MT Excess Return* V Excess Return* Market Excess Return* 0.0110 0.0060 0.0320 0.0380 0.0210 -0.0050 0.0400 0.0390 0.0040 -0.0420 -0.0200 0.0070 0.0520 0.0570 0.0000 -0.0290 0.0350 0.0140 -0.0040 0.0120 -0.0040 0.1120 0.0400 0.0140 0.1090 0.0190 0.0170 0.0110 0.0080 0.0230 0.0740 0.0850 0.0050 -0.1610 -0.0150 0.0510 -0.0170 -0.0320 -0.0440 -0.0110 0.0560 -0.0320 -0.0720 0.0250 -0.0020 0.0330 0.0080 0.0170 0.0370 0.0270 0.0000 0.0690 0.0690 0.0310 -0.0250 0.0170 0.0250 0.0630 -0.0870 -0.0010 -0.0310 0.0230 -0.0740 -0.0510 -0.0740 0.0130 0.0240 0.0180 -0.0970 0.0280 0.0920 -0.0740 -0.0200 0.0490 0.0250 0.0490 0.0480 0.0130 -0.0190 -0.0240 0.0340 0.0840 0.0710 0.0710 -0.0600 0.0210 0.0640 0.0300 0.0110 0.0080 0.0340 -0.0540 -0.2300 -0.0170 0.0350 0.0120 0.0110 0.0270 0.0150 -0.0070 0.0130 0.0290 -0.0420 0.0540 0.0240 0.0100 0.0190 0.0060 0.0540 0.0400 0.0350 -0.2448 0.0761 1.0000 -0.0003 0.0001 Complete the missing areas Portfolio Weight on WMT Weight on V Portfolio Return Portfolio Beta Portfolio Standard Deviation**** Portfolio Nature: Defensive/Aggressive 0 1 0.0194 0.1 0.9 0.0185 0.2 0.8 0.0175 0.3 0.7 0.0166 0.4 0.6 0.0157 0.5 0.5 0.0148 0.6 0.4 0.0139 0.7 0.3 0.0129 0.8 0.2 0.0120 0.9 0.1 0.0111 1 0 0.0102
MT Excess Return* V Excess Return* Market Excess Return* 0.0110 0.0060 0.0320 0.0380 0.0210 -0.0050 0.0400 0.0390 0.0040 -0.0420 -0.0200 0.0070 0.0520 0.0570 0.0000 -0.0290 0.0350 0.0140 -0.0040 0.0120 -0.0040 0.1120 0.0400 0.0140 0.1090 0.0190 0.0170 0.0110 0.0080 0.0230 0.0740 0.0850 0.0050 -0.1610 -0.0150 0.0510 -0.0170 -0.0320 -0.0440 -0.0110 0.0560 -0.0320 -0.0720 0.0250 -0.0020 0.0330 0.0080 0.0170 0.0370 0.0270 0.0000 0.0690 0.0690 0.0310 -0.0250 0.0170 0.0250 0.0630 -0.0870 -0.0010 -0.0310 0.0230 -0.0740 -0.0510 -0.0740 0.0130 0.0240 0.0180 -0.0970 0.0280 0.0920 -0.0740 -0.0200 0.0490 0.0250 0.0490 0.0480 0.0130 -0.0190 -0.0240 0.0340 0.0840 0.0710 0.0710 -0.0600 0.0210 0.0640 0.0300 0.0110 0.0080 0.0340 -0.0540 -0.2300 -0.0170 0.0350 0.0120 0.0110 0.0270 0.0150 -0.0070 0.0130 0.0290 -0.0420 0.0540 0.0240 0.0100 0.0190 0.0060 0.0540 0.0400 0.0350 -0.2448 0.0761 1.0000 -0.0003 0.0001 Complete the missing areas Portfolio Weight on WMT Weight on V Portfolio Return Portfolio Beta Portfolio Standard Deviation**** Portfolio Nature: Defensive/Aggressive 0 1 0.0194 0.1 0.9 0.0185 0.2 0.8 0.0175 0.3 0.7 0.0166 0.4 0.6 0.0157 0.5 0.5 0.0148 0.6 0.4 0.0139 0.7 0.3 0.0129 0.8 0.2 0.0120 0.9 0.1 0.0111 1 0 0.0102
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
Related questions
Question
| Market Return |
| 0.0400 |
| 0.0000 |
| 0.0100 |
| 0.0100 |
| 0.0000 |
| 0.0200 |
| 0.0000 |
| 0.0200 |
| 0.0200 |
| 0.0300 |
| 0.0100 |
| 0.0600 |
| -0.0400 |
| -0.0300 |
| 0.0000 |
| 0.0200 |
| 0.0000 |
| 0.0400 |
| 0.0300 |
| 0.0000 |
| -0.0700 |
| 0.0200 |
| -0.0900 |
| 0.0800 |
| 0.0300 |
| 0.0200 |
| 0.0400 |
| -0.0700 |
| 0.0700 |
| 0.0100 |
| -0.0200 |
| 0.0200 |
| 0.0200 |
| 0.0300 |
| 0.0300 |
| WMT Excess Return* | V Excess Return* | Market Excess Return* |
| 0.0110 | 0.0060 | 0.0320 |
| 0.0380 | 0.0210 | -0.0050 |
| 0.0400 | 0.0390 | 0.0040 |
| -0.0420 | -0.0200 | 0.0070 |
| 0.0520 | 0.0570 | 0.0000 |
| -0.0290 | 0.0350 | 0.0140 |
| -0.0040 | 0.0120 | -0.0040 |
| 0.1120 | 0.0400 | 0.0140 |
| 0.1090 | 0.0190 | 0.0170 |
| 0.0110 | 0.0080 | 0.0230 |
| 0.0740 | 0.0850 | 0.0050 |
| -0.1610 | -0.0150 | 0.0510 |
| -0.0170 | -0.0320 | -0.0440 |
| -0.0110 | 0.0560 | -0.0320 |
| -0.0720 | 0.0250 | -0.0020 |
| 0.0330 | 0.0080 | 0.0170 |
| 0.0370 | 0.0270 | 0.0000 |
| 0.0690 | 0.0690 | 0.0310 |
| -0.0250 | 0.0170 | 0.0250 |
| 0.0630 | -0.0870 | -0.0010 |
| -0.0310 | 0.0230 | -0.0740 |
| -0.0510 | -0.0740 | 0.0130 |
| 0.0240 | 0.0180 | -0.0970 |
| 0.0280 | 0.0920 | -0.0740 |
| -0.0200 | 0.0490 | 0.0250 |
| 0.0490 | 0.0480 | 0.0130 |
| -0.0190 | -0.0240 | 0.0340 |
| 0.0840 | 0.0710 | 0.0710 |
| -0.0600 | 0.0210 | 0.0640 |
| 0.0300 | 0.0110 | 0.0080 |
| 0.0340 | -0.0540 | -0.2300 |
| -0.0170 | 0.0350 | 0.0120 |
| 0.0110 | 0.0270 | 0.0150 |
| -0.0070 | 0.0130 | 0.0290 |
| -0.0420 | 0.0540 | 0.0240 |
| 0.0100 | 0.0190 | 0.0060 |
| 0.0540 | 0.0400 | 0.0350 |
| -0.2448 | 0.0761 | 1.0000 |
| -0.0003 | 0.0001 |
Complete the missing areas
| Portfolio | |||||
| Weight on WMT | Weight on V | Portfolio Return | Portfolio Beta | Portfolio Standard Deviation**** | Portfolio Nature: Defensive/Aggressive |
| 0 | 1 | 0.0194 | |||
| 0.1 | 0.9 | 0.0185 | |||
| 0.2 | 0.8 | 0.0175 | |||
| 0.3 | 0.7 | 0.0166 | |||
| 0.4 | 0.6 | 0.0157 | |||
| 0.5 | 0.5 | 0.0148 | |||
| 0.6 | 0.4 | 0.0139 | |||
| 0.7 | 0.3 | 0.0129 | |||
| 0.8 | 0.2 | 0.0120 | |||
| 0.9 | 0.1 | 0.0111 | |||
| 1 | 0 | 0.0102 |
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