ECONOMICS (CBSE/UGC NET)

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ECONOMICS

RISK AND RETURN

Question [CLICK ON ANY CHOICE TO KNOW THE RIGHT ANSWER]
Portfolio terdiri dari 5 saham sebagai berikut:Saham A expected rate of return 9.75% bobot 20%Saham B expected rate of return 9.25% bobot 25%Saham C expected rate of return 6.75% bobot 15%Saham D expected rate of return 10.75% bobot 25%Saham E expected rate of return 11% bobot 15%Tentukan expected rate of return dari portfolio!
A
10.1%
B
11.5%
C
9.6%
D
8.7%
Explanation: 

Detailed explanation-1: -The expected return of a portfolio (Rport) is simply a weighted average of the expected returns of the individual investments. Given that the expected return is the same for all the portfolios, Joe will opt for the portfolio that has the lowest risk as measured by the portfolio’s standard deviation.

Detailed explanation-2: -Expected Return for a Two Asset Portfolio The expected return of a portfolio is equal to the weighted average of the returns on individual assets in the portfolio.

Detailed explanation-3: -A market portfolio is a theoretical bundle of investments that includes every type of asset available in the investment universe, with each asset weighted in proportion to its total presence in the market. The expected return of a market portfolio is identical to the expected return of the market as a whole.

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