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Question 1:
Consider a portfolio P comprised of two risky assets (A and B) whose returns have a correlation of 0.3. Risky asset A has an expected return of 10% and standard deviation of 15%. Risky asset B has an expected return of 7% and standard deviation of 11%. What is the variance of portfolio P if 84% of the portfolio is invested in risky asset A?
Question 2
Consider two risky assets (A and B). Risky asset A has an expected return of 10% and standard deviation of 15%. Risky asset B has an expected return of 7% and standard deviation of 11%. If the covariance of the returns on A and B is 0.005, What is the correlation between returns A and B?
Question 3
Consider a portfolio P comprised of two risky assets (A and B) whose returns have a correlation of Zero. Risky asset A has an expected return of 10% and standard deviation of 15%. Risky asset B has an expected return of 7% and standard deviation of 11%. What is the expected return on the minimum variance portfolio?
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 ..
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