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(c) 1

**Between 1980 and 1990, the standard deviation of the returns for the NIKKEI
**

and the DJIA indexes were 0.08 and 0.06, respectively, and the covariance of

these index returns was 0.0008. What was the correlation coefficient between the

two market indicators?

a)

.1525

b)

.1388

c)

.1666

d)

.1622

e)

.1064

(b) 2

**Between 1985 and 1995, the standard deviation of the returns for the S&P 500
**

and the NYSE indexes were 0.07 and 0.04, respectively, and the covariance of

these index returns was 0.0006. What was the correlation coefficient between the

two market indicators?

a)

.2255

b)

.2143

c)

.1864

d)

.1669

e)

.1280

(e) 3

**Between 1970 and 1980, the standard deviation of the returns for the NIKKEI
**

and the DJIA indexes were 0.09 and 0.06, respectively, and the covariance of

these index returns was 0.0008. What was the correlation coefficient between the

two market indicators?

a)

.1533

b)

.1288

c)

.1358

d)

.1522

e)

.1481

(c) 4

**Between 1975 and 1985, the standard deviation of the returns for the NYSE and
**

the S&P 500 indexes were 0.06 and 0.07, respectively, and the covariance of

these index returns was 0.0008. What was the correlation coefficient between the

two market indicators?

a)

.1525

b)

.1388

c)

.1458

d)

.1622

e)

.1064

(a) 5

**Between 1986 and 1996, the standard deviation of the returns for the NYSE and
**

the DJIA indexes were 0.10 and 0.09, respectively, and the covariance of these

7-1

respectively.0007.0906 b) . the standard deviation of the returns for the NIKKEI and the DJIA indexes were 0. What was the correlation coefficient between the two market indicators? a) . and the covariance of these index returns was 0.index returns was 0.1000 b) .1258 d) .0796 d) .1100 c) .0875 e) . What was the correlation coefficient between the two market indicators? a) .08 and 0.1164 (d) 6 Between 1980 and 1990.10.0009.0985 c) .1322 e) .0654 7-2 .

30. 40.27% e) 18.000 14% Zwiebal 60.22% c) 13.000 12% Bee Co.(c) 7 What is the expected return of the three stock portfolio described below? Common Stock Market Value Expected Return Ando Inc.33% c) 12. 50.45% (d) 9 What is the expected return of the three stock portfolio described below? Common Stock Market Value Expected Return Alko Inc.000 10% a) 11.46% e) 16.80% b) 14.44% b) 16.000 11% Grippon Inc.33% d) 15. 50. 70.000 11% Yelcon 60.95% (c) 10 What is the expected return of the three stock portfolio described below? Common Stock Market Value Expected Return Delton Inc.000 10% Efley Co.000 16% a) 14.000 12% a) 12.000 10% Cool Inc.85% e) 16. 60.85% d) 15.89% b) 13.96% (a) 8 What is the expected return of the three stock portfolio described below? Common Stock Market Value Expected Return Xerox 30. 75.62% c) 15. 50. 25.89% b) 16.000 11% Cardo Inc.04% d) 12.99% 7-3 .22% c) 12.66% d) 13.000 14% Belmont Co.07% e) 12.000 16% a) 12.

50 Asset (B) E(RB) = 8% (σB) = 5% WB = 0.89% e) 17.07% d) 15.000 14% a) 12.0008 (c) 12 What is the expected return of a portfolio of two risky assets if the expected return E(Ri). and asset weight (Wi) are as shown above? a) 5% b) 6% 7-4 .B = 0.000 9% Nippon Inc. covariance (COVi.39% b) 3.82% e) 5.j). 50.04% b) 12.91% USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS Asset (A) E(RA) = 12% (σA) = 5% WA = 0.21% d) 4.64% USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS Asset (A) E(RA) = 10% (σA) = 5% WA = 0.83% c) 13.0009 (c) 14 What is the expected return of a portfolio of two risky assets if the expected return E(Ri).5 Asset (B) E(RB) = 6% (σB) = 5% WB = 0.000 13% Mackey Co. 75. and asset weight (Wi) are as shown above? a) 5% b) 8% c) 10% d) 11% e) 12% (a) 13 What is the standard deviation of this portfolio? a) 4.j). covariance (COVi.5 COVA.(b) 11 What is the expected return of the three stock portfolio described below? Common Stock Market Value Expected Return Lupko Inc. 25.50 CovA. standard deviation (σi). standard deviation (σi).B = 0.89% c) 6.

04% c) 3.c) d) e) (e) 15 8% 9% 11% What is the standard deviation of this portfolio? a) 5.B = 0.j).0008 What is the expected return of a portfolio of two risky assets if the expected return E(Ri).3% d) 10.20% e) 10.12% USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS Asset (A) E(RA) = 9% (σA) = 4% WA = 0.6 COVA.89% d) 4.99% d) 5.68% b) 4. covariance (COVi.95% b) 9.3 (a) 18 Asset (B) E(RB) = 8% (σB) = 5% WB = 0.56% c) 4.1% c) 9.02% USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS Asset (A) E(RA) = 10% (σA) = 6% WA = 0.4 Asset (B) E(RB) = 11% (σB) = 6% WB = 0.B = 0.95% d) 10.6% 7-5 . standard deviation (σi). covariance (COVi. and asset weight (Wi) are as shown above? a) 8.34% e) 4.7 COVA.2% e) 11.16% e) 6.45% b) 5. and asset weight (Wi) are as shown above? a) 8.30% c) 9.70% (b) 17 What is the standard deviation of this portfolio? a) 3. standard deviation (σi).j).0011 (d) 16 What is the expected return of a portfolio of two risky assets if the expected return E(Ri).6% b) 8.

4 Asset (B) E(RB) = 15% (σB) = 10% WB = 0.0006 (b) 20 What is the expected return of a portfolio of two risky assets if the expected return E(Ri).02% d) 6.B = 0.0% b) 12.34% USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS Asset (A) E(RA) = 8% (σA) = 7% WA = 0.61% c) 5.04% e) 4.6% (d) 21 What is the standard deviation of this portfolio? a) 3.89% b) 4.88% c) 6.09% 7-6 .j). and asset weight (Wi) are as shown above? a) 8.21% d) 4. standard deviation (σi).(e) 19 What is the standard deviation of this portfolio? a) 5. covariance (COVi.1% e) 11.83% e) 6.02% b) 3.6 COVA.4% d) 9.2% c) 7.

and asset weight (Wi) are as shown above? a) 10.B = 0.0% d) 11.5 COVA. covariance (COVi.76% e) 6.06% d) 6. standard deviation (σi).8% e) 8.26% USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS Asset (A) E(RA) = 7% (σA) = 6% WA = 0.4 COVA.0014 (d) 24 What is the expected return of a portfolio of two risky assets if the expected return E(Ri).6 % b) 10.B = 0.62% c) 4.2% c) 13.08% b) 5.USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS Asset (A) E(RA) = 16% (σA) = 9% WA = 0. standard deviation (σi). and asset weight (Wi) are as shown above? a) 5.9% (a) 25 What is the standard deviation of this portfolio? a) 4.89% c) 7.02% USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS 7-7 .j).0% (a) 23 What is the standard deviation of this portfolio? a) 6.54% e) 7.9% e) 14.8% b) 6.j).87% b) 3.9% d) 7.13% d) 5.1% c) 6.5 Asset (B) E(RB) = 10% (σB) = 7% WB = 0.0009 (c) 22 What is the expected return of a portfolio of two risky assets if the expected return E(Ri).6 Asset (B) E(RB) = 9% (σB) = 5% WB = 0. covariance (COVi.

02% USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS Asset (A) E(RA) = 16% (σA) = 3% Asset (B) E(RB) = 14% (σB) = 8% 7-8 .j). covariance (COVi.3 COVA.37% (a) 29 What is the standard deviation of this portfolio? a) 5.B = 0. covariance (COVi.2% What is the standard deviation of this portfolio? a) 4.7 COVA.10% b) 11.8% e) 11.16% b) 5.51% b) 5.B = 0.2% d) 10. and asset weight (Wi) are as shown above? a) 10.4% b) 9. and asset weight (Wi) are as shown above? a) 6.j). standard deviation (σi).88% d) 14.57% e) 7.94% c) 6.60% c) 13.1% c) 10.75% d) 7.09% e) 8.Asset (A) E(RA) = 10% (σA) = 7% WA = 0. standard deviation (σi).89% c) 6.0013 (e) 26 (b) 27 What is the expected return of a portfolio of two risky assets if the expected return E(Ri).62% USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS Asset (A) E(RA) = 18% (σA) = 7% WA = 0.3 Asset (B) E(RB) = 13% (σB) = 6% WB = 0.7 Asset (B) E(RB) = 14% (σB) = 8% WB = 0.11% d) 6.0011 (d) 28 What is the expected return of a portfolio of two risky assets if the expected return E(Ri).50% e) 15.

04 (a) 34 Asset 2 E(R2) = .15 E(σ2) = .117 e) None of the above (c) 33 Calculate the expected standard deviation of the two stock portfolio. covariance (COVi.10 E(σ1) = .3950 USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS Asset 1 E(R1) = . and asset weight (Wi) are as shown above? a) 11% b) 12% c) 13% d) 14% e) 15% (c) 31 What is the standard deviation of this portfolio? a) 3.02% b) 4.05 W2 = .B = 0.0309 d) 0.j).4 (d) 32 Calculate the expected return of the two stock portfolio. a) 0.5 WB = 0.98% e) 6.03 W1 = .06 Calculate the expected return and expected standard deviation of a two stock 7-9 .52% USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS Asset 1 E(R1) = .0014 (e) 30 What is the expected return of a portfolio of two risky assets if the expected return E(Ri).16 E(σ2) = . a) 0.125 d) 0.5 COVA.2 = .0016 b) 0.0160 c) 0. standard deviation (σi).65 Asset 2 E(R2) = .1558 e) 0.88% c) 5.107 b) 0.WA = 0.35 r1.115 c) 0.12 E(σ1) = .24% d) 5.

12 and .0585 d) .144 and .136 and . a) .0002 b) .2 = . Security A and B have a correlation coefficient of 0.10 .13 and .60 and w1 = .portfolio when r1.60.0455 e) .13 and . Calculate the covariance between these two securities.6758 (d) 35 Calculate the expected returns and expected standard deviations of a two stock portfolio when r1.4554 (d) 36 Consider two securities.54 d) 195 e) 200 7 .136 and .5585 e) .12 and . A and B. a) 300 b) 461. a) .13 and .65.136 and .0045 d) .80 and w1 = .75.0018 c) .0455 c) . Security A has standard deviation of 12.54 c) 261..144 and .2 = .0024 b) . and security B has standard deviation of 25.

0.(a) 37 Calculate the expected return for a three asset portfolio with the following Asset 0.25% Given the following weights and expected security returns. Weight .12% 15.12 0.70% 14.75%.1425 A B C e) (c) 38 a) b) c) d) 6.20 .25 0.40 Weight 11.090 c) .1675 0. Ret.35 0. calculate the expected return for the portfolio.12 a) . Exp.08 .71% 11.30 .11 .10 .1235 0.097 e) None of the above 7 .0675 0.092 d) .1835 Std.06 .25 Expected Return . Dev 0.25 .085 b) .

50)(16) = 8.B) ÷ [(σA)(σB)] = (0.0007) ÷ (0.0 + 3.B = (σA.000 ÷ 150.07)(0.1000 6 rA.000 ÷ 150.0008) ÷ (0.12 .000 = 0.B = (σA.09) = .04) = .B) ÷ [(σA)(σB)] = (0.B) ÷ [(σA)(σB)] = (0.1458 5 rA.20)(11) = 2.0006) ÷ (0.40 (0.000 ÷ 150.20)(14) = 2.000 = 0.06) = .0 = 13.1666 2 rA.000 ÷ 150.09)(0.10) = .40)(14) = 5.67 WC = 70.20 (0.0008) ÷ (0.0 WB = 50.60 7 .B) ÷ [(σA)(σB)] = (0.B = (σA.000 = 0.000 ÷ 150.000 ÷ 150.40 (0.0 2.0009) ÷ (0.40)(10) = 4.50 (0.33 (0.33 + 8.B = (σA.0 2.000 = 0.B) ÷ [(σA)(σB)] = (0.000 ÷ 150.CHAPTER 7 ANSWERS TO PROBLEMS 1 rA.47)(12) = 5.80 WB = 50.000 = 0.167)(12) = 2.20 + 5.33 WA = 75.000 ÷ 150.10)(0.000 = 0.60 WZ = 60.20 (0.80% 9 WA = 30.B = (σA.000 = 0.0875 7 WA = 25.33% 8 WX = 30.1481 4 rA.B) ÷ [(σA)(σB)] = (0.33 (0.000 ÷ 150.000 = 0.2143 3 rA.0 = 11.0008) ÷ (0.60 + 4.000 = 0.33)(10) = 3.06) = .B = (σA.167 (0.06)(0.08)(0.47 (0.07) = .20 WY = 60.08)(0.33)(11) = 3.

000 ÷ 150.33)(13) = 4.000 ÷ 150.60 = 12.93 WG = 60.000 = 0.000 ÷ 150.20% 7 .5)2(0.50)(14) = 7.0008)]1/2 = (0.5)(12) + (0.83% 12 E(Rp) = WAE(RA) + WBE(RB) = (0.000 = 0.12% 16 E(Rp) = WAE(RA) + WBE(RB) = (0.33 WE = 40.05)2 (0.0 4.05)2 + (2)(0.4 = 12.05)2 + (2)(0.5)(0.93 + 6.6)(11) = 10.27 (0.5)(8) = 10% 13 σp = [(WA)2 (σA)2 + (WB)2 (σB)2 + (2)(WA)(WB)(COVA.39% 14 E(Rp) = WAE(RA) + WBE(RB) = (0.0009]1/2 = (0.000 = 0.50 WN = 75.33 + 2.05)2 (0.000 ÷ 150.33)(10) = 3.B)]1/2 = [(0.40 3.33 + 1.00171)1/2 = 4.33 WM = 25.000 ÷ 150.167 (0.5)(0.000 = 0.4)(9) + (0.50 (0.67 + 5.80 + 3.5)2(0.5)(10) + (0.07% 10 WD = 50.40 (0.000 = 0.50 + 7.2.5)(6) = 8% 15 σp = [(WA)2 (σA)2 + (WB)2 (σB)2 + (2)(WA)(WB)(COVA.0 = 12.33 (0.13 .5)2(0.000 = 0.5)2(0.B)]1/2 = [(0.40)(16) = 6.000 ÷ 150.33 (0.27)(11) = 2.5)(0.167)(9) = 1.5)(0.66% 11 WL = 50.001925)1/2 = 4.

B)]1/2 = [(0.7)(8) = 8.94% 28 E(Rp) = WAE(RA) + WBE(RB) = (0.3)2(0.0008)]1/2 = (0.7)2(0.003523)1/2 = 5.3)(14) = 11.5% 7 .4)2 (0.4)(0.06)2 (0.B)]1/2 = [(0.5)(10) = 13% 23 σp = [(WA)2 (σA)2 + (WB)2 (σB)2 + (2)(WA)(WB)(COVA.2% 27 σp = [(WA)2 (σA)2 + (WB)2 (σB)2 + (2)(WA)(WB)(COVA.0014)]1/2 = (0.5)2(0.6)(0.3)2(0.7)(0.5)(16) + (0.4)2(0.004672)1/2 = 6.7)2(0.5)2(0.4)2(0.7)(10) + (0.B)]1/2 = [(0.2% 21 σp = [(WA)2 (σA)2 + (WB)2 (σB)2+ (2)(WA)(WB)(COVA.6)2(0.0013)]1/2 = (0.34% 20 E(Rp) = WAE(RA) + WBE(RB) = (0.3)(0.07)2 (0.3)(10) + (0.6)(0.08% 24 E(Rp) = WAE(RA) + WBE(RB) = (0.09)2(0.4)(8) + (0.05)2 + (2)(0.5)(0.8% 25 σp = [(WA)2 (σA)2 + (WB)2(σB)2 + (2)(WA)(WB)(COVA.4)(9) = 7.001885)1/2 = 4.04)2 (0.07)2 (0.4)(0.56% 18 E(Rp) = WAE(RA) + WBE(RB) = (0.3)(0.14 .6)(7) + (0.7)(0.0037)1/2 = 6.3)(18) + (0.17 σp = [(WA)2 (σA)2 + (WB)2 (σB)2 + (2)(WA)(WB)(COVA.B)]1/2 = [(0.0011)]1/2 = (0.6% 19 σp = [(WA)2 (σA)2 + (WB)2 (σB)2 + (2)(WA)(WB)(COVA.06)2 + (2)(0.6)(15) = 12.10)2 + (2)(0.6)2(0.5)(0.06)2 (0.002080)1/2 = 4.B)]1/2 = [(0.002368)1/2 = 4.6)(0.83% 22 E(Rp) = WAE(RA) + WBE(RB) = (0.07)2 + (2)(0.6)2(0.4)(0.05)2 + (2)(0.0006)]1/2 = (0.7)(13) = 14.0009)]1/2 = (0.87% 26 E(Rp) = WAE(RA) + WBE(RB) = (0.08)2 + (2)(0.B)]1/2 = [(0.

1425) 38 Weight .04)2 + (0.136 σp = [(0.08)2 + (2)(0.00054]1/2 = [0.06)2 + (2)(0.000922]1/2 = [0.20 .03)2 (0.15 .16) = 0.65)(0.0.04)(0.25)(0.35)(0.1235)+(0.08 .71% =(0.60)(0.002667)1/2 = 5. B) = (0.0014)]1/2 = (0.60)2 (0.0011)]1/2 = (0.117 33 σp = [(0.7)2(0.020 .12 WiRi .000576+ 0.35)2 (0.40)(0.B)]1/2 = [(0.24% 32 Rp = (0.40)(0.15) = 0.16% 30 E(Rp) = WAE(RA) + WBE(RB) = (0.65)(12)(25) = 195 37 Expected Return = 11.06)2 + (2)(0.00096]1/2 = 0.092 7 .5)(14) = 15% 31 σp = [(WA)2 (σA)2 + (WB)2 (σB)2 + (2)(WA)(WB)(COVA.6]1/2 = [0.10)(0.65)(0.7)(0.25)(0.04)2 + (0.40)(0.03)2 + (0.75)2 (0.75)(0.06)2 + (2)(0.4)] 1/2 = [0.07)2 (0.0455 36 Cov(A.002750)1/2 = 5.60)(0.35)(0.03)(0.35)(0.0675)+(0.06) -0.B)]1/2 = [(0.13 σp = [(0.29 σp = [(WA)2 (σA)2 + (WB)2 (σB)2 + (2)(WA)(WB)(COVA.30 .10 .002074]1/2 = 0.25)2(0.05)(0.0309 34 Rp = (0.12) + (0.000225 .06 .40)2(0.000585]1/2 = 0.8)] 1/2 = [0.3)(0.030 .0009 + 0.25 Expected Return .05)2 + (2)(0.25 .5)2(0.000576 + 0.3)2(0.16) = 0.75)(0.06)(0.012 .024 35 Rp = (0.5)2(0.12) + (0.04)(0.5)(0.030 .25)(0.5)(16) + (0.5)(0.65)2 (0.

16? a) .9756 (a) 2A Show the minimum portfolio variance for a two stock portfolio when r1.2 E(σ1)E(σ2)] ÷ [E(σ1)2 + E(σ2)2 .6309 e) .r1. a) E(σ2) ÷ [E(σ1) .E(σ2)] d) E(σ1) ÷ [E(σ1) + E(σ2)] e) None of the above 7 .APPENDIX A MULTIPLE CHOICE PROBLEMS USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS The general equation for the weight of the first security to achieve the minimum variance (in a two stock portfolio) is given by: W1 = [E(σ2)2 .10 and E(σ2) = .CHAPTER 7 .5697 d) .2 r1.2 = 1.2 = .2E(σ1)E(σ2)] (e) 1A What weight of security 1 gives the minimum portfolio variance when r 1. E(σ1) = .0244 b) .16 .3679 c) .E(σ2)] b) E(σ2) ÷ [E(σ1) + E(σ2)] c) E(σ1) ÷ [E(σ1) .60.

2 in the general equation.0164 = . W1 = [E(σ2)2 .APPENDIX A ANSWERS TO PROBLEMS (e) 1A W1 = [(.E(σ2)] 7 .CHAPTER 7 .16)2 .10 x .16(.2E(σ1)E(σ2)] W1 = E(σ2) [E(σ2) .162 .102 + .17 .9756 (a) 2A Substitute 1 for r1.10)(.E(σ1)] ÷ [E(σ1) .60 x .60)(.E(σ1)E(σ2)] ÷ [E(σ1)2 + E(σ2)2 .016)] ÷ [.16)] = .(1) E(σ1)E(σ2)] ÷ [E(σ1)2 + E(σ2)2 ..016 ÷ .E(σ2)]2 = E(σ2) ÷ [E(σ1) .2(1)E(σ1)E(σ2)] W1 = [E(σ2)2 .2(.

E(σ2)] E(σ2) ÷ [E(σ1) + E(σ2)] E(σ2) ÷ [E(σ1) .2 r1.2 = .55% 7 .2 = -1.2 E(σ1) E(σ2)] (c) 1B Show the minimum portfolio variance for a portfolio of two risky assets when r1.2 E(σ1) E(σ2)] ÷ [E(σ1)2 + E(σ2)2 .1 and E(σ1) = .10 and E(σ2) = .46% b) 50.APPENDIX B MULTIPLE CHOICE PROBLEMS USE THE FOLLOWING INFORMATION FOR THE NEXT TWO PROBLEMS The general equation for the weight of the first security to achieve the minimum variance (in a two stock portfolio) is given by: W1 = [E(σ1)2 .18 .E(σ2)] None of the above What is the value of W1 when r1.12? a) 45.55% e) 74.CHAPTER 7 .45% d) 54. a) b) c) d) e) (d) 2B E(σ1) ÷ [E(σ1) + E(σ2)] E(σ1) ÷ [E(σ1) .r1.00% c) 59.

(.12 + .1)E(σ1)E(σ2)] W1 = [E(σ2)2 + E(σ1)E(σ2)] ÷ [E(σ1)2 + E(σ2)2 + 2(1)E(σ1)E(σ2)] W1 = E(σ2) [E(σ2) + E(σ1)] ÷ [E(σ1) + E(σ2)]2 = E(σ2) ÷ [E(σ1) + E(σ2)] 2B W1 = 12/(.1)E(σ1) E(σ2)] ÷ [E(σ1)2 + E(σ2)2 .5455 = 54.19 .55% 7 .CHAPTER 7 .APPENDIX B ANSWERS TO PROBLEMS 1B Substitute -1 for r1.2(.10) = .2 in the general equation W1 = [E(σ2)2 .

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