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Please assist me with the four questions in the attached word doc (same questions as body of the posting)
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- Standard Deviation – A portfolio has an annual variance of .0420. What is the standard deviation of a two month period?
- Normal Probabilities The probabilities that a normal random variable X is less than various values of x are 5%, 2.5%, and 1%..What are these values of x?
- Asset Allocation Fill in the missing information assuming a correlation of -.20.
Portfolio Weights Expected Standard
Stocks Bonds Return Deviation
1.00 0.00 13% 22%
0.80 0.20
0.60 0.40
0.40 0.60
0.20 0.80
0.00 1.00 6% 9% - Value-at-Risk (VaR) Statistic Your portfolio allocates equal amounts to three stocks. All three stocks have the same mean annual return of 18%. Annual return standard deviations for these three stocks are 35%, 45%, and 55%. The return correlations among all three stocks are zero. What is the smallest expected loss for your portfolio in the coming year with a probability of 1 percent?
© BrainMass Inc. brainmass.com March 21, 2019, 12:09 pm ad1c9bdddf
https://brainmass.com/business/business-management/performance-evaluation-and-risk-management-deviation-probabilities-allocation-60459
Attachments Performance Evaluation and Risk Management-.doc
SOURCE: WWW.ROYALRESEARCHERS.COM
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