Busıness Fınance I Deneme Sınavı Sorusu #846501

Suppose that security X has an expected return of 10% and security Y has an expected return of 5 %. What is the interval of expected rate of return of a portfolio consisting X and Y?

(0,5)

(0,10)

(8,10)

(5,10)

(10,15)

Yanıt Açıklaması:

Suppose that weight of X in portfolio is w. Then the weight of Y will be 1-w, given 0<w<1. The expected return of portfolio will be 10*w+5*(1-w)=10w+5-5w=5+5w

since 0<w<1

multiplying all sides with 5: 0<5w<5

adding 5 to all sides: 5<5+5w<10. Thus the expected return of portfolio will be between 5 and 10. Therefore correct answer is D.

PAYLAŞ:

SORUNUN CEVABI: D

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