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HW-1953 Portfolio Return and portfoio standard deviation
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Compute the portfolio return and standard deviation of a portfolio with 70% invested in Stock A and the remainder in Stock B. The correlation between Stock A and Stock B is -.39 and the following table contains return data.
States of nature Probability of occurrence Return of Stock A Return of stock B
Recession 0.1 11.50% 23.10%
Stable economy 0.55 21.20% 11.30%
Boom 0.35 36.10% 6.80%
Answer will be sent by email as attachment.
States of nature Probability of occurrence Return of Stock A Return of stock B
Recession 0.1 11.50% 23.10%
Stable economy 0.55 21.20% 11.30%
Boom 0.35 36.10% 6.80%
Answer will be sent by email as attachment.
