# Average return,Standard Deviation

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

https://brainmass.com/business/accounting/average-return-standard-deviation-69902

#### Solution Preview

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 ...

#### Solution Summary

This provides the steps to compute the average return,Standard Deviation and Coefficient of Variation