Q1. One of your company's customer has approached you and the customer saysthat he wishes to invest 20,000 OMR. Following data is provided for yourreferenceCompany nameExpected returns RStandard Deviations oEuro Foods20| 10Sohar Foods148.A. Calculate the expected returns for the suggested portfolios as below,PortfolioEuro FoodsSohar Foods1.25%1 75%75%25%3.50%50%B. Calculate the coefficient of variation of shares on Euro Foods and SoharFoods.C.89 F CH/2

Ans: A Portfolio 1:- Expected return = Sum of Weight * Expected return = (.25*20) + (.75*14) = 5 +…

Q1. One of your company's customer has approached you and the customer says that he wishes to invest 20,000 OMR. Following data is provided for your reference Company name Expected returns R Standard Deviations o Euro Foods 20 10 Sohar Foods A. Calculate the expected returns for the suggested portfolios as below, 14 8 Portfolio Euro Foods Sohar Foods 1 25% 75% 75% 25% 3 50% 50% B. Calculate the coefficient of variation of shares on Euro Foods and Sohar wwwwww Foods.

Q1. One of your company's customer has approached you and the customer says that he wishes to invest 20,000 OMR. Following data is provided for your reference Company name Expected returns R Standard Deviations o Euro Foods 20 10 Sohar Foods A. Calculate the expected returns for the suggested portfolios as below, 14 8 Portfolio Euro Foods Sohar Foods 1 25% 75% 75% 25% 3 50% 50% B. Calculate the coefficient of variation of shares on Euro Foods and Sohar wwwwww Foods.

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

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Hi Anusha D 1/20 >> 5% From the following data calculate the information ratio: Risk free rate: 6% Beta:1.3 Market rate: 11.60% Actual return: 14.5% Tracking error: 9.30% 0.1211 0.1921 0.1721 0.1312 Continue
q4- The expected return on the market is 11% and the standard deviation of returns on the market is 4.8%. The risk-free rate of return is 5%. If you invest 75% of your funds in the market portfolio, and the balance in the risk-free asset, what is the expected return from your investment? a. 5.95% b. 10.21% c. 6.50% d. 9.50%
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USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) Asset (A) Asset (B) E(RA)=10% E(RB) = 15% (σA)=8% (GB) = 9.5% WA = 0.25 WB = 0.75 COVA.B = 0.006 What is the standard deviation of this portfolio? O 13.75% O 8.79% O 12.5% O 7.72%
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(Click on the icon here into a spreadsheet.) T in order to copy the contents of the data table below Investment X Y Z Expected return 17% 17% 17% Standard deviation 7% 8% 9%

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