Approximately what percentage of portfolio es returns will


Portfolio          Expected Return         Standard Deviation     Correlation with Market

A                                 15%                             29%                             .8

B                                 9%                               17%                             .4

C                                 12%                             27%                             .7

D                                 10%                             21%                             .5

E                                  14%                             36%                             .6

Market                           11%                             18%                             1

Risk Free                       5%                               0%                               0

1. Approximately what percentage of Portfolio E's returns will be greater than 25%?

2. What is Portfolio D's Beta?

3. What is portfolio A's Sharpe Ratio?

 

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Finance Basics: Approximately what percentage of portfolio es returns will
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