FINA4920-RiskReturnCAPMTemplate0

FINA4920-RiskReturnCAPMTemplate0 - StudentName Contents...

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Student Name Contents Date Created Date Modified
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TWO STOCKS AND A RISK-FREE ASSET GM MSFT Average return 14.59% 62.72% 2% Variance  0.0674   0.1443  Sigma 25.96% 37.99% Covariance -0.0564 Correlation -0.5722 Portfolio of 2 Risky Assets Weight in GM 0.52 52.19% Weight in MSFT 0.48 47.81% Portfolio mean 37.60% 15.23% Sigma -0.3 54.22% 77.16% Column A = % in GM -0.2 48.74% 72.35% -0.1 43.32% 67.53% 0.0 37.99% 62.72% 0.1 32.77% 57.91% 0.2 27.75% 53.09% 0.3 23.04% 48.28% 0.4 18.88% 43.47% 0.5 15.72% 38.65% 0.6 14.24% 33.84% 0.7 14.94% 29.03% 0.8 17.57% 24.21% 0.9 21.42% 19.40% 1.0 25.96% 14.59% 1.1 30.89% 9.78% 1.2 36.05% 4.96% 1.3 41.34% 0.15% 1.4 46.74% -4.66% 0.0 0.00% 2.00% Column A = % in Portfolio of 2 Risky Assets 0.1 1.52% 5.56% 0.2 3.05% 9.12% 0.3 4.57% 12.68% 0.4 6.09% 16.24% 0.5 7.61% 19.80% 0.6 9.14% 23.36% 0.7 10.66% 26.92% 0.8 12.18% 30.48% 0.9 13.70% 34.04% 1.0 15.23% 37.60% 1.1 16.75% 41.16% 1.2 18.27% 44.72% 1.3 19.79% 48.28% 1.4 21.32% 51.84% 1.5 22.84% 55.40% 1.6 24.36% 58.96% 1.7 25.88% 62.52% Risk-free  r f Portfolio standard deviation,  s p Percentage of Portfolio in  certain asset Expected return 0.00% 10.00% 20.00% 30.00% 40.00% 50.00% 60.00% -10.00% 0.00% 10.00% 20.00% 30.00% 40.00% 50.00% 60.00% 70.00% 80.00% 90.00% A B C D E F G H I J K 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52
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GM MSFT Average return 14.59% 62.72% 2.00% Variance of return 6.74% 14.43% Sigma of return 25.96% 37.99% Covariance of returns -0.0564
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FINA4920-RiskReturnCAPMTemplate0 - StudentName Contents...

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