Challenge You are a portfolio manager that holds three stock…
Questions
Chаllenge Yоu аre а pоrtfоlio manager that holds three stocks: ABC, DEF, and GHI. You are building a probability distribution for returns of each stock over the next year in order to forecast the standard deviation of your portfolio. Based on your research, you believe next year will have four possible states, which you label awful, normal-bad, normal-good, and great. You assume there is only a [ODD0]% chance that next year is not one of the two normal scenarios (i.e., either awful or great). You also believe the awful scenario is half as likely as the great outcome. Historically, normal-good scenarios occurred half the time, which seems to be an appropriate forecast for the probability of a normal-good scenario next year. For the normal-good returns, you use the historical (arithmetic) average returns: ABC average return = [R310] percent DEF average return = [R320] percent GHI average return = [R330] percent You forecast that normal-bad returns will be half of the normal-good returns while the great returns will be twice the normal-good returns. The awful returns will be a loss equal in magnitude to the great return. If you put half of your money in ABC and split the remaining amount equally in DEF and GHI, what is your portfolio's standard deviation? Enter your answer as a percentage, rounded to the nearest 0.01%. For example, enter 12.35 for 12.3456%.
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