Scribd Logo
Hochladen

Willkommen bei Scribd!

  • Prob. Return 0.2 11 0.6 14 0.2 17 Expected Return 14 Standard Div 1.8973665961 CV SD/Mean 0.1355261854

    Hochgeladen von

    Saksham Agarwal
    13 Ansichten4 Seiten
    This document contains information about the expected returns, standard deviations, and coefficients of variation for two investments called W and T. It shows that T has a higher risk than W, as evidenced by its higher coefficient of variation. The document also contains a portfolio optimization section that lists the expected returns, standard deviations, and correlations for three portfolio combinations of investments X and Y. It calculates the expected return, standard deviation, and other metrics for each of the three portfolios.

    Originalbeschreibung:

    FDA

    Originaltitel

    FDA

    Copyright

    © © All Rights Reserved

    Verfügbare Formate

    XLSX, PDF, TXT oder online auf Scribd lesen

    Stufen Sie dieses Dokument als nützlich ein?

    Sind diese Inhalte unangemessen?

    Dieses Dokument melden
    This document contains information about the expected returns, standard deviations, and coefficients of variation for two investments called W and T. It shows that T has a higher risk than W, as evidenced by its higher coefficient of variation. The document also contains a portfolio optimization section that lists the expected returns, standard deviations, and correlations for three portfolio combinations of investments X and Y. It calculates the expected return, standard deviation, and other metrics for each of the three portfolios.

    Copyright:

    © All Rights Reserved
    Als XLSX, PDF, TXT herunterladen oder online auf Scribd lesen
    Markieren Sie unangemessene Inhalte
    13 Ansichten4 Seiten

    Prob. Return 0.2 11 0.6 14 0.2 17 Expected Return 14 Standard Div 1.8973665961 CV SD/Mean 0.1355261854

    Hochgeladen von

    Saksham Agarwal
    This document contains information about the expected returns, standard deviations, and coefficients of variation for two investments called W and T. It shows that T has a higher risk than W, as evidenced by its higher coefficient of variation. The document also contains a portfolio optimization section that lists the expected returns, standard deviations, and correlations for three portfolio combinations of investments X and Y. It calculates the expected return, standard deviation, and other metrics for each of the three portfolios.

    Copyright:

    © All Rights Reserved
    Als XLSX, PDF, TXT herunterladen oder online auf Scribd lesen
    Markieren Sie unangemessene Inhalte
    von 4

    Prob.

    Return
    0.2
    0.6
    0.2

    11
    14
    17
    Expected Return=
    Standard Div=
    CV=SD/Mean

    14
    1.8973665961
    0.1355261854

    Situation Probability
    W
    R
    N
    B

    0.2
    0.6
    0.2

    Anticipatory Return
    T
    0.1
    0.18
    0.26

    -0.04
    0.18
    0.4

    EXPECTED RETURN (w)=


    EXPECTED RETURN (t)=

    18.00%
    18.00%

    SD OF W=
    SD OF T=

    5.06%
    13.91%

    CV OF W=
    CV OF T=

    0.28
    0.77

    STOCK T IS MORE RISKER THAN W

    ..

    PORTFOLIO

    X
    1
    2
    3

    EXPECTED RETURN
    SD
    CORRELATION B/W RETURNS
    EXPECTED RETURN OF PORTFOLIO 1=
    EXPECTED RETURN OF PORTFOLIO 2=
    EXPECTED RETURN OF PORTFOLIO 3=
    SD OF PORTFOLIO 1=
    SD OF PORTFOLIO 2=
    SD OF PORTFOLIO 3=

    Y
    50
    25
    75

    50
    75
    25

    15
    22
    0.5

    20
    20

    17.5
    18.75
    16.25
    18.19341
    18.37798
    19.48718

    Das könnte Ihnen auch gefallen