Multiple Choice
You have a two-stock portfolio with an expected return of 11.7 percent.Stock A has an expected return of 13.8 percent while Stock B is expected to return 9.2 percent.What is the portfolio weight of Stock A?
A) 59.09%
B) 57.82%
C) 63.33%
D) 54.35%
E) 60.33%
Correct Answer:
Verified
Correct Answer:
Verified
Q79: Well-diversified portfolios have negligible<br>A)systematic risks.<br>B)unsystematic risks.<br>C)expected returns.<br>D)variances.<br>E)market
Q80: A portfolio consists of 35 percent of
Q81: The principle of diversification tells us that<br>A)concentrating
Q82: Angelo anticipates earning a rate of return
Q83: The market has an expected rate of
Q85: A negative covariance between the returns of
Q86: A portfolio is expected to return 18
Q87: You plotted the monthly rate of return
Q88: A portfolio is equally weighted.Stock D has
Q89: Systematic risk is measured by<br>A)beta.<br>B)the arithmetic average.<br>C)the