Chapter 13
Question 15
Input area:
Output area:
Stock E(R) 12.40%
Stock beta 1.17
Risk-free return 4.20%
Chapter 13
Question 16
Input area:
Output area:
Chapter 13
Question 17
Input area:
Output area:
Stock beta 1.25
Stock E(R) 14.00%
Risk-free return 2.10%
Chapter 13
Question 18
Input area:
Output area:
Stock E(R) 12.80%
Stock beta 1.25
Risk-free return 4.10%
Chapter 13
Question 20
Input area:
Output area:
Chapter 13
Question 21
Input area:
Output area:
Chapter 13
Question 22
Output area:
Chapter 13
Question 23
Input area:
Output area:
Portfolio
Return
Squared
Chapter 13
Question 24
Input area:
Output area:
Chapter 13
Question 25
Input area:
Output area:
Weight of Stock X 1.61111
Weight of Stock Y -0.61111
Dollar amount in X 161,111.11$
Portfolio beta 1.625
Total investment $100,000
Stock X E(R) 14.80%
Stock X beta 1.35
Stock Y E(R) 11.20%
Stock Y beta 0.90
Chapter 13
Return
Squared
Question 26
Input area:
State Probability Stock I Stock II
Output area:
Return
Squared
Chapter 13
Question 27
Input area:
Beta Expected return
Output area:
Chapter 13
Question 28
Input area:
Output area:
a. Stock A Probability Return Product