Portfolio Risk: Expected Rate of Return and Standard Deviation

Related BrainMass Solutions

• Finding the Standard Deviation of a Portfolio Using Beta

  480899 Standard Deviation I need help with the following: Suppose that the expected return on the market is 12% and the risk free rate is 7%. The standard deviation of the return on the market is 15%.

• What expected rate of return would a security earn if it had a 0.6 correlation with the market portfolio and a standard deviation of 3 percent?

  A portfolio that combines the risk-free asset and the market portfolio has an expected return of 22 percent and a standard deviation of 5 percent. The risk-free rate is 4.9 percent, and the expected return on the market portfolio is 19 percent.

• Expected return, standard deviation of stocks/portfolio

  that combines the risk-free asset and the market portfolio has an expected return of 22 percent and a standard deviation of 5 percent.

• Capital-asset pricing model

  A portfolio that combines the risk-free asset and the market portfolio has an expected return of 22 percent and a standard deviation of 5 percent. The risk-free rate is 4.9 percent, and the expected return on the market portfolio is 19 percent.

• Expected return and Standard Deviation of a portfolio, CAPM

  portfolio and the risk-free rate. 3) Expected rate of return of a security given its correlation with the market portfolio and a its standard deviation of returns

• Securities: What expected rate of return would a security earn if it had a 0.6 correlation with the market portfolio and a standard deviation of 3 percent?

  A portfolio that combines the risk-free asset and the market portfolio has an expected return of 22 percent and a standard deviation of 5 percent. The risk-free rate is 4.9 percent, and the expected return on the market portfolio is 19 percent.

• An Explanation of the Expected Rate of Return

  67194 An Explanation of the Expected Rate of Return A portfolio that combines the risk-free asset and the market portfolio has an expected return of 22 percent and a standard deviation of 5 percent.

• Percival Hygiene Portfolio Combinations Risk and Return

  The expected return of this portfolio is 10.00% and the standard deviation of return of this portfolio is 8.00% (see calculations below) This portfolio gives a higher return and lower risk (standard deviation) than the bond portfolio

• Expected Return and Standard Deviation of Portfolio Caclulations

  b) creates a portfolio with a standard deviation of 30% and compute that portfolio's expected return. c) With the perfectly positive correlation, creates a risk-less portfolio and find the risk free rate.

• invest in a portfolio that has an expected return of 8%

  29957 invest in a portfolio that has an expected return of 8% 4. You can invest in a portfolio that has an expected return of 8% and a standard deviation of 0.10. You can also borrow and lend any amount at the risk free rate of 3%. a.