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P8-14
    P8–14 Portfolio analysis You have been given the historical return data shown in the first table on three assets—F, G, and H—over the period 2016–2019.
        Historical return
    Year    Asset F    Asset G    Asset H
    2016       16%       17%       14%
    2017    17%    16%    15%
    2018    18%    15%    16%
    2019    19%    14%    17%
    Using these assets, you have isolated the three investment alternatives shown in the following table.
    Alternative    Investment
    1    100% of asset F
    2    50% of asset F and 50% of asset G
    3    50% of asset F and 50% of asset H
    a. Calculate the average return over the 4-year period for each of the three alternatives.
    a. Computation of Expected return under each of three alternative.
    Alternative 1    Average return on assets F    18.00%
    Expected Return on Portfolio=100%×18%=18%    Assets allocation    100%
        Expected return on portoflio    18.00%
    Alternative 2        F    G
    Expected Return on Portfolio=(50%×18%)+(50%×15%)=16.5%    Average return    18.00%    15.00%
        Assets allocation    50%    50%
    Alternative 3    Expected return on portfolio    16.50%
            F    H
    Expected Return on Portfolio=(50%×18%)+(50%×16%)=17.00%    Average return    18.00%    16.00%
        Assets allocation    50%    50%
        Expected return on portfolio    17.00%
    b. Calculate the standard deviation of returns over the 4-year period for each of the three alternatives.
                
    Alternative 1    Std. deviation of return on assets F    1.00%
    Standard Deviation of Portfolio(σp)=σF=100%*1.00% = 1.00%    Assets allocation    100%
        Std. deviation of portfolio return    1.00%
    Alternative 2        F    G
    Standard Deviation of Portfolio(σp)=√(1.00%×0.50)2+(1.00%×0.50)2+2×0.50×0.50×(−0.000067)=0.41%    Std. deviation    1.00%    1.00%
        Assets allocation    50%    50%
        Covariance (F&G)    -0.000067
        Std. deviation of portfolio    0.41%
    Alternative 3
    Standard Deviation of Portfolio(σp)=√(1.00%×0.50)2+(1.00%×0.50)2+2×0.50×0.50×0.000067=0.91%        F    H
        Std. deviation    1.00%    1.00%
        Assets allocation    50%    50%
        Covariance (F&G)    0.000067
        Std. deviation of portfolio    0.91%
    c. Use your findings in parts a and b to calculate the coefficient of variation for each of the three alternatives.
    Alternative 1.    Average return    18.00%
    Coefficient of Variation(CV)=1.00%/18.0%=0.056    Std. deviation    1.00%
        Coefficient of variation    0.056
    Alternative 2.
    Coefficient of Variation(CV)=0.41%/16.5%=0.025    Average return    16.50%
        Std. deviation    0.41%
        Coefficient of variation    0.025
    Alternative 3.
    Coefficient of Variation(CV)=0.91%/17.0%=0.054    Average return    17.00%
        Std. deviation    0.91%
    d. On the basis of your findings, which of the three investment alternatives do you think performed better over this period? Why?    Coefficient of variation    0.054
    Since the alternative 2 has the lowest CV, hence alternative 2 would be recommended.
P8-22
    P8–22 Betas and risk rankings You are considering three stocks—A, B, and C—for possible inclusion in your investment portfolio. Stock A has a beta of 0.80, stock B has a beta of 1.40, and stock C has a beta of −0.30.−0.30.
    a. Rank these stocks from the most risky to the least risky.
    Stock A beta = 0.80 Risky
    Stock B beta = 1.40 Most risky
    Stock C beta = 0.30 Least risky
    Stock B with the highest beta is the riskiest as the change in return of this stock from any movement in the market will be the largest.
    Stock C with the lowest beta is the least risky one as the change in return of this stock from any movement in the market will be the smallest.
    b. If the return on the market portfolio increased by 12%, what change would you expect in the return for each stock?
            Stock A    Stock B    Stock C
    Stock A = 0.80*12 = 9.6% increase    Beta    0.8    1.4    0.3
    Stock B = 1.40 * 12 = 16.8% increase    Increase in return on market portfolio    12%    12%    12%
    Stock C = 0.30 * 12 = 3.6% increase    Therefore, increase in stock return    9.60%    16.80%    3.60%
    c. If the return on the market portfolio decreased by 5%, what change would you expect in the return for each stock?
            Stock A    Stock B    Stock C
    Stock A = 0.80*5 = 4% decrease    Beta    0.8    1.4    0.3
    Stock B = 1.40 * 5 = 7% decrease    Decrease in return on market...