Explore BrainMass

Explore BrainMass

    Compute the portfolio's expected return and standard deviation.

    Not what you're looking for? Search our solutions OR ask your own Custom question.

    This content was COPIED from BrainMass.com - View the original, and get the already-completed solution here!

    1. Consider the following information

    1998 1999 2000 2001 2002*
    Year end
    Stock Price 15.15 17.10 21.00 20.05 11.05

    Year end
    Dividend 0.15 0.15 0.18 0.18 0.10

    * In 2002, there was a 2 for 1 stock split

    a. Compute the returns for each of the final four years, the holding period return, and the annualized return.
    b. Compute the standard deviation of returns.

    *VIEW FILE*

    © BrainMass Inc. brainmass.com December 24, 2021, 5:07 pm ad1c9bdddf
    https://brainmass.com/business/finance/compute-portfolios-expected-return-standard-deviation-29962

    Attachments

    Solution Preview

    See the attached file. Thanks

    1. Consider the following information

    1998 1999 2000 2001 2002*
    Year end
    Stock Price 15.15 17.10 21.00 20.05 11.05

    Year end
    Dividend 0.15 0.15 0.18 0.18 0.10

    * In ...

    Solution Summary

    The expert computes the portfolio's expected return and standard deviation. The stock price for year end calculations are given.

    $2.49

    ADVERTISEMENT