fm3_problems08

08350 047714 macro 01581 macro 08419 macro 1705 macro

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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...
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