Ask Question, Ask an Expert

+1-415-315-9853

info@mywordsolution.com

Ask Statistics and Probability Expert

describe expected returns and risk in portfolio.

Presume the expected return as well as the standard deviation on the Market Portfolio M are E (RM) = 12% and σM = 20%, respectively.

1) When the Sharpe Ratio for the market portfolio is 0.5 and what risk-free rate Rf is the market anticipate? Depict on a diagram for the Capital Market Line derived from the above data. Make sure to clarify the intercept as well as the slope.

2) What must be the expected return of a well-diversified portfolio P (that is portfolios on the ML) with a volatility of 15%?

3) Suppose portfolio P has a standard deviation of 10% as well as an expected return of 6.5%. Is this portfolio efficient?

4) What must be the standard deviation of an efficient portfolio with a beta of 0.4? describe

Statistics and Probability, Statistics

  • Category:- Statistics and Probability
  • Reference No.:- M922216

Have any Question? 


Related Questions in Statistics and Probability

Simple takes about 25 minutes to answer in a study

Simple! (Takes about 25 minutes to answer.) In a study evaluating "Why minority males graduate American high-schools at lower rates than their counterparts", the following is needed: 1) Envisioned Quantitative Design 2) ...

1 how do mixed expericorr designs differ from other

1. How do mixed/ expericorr designs differ from other experimental designs? 2. Distinguish between an independent variable and a subject variable.

Prove that if the result of the mens courtship algorithm

Prove that if the result of the men's courtship algorithm yields the same result as the women's courtship algorithm, then this resulting matching is the unique stable matching.

Suppose that fara is preferred by every man to all the

Suppose that Fara is preferred by every man to all the other women. Prove that under every stable matching Fara is matched to the same man. Who is the lucky guy?

Regarding probability which of the following isnbspcorrecta

Regarding probability, which of the following is  correct ? a. When events  A  and  B  are mutually exclusive, then  P ( A  and  B ) =  P ( A ) +  P ( B ). b. The union of events  A  and  B  consists of all outcomes in t ...

It is estimated 30 of all adults in united states invest in

It is estimated 30% of all adults in United States invest in stocks and that 88% of U.S. adults have investments in fixed income instruments (savings accounts, bonds, etc.). It is also estimated that 25% of U.S. adults h ...

1 how many conditions are there in the simplest possible

1. How many conditions are there in the simplest possible experiment? 2. Describe how participants are assigned to conditions in randomized groups, matched-subjects, and repeated measures experimental designs. 3. What ar ...

A smartphone company has to decide which battery they will

A smartphone company has to decide which battery they will use for their upcoming model. Two battery manufacturers A and B are competing to get the contract. 15 smartphones of the upcoming model were tested with batterie ...

For this assignment you will continue to use data derived

For this assignment you will continue to use data derived from Capital Bikeshare trip records from 2011 and 2012, this time analysing patterns in daily numbers of rentals by casual users. References and Data Sources: Bac ...

Throughout the early 1800s the influence of

Throughout the early 1800's the influence of industrialization and the repeated subjugation of Native Indians and slaves caused people to reflect on their role in society and attempt to reform elements of their daily liv ...

  • 4,153,160 Questions Asked
  • 13,132 Experts
  • 2,558,936 Questions Answered

Ask Experts for help!!

Looking for Assignment Help?

Start excelling in your Courses, Get help with Assignment

Write us your full requirement for evaluation and you will receive response within 20 minutes turnaround time.

Ask Now Help with Problems, Get a Best Answer

WalMart Identification of theory and critical discussion

Drawing on the prescribed text and/or relevant academic literature, produce a paper which discusses the nature of group

Section onea in an atwood machine suppose two objects of

SECTION ONE (a) In an Atwood Machine, suppose two objects of unequal mass are hung vertically over a frictionless

Part 1you work in hr for a company that operates a factory

Part 1: You work in HR for a company that operates a factory manufacturing fiberglass. There are several hundred empl

Details on advanced accounting paperthis paper is intended

DETAILS ON ADVANCED ACCOUNTING PAPER This paper is intended for students to apply the theoretical knowledge around ac

Create a provider database and related reports and queries

Create a provider database and related reports and queries to capture contact information for potential PC component pro