Sydney Company has made a portfolio of these three securities: SecurityCostE(R)s(R)Treasury bond$70,0005%0Gold Coast Corporation$60,00015%30%Tweed Company$30,00017%35%The correlation coefficient...

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Sydney Company has made a portfolio of these three securities: SecurityCostE(R)s(R)Treasury bond$70,0005%0Gold Coast Corporation$60,00015%30%Tweed Company$30,00017%35%The correlation coefficient between Gold Coast and Tweed is 0.5. If the returns are normally distributed, find the probability that the return of the portfolio is more than 17%.35.03% ?3.2. Suppose you have $20,000 that you want to invest in two companies, Melbourne Oil Company and Brisbane Aluminum. Melbourne has a return of 12% and standard deviation 25%, while Brisbane has return of 16% with a standard deviation of 32%.


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3.1. Sydney Company has made a portfolio of these three securities: SecurityCostE(R)s(R)Treasury bond$70,0005%0Gold Coast Corporation$60,00015%30%Tweed Company$30,00017%35%The correlation coefficient between Gold Coast and Tweed is 0.5. If the returns are normally distributed, find the probability that the return of the portfolio is more than 17%. 35.03% ? 3.2. Suppose you have $20,000 that you want to invest in two companies, Melbourne Oil Company and Brisbane Aluminum. Melbourne has a return of 12% and standard deviation 25%, while Brisbane has return of 16% with a standard deviation of 32%. The correlation coefficient between them is 40%. Your portfolio should have a return of 13%. (A) Find the amount invested in each of the two companies. Melbourne $15,000, Brisbane $5,000 ? (B) Find the standard deviation of this portfolio's returns. 23.14% ? 3.3. Perth Corporation preferred stock sells for $51.25 a share and pays an annual dividend of $5. The ß of this stock is 1.3. The current riskless rate is 3%. The common stock of Perth was downgraded by the analysts from ‘buy’ to ‘hold’ today. In response to the news, the preferred stock dropped in price by $1.25. Find the new ß of Perth preferred. ß = 1.347 ? 3.4. The Adelaide Corp stock has a ß of 1.55 and it will pay a dividend of $1.65 next year. The expected rate of return of the market is 12% and the current riskless rate is 5%. The expected rate of growth of Adelaide is 5%. Find the value of its common stock. $15.21 per share ? 3.5. Newcastle Company has ß = .8, whereas the return on the market is expected to be 12%, with a standard deviation of 10%. The riskless rate is 3% at present. The stock of Newcastle is selling at $100 a share, but it does not pay any dividends. Find the probability that it will be selling for more than $115 by next year. Assume that the entire change in the stock price is due to the change in the market, that is, the correlation coefficient between the market and...



Answered Same DayDec 20, 2021

Answer To: Sydney Company has made a portfolio of these three securities: SecurityCostE(R)s(R)Treasury...

David answered on Dec 20 2021
127 Votes
3.1. Sydney Company has made a portfolio of these three securities:
Security
Cost
E(R)
σ(R)
Treasury bond
$70,000
5%
0
Gold Coast Corporation
$60,000
15%
30%
Tweed Company
$30,000
17%
35%

The correlation coefficient between Gold Coast and Tweed is 0.5. If the returns are normally distributed, find the probability that the return of the portfolio is more than 17%.
35.03% ♥
Solution:
Total value of three securities = $70,000 + $60,000 + $30,000 = $160,000
Weight of treasury bond = $70,000/$160,000 = 0.4375
Weight of Gold Coast corporation = $60,000/$160,000 = 0.375
Weight of Tweed Company = $30,000/$160,000 = 0.1875
Expected return on the portfolio (Rp) is
Rp = ∑wiRi = 0.4375 x 5% + 0.375 x 15% + 0.1875 x 17% = 11%
Standard deviation on the portfolio σp = √ (0.4375)² (30)² + (0.1875)² (35)² + 2 x 0.5 x 0.4375 x 30 x 0.1875 x 35
= √245.4536
= 15.603
Z = (X – Rp)/ σp = (17 – 11)/15.603 = 0.3845
Using Z-tables, the probability is
P [Z > 0.3845] = 1 – 0.6497 = 0.3503 or 35.03%
3.2. Suppose you have $20,000 that you want to invest in two companies, Melbourne Oil Company and Brisbane Aluminum. Melbourne has a return of 12% and standard deviation 25%, while Brisbane has return of 16% with a standard deviation of 32%. The correlation coefficient between them is 40%. Your portfolio should have a return of 13%.
(A) Find the amount invested in each of the two companies.
Melbourne $15,000, Brisbane $5,000 ♥
(B) Find the standard deviation of this portfolio's returns.
23.14% ♥
Solution:
A) Let the proportion of amount invested in Melbourne Oil company be X
And the proportion of amount invested in Brisbane Aluminum be 1 – X
Rp = X (12%) + (1 – X) (16%)
13 = 12X + 16 – 16X
4X = 3
X = ¾ or 0.75
1 – X = 1 – 0.75 = 0.25
Amount invested in Melbourne Oil company = $20,000 x 0.75 = $15,000
Amount invested in Brisbane Aluminum = $20,000 x 0.25 = $5,000
b) Standard deviation on the portfolio (σp)
σp = √X² σ²M + (1 – X)² σ²B + 2 x r x X x (1 – X) x σ²B x σ²M
= √ (0.75)² (25)² + (0.25)² (32)²...
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