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Computing return and risk of a portfolio

	Value of Holding	Return last 12 months	Standard deviation	Beta	% of total portfolio
Share A	12000	12	46	1,1	0,27
Share B	15000	15	32	1,4	0,34

Assuming that the returns on share A and B have a correlation coefficient of ,6%. Calculate the return and risk of a portfolio consisting only of the holdings in A and B

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Solution Preview :

Prepared by a verified Expert

Finance Basics: Computing return and risk of a portfolio

Reference No:- TGS0555897

Have a Question? (oR Write a Review)

Recent Questions Asked Finance Basics

Q : Different costs of capital-different operating divisions

Q : Compute the company cash flow

Q : Find correlation between the returns on two assets

Q : Percentage of accounts receivable method

Q : Computing return and risk of a portfolio

Q : Portfolio theory and the capm

Q : Find the firm-s new value and new debt-equity ratio

Q : Describe the balance sheet and income statement

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Solution Preview :

Prepared by a verified Expert

Finance Basics: Computing return and risk of a portfolio

Reference No:- TGS0555897

Recent Questions Asked Finance Basics

Q : Different costs of capital-different operating divisions

Q : Compute the company cash flow

Q : Find correlation between the returns on two assets

Q : Percentage of accounts receivable method

Q : Computing return and risk of a portfolio

Q : Portfolio theory and the capm

Q : Find the firm-s new value and new debt-equity ratio

Q : Describe the balance sheet and income statement

Q : Describe the most significant leadership challenges

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