Average return,Standard Deviation
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The market portfolio is assumed to be composed of 2 securities ,Investment Xand Yshown below .Determine based on the informationgiven the Average return,Standard Deviation and Coefficient of Variation.
Part A
Year Return X Return Y
1997 16.5% 17.5%
1998 14.2% 13.2%
1999 13.5% 14.5%
2000 16.1% 15.1%
2001 12.2% 13.2%
2002 11.5% 10.5%
Part B
A portfolio consists of five securities with following Beta and Proportions :What is the Beta of Portfolio?
Asset Beta Proportions
1 1.35 .1
2 1.12 .2
3 1.67 .3
4 1.04 .2
5 1.55 .2
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Solution Summary
This provides the steps to compute the average return,Standard Deviation and Coefficient of Variation
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The market portfolio is assumed to be composed of 2 securities ,Investment Xand Yshown below .Determine based on the informationgiven the Average return,Standard Deviation and Coefficient of Variation.
Part A
Year Return X Return Y
1997 ...
Purchase this Solution
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