You Own a Portfolio That Has $1,200 Invested in Stock a and $1,300 Invested in Stock B

Suppose a stock had an initial price of $78 per share, paid a dividend of $1.95 per share during the year, and had an ending share price of $91. The percentage total return was percent. (Do not include the percent sign (%). Round your answer to 2 decimal places. (e.g., 32.16))

Suppose a stock had an initial price of $53 per share, paid a dividend of $1.65 per share during the year, and had an ending share price of $66. The dividend yield was % and capital gains yield was %. (Do not include the percent signs (%). Round your answers to 2 decimal places. (e.g., 32.16))

You own a portfolio that has $1,200 invested in Stock A and $1,300 invested in Stock B. If the expected returns on these stocks are 14 percent and 14 percent, respectively, the expected return on the portfolio is percent. (Do not include the percent sign (%). Round your answer to 2 decimal places. (e.g., 32.16))

You own a portfolio that is 42 percent invested in Stock X, 22 percent investedin Stock Y, and 36 percent investedin Stock Z. The expected returns on these three stocks are 18 percent, 19 percent, and 9 percent, respectively. The expected return on the portfolio is percent. (Do not include the percent sign (%). Round your answer to 2 decimal places. (e.g., 32.16))

Based on the following information, the expected return is percent. (Do not include the percent sign (%). Round your answer to 2 decimal places. (e.g., 32.16))
STATE OF
ECONOMY / PROBABILITY OF
STATE OF ECONOMY / RATE OF RETURN
IF STATE OCCURS
Recession / 0.20 / –0.07
Normal / 0.45 / 0.11
Boom / 0.35 / 0.23

A portfolio is invested 15 percent in Stock G, 50 percent in Stock J, and 35 percent in Stock K. The expected returns on these stocks are 10 percent, 18 percent, and 26 percent, respectively. The portfolio's expected return is percent. (Do not include the percent sign (%). Round your answer to 2 decimal places. (e.g., 32.16))

You own a stock portfolio invested 30 percent in Stock Q, 15 percent in Stock R, 15 percent in Stock S, and 40 percent in Stock T. The betas for these four stocks are 0.83, 0.91, 1.48, and 1.47, respectively. The portfolio beta is . (Round your answer to 2 decimal places. (e.g., 32.16))

A stock has a beta of 1.4, the expected return on the market is 10 percent, and the risk-free rate is 3.5 percent. The expected return on this stock mustbe percent. (Do not include the percent sign (%). Round your answer to 2 decimal places. (e.g., 32.16))

Stock Y has a beta of 1.6 and an expected return of 19 percent. Stock Z has a beta of 1.1 and an expected return of 7.5 percent. If the risk-free rate is 3.38 percent and the market risk premium is 5.06 percent, the reward-to-risk ratios for stocks Y and Z are percent and percent, respectively. Since the SML reward-to-risk is percent, Stock Y is and Stock Z is . (Do not include the percent signs (%). Round your answers to 2 decimal places. (e.g., 32.16))

10.

Security F has an expected return of 9.2 percent and a standard deviation of 26 percent per year. Security G has an expected return of 17.8 percent and a standard deviation of 62 percent per year.
Required:
(a) / What is the expected return on a portfolio composed of 32 percent of security F and 68 percent of security G? (Do not include the percent sign (%). Round your answer to 2 decimal places. (e.g., 32.16))
Expected return of the portfolio / %
(b) / If the correlation between the returns of security F and security G is 0.29, what is the standard deviation of the portfolio described in part (a)? (Do not include the percent sign (%). Round your answer to 2 decimal places. (e.g., 32.16))
Standard deviation / %