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The standard deviation of the market-index portfolio is 45%. stock a has a beta of 1.20 and a residual standard deviation of 55%. required:

a. calculate the total variance for an increase of 0.20 in its beta. (do not round intermediate calculations.)
b. calculate the total variance for an increase of 0.09 percentage points in its residual standard deviation. (do not round intermediate calculations.)

User Fenny
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1 Answer

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Final answer:

To calculate the total variance for an increase of 0.20 in beta, use the formula (beta^2 * market variance) + residual variance. To calculate the total variance for an increase of 0.09 in residual standard deviation, use the same formula with the updated value for the residual standard deviation.

Step-by-step explanation:

In order to calculate the total variance for an increase of 0.20 in beta, we can use the formula:



Total variance = (beta2 * market variance) + residual variance



Given that the standard deviation of the market-index portfolio is 45% and stock a has a beta of 1.20 with a residual standard deviation of 55%, we have:

Total variance = (1.202 * 0.452) + 0.552

Calculating this, we get a total variance of 0.3234.

To calculate the total variance for an increase of 0.09 percentage points in its residual standard deviation, we can use the same formula:

Total variance = (beta2 * market variance) + residual variance

Given that the standard deviation of the market-index portfolio is 45% and stock a has a beta of 1.20 with a residual standard deviation of 55% + 0.09, we have:

Total variance = (1.202 * 0.452) + (0.55 + 0.09)2

Calculating this, we get a total variance of 0.3318.

User Shuhei
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