Assume you have $100 in stock 1 and $200 in stock 2. Stock 1…

Assume you have $100 in stock 1 and $200 in stock 2. Stock 1 and Stock 2 have following probability distribution:                                     Probability          Return on Stock 1           Return on Stock 2Recession                         0.1                           -0.10                               -0.04Normal                             0.6                             0.02                                0.01Expansion                        0.3                             0.10                                 0.03   What is the Variance on Stock 2?

Assume you have $100 in stock 1 and $200 in stock 2. Stock 1…

Assume you have $100 in stock 1 and $200 in stock 2. Stock 1 and Stock 2 have following probability distribution:                                     Probability          Return on Stock 1           Return on Stock 2Recession                         0.1                           -0.10                               -0.04Normal                             0.6                             0.02                                0.01Expansion                        0.3                             0.10                                 0.03   What is the standard deviation on Stock 1?

You are rehabilitating a college sprinter. His MMT results i…

You are rehabilitating a college sprinter. His MMT results indicate overall weakness of the ankle musculature and his chief complaint is impaired ability to PUSH out of the blocks with his (L) ankle/foot as pictured below. When asked to prioritize the importance of exercises, which available muscle group would you deem MOST important based on the needs of his sport/his chief complaint? sprinter.jpg

Assume you have $100 in stock 1 and $200 in stock 2. Stock 1…

Assume you have $100 in stock 1 and $200 in stock 2. Stock 1 and Stock 2 have following probability distribution:                                     Probability          Return on Stock 1           Return on Stock 2Recession                         0.1                           -0.10                               -0.04Normal                             0.6                             0.02                                0.01Expansion                        0.3                             0.10                                 0.03   Assume the risk-free rate is 0.01. Assume the standard deviation of excess portfolio returns is the same as the standard deviation of portfolio returns calculated in the previous question. What is the Sharpe ratio on this portfolio?