portfolio analysis

portfolio analysis

1) Expected return for A and M    A = 16.2   M = 13

2) Standard deviation for A and M (population)  A = 4.1425  M = 2.5690

3) Covariance(A,M)    COV =  -.6

4) Correlation(A,M)  CORR = -.0564

5) Expected return on a portfolio consisting of 30% A and 70% M.    P = 13.96

6) Standard deviation of a portfolio consisting of 30% A and 70% M.  P = 2.1275

7) The Beta of A. (assume that M is the market)  BETA = -.0909

8) The portfolio weights for the minimum risk portfolio.  W(A) = .2885  W(M) = .7115

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