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1) A portfolio has three stocks long dash— 320 shares of Yahoo (YHOO), 320 shares of General Motors (GM), and 90 shares of Standard and Poor's Index Fund (SPY). If the price of YHOO is $20, the price of GM is $30, and the price of SPY is $150, calculate the portfolio weight of YHOO and GM

2) A stock market comprises 5300 shares of stock A and 1200 shares of stock B. Assume the share prices for stocks A and B are $25 and $30, respectively. What proportion of the market portfolio is comprised of stock A?

3) Treasury bill returns are 3%, 2%, 1%, and 4% over four years. The standard deviation of returns of Treasury bills is:

Financial Management, Finance

  • Category:- Financial Management
  • Reference No.:- M93043169

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