Consider that you have $4,332,989 to invest across three assets… Consider that you have $4,332,989 to invest across three assets using the price weighted methodology. Your analysis of these assets has provided the information in the two tables below. To 2 decimal places answer the following questions. (Note: numbers in red are negative) AssetABCPrice at beginning of the year (in $)15.55137.2288.14Expected price at the end of the year (in $)18.22164.77104.12Standard deviation (%)36.4041.5032.10 CorrelationABCA1.00-0.120.78B-0.121.000.44C0.780.441.00 Required What is the expected compound annual growth rate of return for this portfolio, in percentage terms? (1 mark) What is the expected continuously compounded return on this portfolio in percentage terms? (1 mark) In dollars and cents, what is the expected value of this portfolio after 12 months? (1 mark) What is the standard deviation of this portfolio, in percentage terms? (6 marks) Hint: I suggest you copy the table below into your notes and use it to calculate your answer – one number has been given to you. Note the number in red is a negative number Variance tableABCA -0.00066645 B C Column totals Portfolio Variance Portfolio Standard Deviation Business Finance ECONOMIC 200819
You will get a plagiarism-free paper and you can get an originality report upon request.
All the personal information is confidential and we have 100% safe payment methods. We also guarantee good grades
Delivering a high-quality product at a reasonable price is not enough anymore.
That’s why we have developed 5 beneficial guarantees that will make your experience with our service enjoyable, easy, and safe.
You have to be 100% sure of the quality of your product to give a money-back guarantee. This describes us perfectly. Make sure that this guarantee is totally transparent.
Read moreEach paper is composed from scratch, according to your instructions. It is then checked by our plagiarism-detection software. There is no gap where plagiarism could squeeze in.
Read moreThanks to our free revisions, there is no way for you to be unsatisfied. We will work on your paper until you are completely happy with the result.
Read moreYour email is safe, as we store it according to international data protection rules. Your bank details are secure, as we use only reliable payment systems.
Read moreBy sending us your money, you buy the service we provide. Check out our terms and conditions if you prefer business talks to be laid out in official language.
Read more