# Portfolio Weights, Expected Returns, and Standard Deviation

Not what you're looking for?

See attached file.

#4. After examining the opportunity set, you notice that you can invest in a portfolio consisting of the bond fund and the large-cap stock fund that will have exactly the same standard deviation as the bond fund. This

portfolio will also have a greater expected return. What are the portfolio weights and expected return of this portfolio?

#5. Examining the opportunity set, notice there is a portfolio that has the lowest standard deviation. This in the minimum variance portfolio. What are the portfolio weights, expected return, and standard deviation of this

portfolio? Why is the minimum variance portfolio important?

Excel results.

##### Purchase this Solution

##### Solution Summary

The solution discusses East Coast Yachts portfolio weights, expected returns and standard deviation.

##### Solution Preview

Please see the attached file(s) for the complete tutorial.

Chapter 11

A Job at East Coast Yachts, Part 2

Input area:

10-year annual return Standard deviation

Bledsoe Large Company Stock Fund 11.08% 26.73%

Bledsoe Bond Fund 8.15% 10.34%

Risk-free rate ...

##### Purchase this Solution

##### Free BrainMass Quizzes

##### IPOs

This Quiz is compiled of questions that pertain to IPOs (Initial Public Offerings)

##### Six Sigma for Process Improvement

A high level understanding of Six Sigma and what it is all about. This just gives you a glimpse of Six Sigma which entails more in-depth knowledge of processes and techniques.

##### Organizational Behavior (OB)

The organizational behavior (OB) quiz will help you better understand organizational behavior through the lens of managers including workforce diversity.

##### Paradigms and Frameworks of Management Research

This quiz evaluates your understanding of the paradigm-based and epistimological frameworks of research. It is intended for advanced students.

##### MS Word 2010-Tricky Features

These questions are based on features of the previous word versions that were easy to figure out, but now seem more hidden to me.