Quiz+_4 - Answers MGTZZSO — Quiz#4 1 Consider the...

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Unformatted text preview: Answers: MGTZZSO — Quiz #4 ' June 21, 2011 1) Consider the following two mutual funds presented in this chart with the probability of each of these returns on $1000 invested. Probability Fund X Fund Y 0.3 0.4 0.3 $100 50 H 100 (-) $50 20 150 Compute the expected return for Fund X. Compute the expected return for Fund Y. Compute the standard deviation for Fund X. Compute the standard deviation for Fund Y. Compute the return/risk ratio for Fund X. Compute the return/risk ratio for Fund Y. Compute the covariance for Fund X and Fund Y. Compute the portfolio expected return, portfolio risk and return/risk ratio for the following proportions invested in Fund X: 0.40 0.60 (.207 (No) : > (“7‘03 ('3)? :2 infl/j C) 05"; iéaém) “PM 6} (of; (“379"”)162k 77w“)? 2399-} C $08392 C4)» swan)» mag C/{mgifi(.3)» wad/La (,;)33 763.54 M eta/ks“; GY’"¥£<9"6 "1273?? (50 I290) ?{ u) = 49054)} 2m ("/90 “W3C 3),; [Vt/6063) zig @200, 63 4.4 65X)(3©)C}) a (-79%0)(,3j z I an; (~21?) (3c) Cay ’ (Wfqofly) .~: »&Ié r Qi1)(~/20)C,3) z QIZVW} (J) 2‘ 4/032 mézgo J , M; WWI/TA \ f 0 ’Z’M dz) 7/ ((2%) 46M ZCém + 9"“)“l’ ( “‘4 j W WW mm. M gem/p + 0237a!“ v~ 395T? * ,ZJI'N'B My .. , (W “ 317.7%: mum..- . ~ _, W-~W,Ww,_,_ WW 6/ A 0179’” mi? A?” {7.X3’ r; €69)? 019,?(3 rf 5’) ‘2: 36gb MVMMW W.” , , wwww.» MM 51$”? 3:0 “:3 {I M“ i” fix“ W.“ W” “MM W’ "Em E ‘ '5" / 0% é 1" ‘w\ .e’ f1“; "1\ 01; W .flz/«Mvw w w ~~~~ WM fl ‘1‘“ V? 6:? \1 ...
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Quiz+_4 - Answers MGTZZSO — Quiz#4 1 Consider the...

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