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The following information applies to the next FIVE questions : Security* has the following payoff matrix* Economic Outlook Probability Return...
Which of the following is the closest to the volatility of Security X's returns?
a. 21.91% b. 15.12% c. 15.73% d. 21.36% e. 14.44%
An investor constructs a portfolio of Security X and Security Y with weights of 67% and 33%, respectively. Assume that Security Y has an expected return of 14% and its volatility is 20%. The correlation coefficient between the returns of Security X and Security Y is 0.40.
Which of the following is the closest to the volatility of the portfolio's returns?
a. 13.15% b. 14.46% c. 12.09% d. 14.13% e. 16.73%
The following information applies to the next FIVE questions :Security* has the following payoff matrix*Economic OutlookProbabilityReturnRecession0. 08- 25%Below Average0. 18. 5%Average0. 31Above Average0. 2822%/0Boom0. 1528%