08350 047714 macro 01581 macro 08419 macro 1705 macro

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: ck 2 Covariance(r1,r2) Proportion of stock 1 Proportion of stock 2 Expected portfolio return Standard deviation of portfolio return C Standard deviation of return 12% 35% 18% 50% 0.08350 0.25 0.75 #MACRO? 16.50% #MACRO? 42.38% #MACRO? Standard deviation of return 12% 35% 18% 50% Mean return 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 B D E F G H I J K L Mean return 1 Stock 1 Stock 2 Covariance(r1,r2) Correlation(r 1,r2) Proportion of stock 1 Proportion of stock 2 Expected portfolio return Standard deviation of portfolio return 0.08350 0.47714 #MACRO? 0.1581 #MACRO? 0.8419 #MACRO? 17.05% #MACRO? 45.00% #MACRO? In this spreadsheet we solve Exercise 11 using Solver There are two solutions, which can be found by the two Solver screens below: M N...
View Full Document

Ask a homework question - tutors are online