While important, standard deviations should not be taken as an end-all measurement of the worth of an individual investment or a portfolio. For example, a mutual fund that returns between 5% and 7% every single year has a lower standard deviation than a competing fund that returns between 6% ...
a对工作的兴趣热爱 To work interest deep love[translate] aHave you read today's newspaper? 您读了今天报纸?[translate] a其著名广告词 Its famous message[translate] aThe standard deviation of a portfolio will tend to increase when: 股份单的标准偏差将倾向于增加,当:[translate]...
FRM II Risk Management And Investment Management NO.PZ2023101902000046 问题如下: A fund manager recently received a report on the performance of his portfolio over the last year. According to the report, the portfolio return is 9.3%, with a standard deviation of 13.5%, and beta of 0.83. The...
σP = is the portfolio standard deviation;ωB = weight of asset B in the portfolio;σA = standard deviation of asset A;σB = standard deviation of asset B; andρAB = correlation coefficient between returns on asset A and asset B.ρBC = correlation coefficient between returns on asset B...
In finance specially in investment and portfolio management, standard deviation is taken as the quantity of risk involved in an investment, this idea...Become a member and unlock all Study Answers Start today. Try it now Create an account Ask a question Our experts can answer your tough ...
This is the same portfolio that I used in aprevious post on the Sortino ratio. Similar to what we did in that project, we will need to calculate the monthly returns of the portfolio before we can calculate standard deviation. That means we first need to get the prices of each ETF...
What is the standard deviation of a portfolio if you invest 30% in stock one (standard deviation of 4.6%) and 70% in stock two (standard deviation of 7.8%) if the correlation coefficient for the two stocks is 0.45?A. 0.38%.B. 6.20%.C. 6.83%. 正确答案:B 分享到: 答案解析: The ...
A risk metric that measures how different an actual investment outcome could be from what the investor expects is most likely a: A、 vega. B、duration. C、 standard deviation. View answer resolution 成功=时间+方法,自制力是这个等式的保障。世上无天才,高手都是来自刻苦的练习。而人们经常只看到“...
Standard Deviation (from Portfolio Data)
Standard Deviation = 5% Stock Y - Expected Return = 10% Standard Deviation = 7% 5 Portfolio XY (with 50% in each stock) - Expected Return = 10% Standard Deviation will be < 6% if < 1.0 The lower the covariance, the lower will be the portfolio standard deviation. If we have a...