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What are the variance and expected return of an equally weighted portfolio of all five securities?.. 1 answer below » What are the variance and expected return of an equally weighted portfolio of all five securities? Return No. 1 2 3 4 5 6 7 8 Sec1 0.027 0.012 -0.022 0.013 -0.011 -0.033 0.029 0.055 Security Returns Sec2 Sec3 -0.023 0.056 0 0.013 -0.01 -0.015 0.034 0.015 -0.023 0.012 -0.061 -0.035 0.026 0.002 0.045 0.047 Sec4 0.002 0.004 0.002 0.01 -0.029 -0.022 0 0.02 Sec5 0.033 0.017 -0.045 0.008 -0.019 -0.024 -0.001 0.056 Document Preview: 1
2.7E-2
-2.3E-2
5.6000000000000001E-2
2E-3
3.30000 View complete question » What are the variance and expected return of an equally weighted portfolio of all five securities? Return No. 1 2 3 4 5 6 7 8 Sec1 0.027 0.012 -0.022 0.013 -0.011 -0.033 0.029 0.055 Security Returns Sec2 Sec3 -0.023 0.056 0 0.013 -0.01 -0.015 0.034 0.015 -0.023 0.012 -0.061 -0.035 0.026 0.002 0.045 0.047 Sec4 0.002 0.004 0.002 0.01 -0.029 -0.022 0 0.02 Sec5 0.033 0.017 -0.045 0.008 -0.019 -0.024 -0.001 0.056 Document Preview: 1
2.7E-2
-2.3E-2
5.6000000000000001E-2
2E-3
3.3000000000000002E-2
2
1.2E-2
0
1.2999999999999999E-2
4.0000000000000001E-3
1.7000000000000001E-2
3
-2.1999999999999999E-2
-0.01
-1.4999999999999999E-2
2E-3
-4.4999999999999998E-2
4
1.2999999999999999E-2
3.4000000000000002E-2
1.4999999999999999E-2
0.01
8.0000000000000002E-3
5
-1.0999999999999999E-2
-2.3E-2
1.2E-2
-2.9000000000000001E-2
-1.9E-2
6
-3.3000000000000002E-2
-6.0999999999999999E-2
-3.5000000000000003E-2
-2.1999999999999999E-2
-2.4E-2
7
2.9000000000000001E-2
2.5999999999999999E-2
2E-3
0
-1E-3
8
5.5E-2
4.4999999999999998E-2
4.7E-2
0.02
5.6000000000000001E-2
Security Returns
Return No.
Sec1
Sec2
Sec3
Sec4
Sec5
What are the variance and expected return of an equally weighted portfolio of all five securities? Attachments: Q.-Attachment….xlsx View less » Sep 21 2015 01:08 PM
