprietorship and a corporation

  Prepare a cash budget statement

Calculate the expected value of the apartment in 20 years' time. What is the mortgage loan repayment at the beginning of each month

  What are the implied interest rates

What are the implied interest rates in Europe and the U.S.?

  State pricing theory and no-arbitrage pricing theory

State pricing theory and no-arbitrage pricing theory

  Small business administration

Identify the likely stage for each venture and describe the type of financing each venture is likely to be seeking and identify potential sources for that financing.

  Effect of financial leverage

The Effect of Financial Leverage and working capital management

  Evaluate the basis for the payment to the lender

Evaluate the basis for the payment to the lender and basis for the payment to the company-counterparty.

  Importance of opps, ipps, mpfs and dmepos

Research and discuss the differences and importance of : OPPS, IPPS, MPFS and DMEPOS.

  Time value of money

Time Value of Money project

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!

Submit Assignment

Academics

Major Subjects

Majors

Get In Touch

whatsapp: +1-415-670-9521

Phone: +1-415-670-9521

Email: [email protected]

TERMS & POLICIES

HELP & SUPPORT

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