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Author Topic: How can I use BA II Plus to compute portfolio variance of 2 risky assets  (Read 6950 times)

victorgmba

  • Guest
Hello friends,

How can I use BA II Plus Professional to compute portfolio variance of 2 risky assets with market returns, probability and weights within 1 minute 30seconds please? The data are given below:

Stocks - A & B

Weights - A - 54.5% ; B - 45.5%
For asset A:
Returns                    Probabilities
12%                             18.5%
17%                             22.6%
23%                             58.9%

For asset B:
Returns                    Probabilities
16%                             23.5%
21%                             47.2%
23%                             29.3%

Guys, I will really appreciate your guidance. Thanks in advance.
 

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mohammed720

  • Guest
I think that is not possible because BA II accepts only one variable in the stat mode and your question needs much more time to be solved since you need to find the correlation between the two assets
 

psawant77

  • Guest
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Hello friends,

How can I use BA II Plus Professional to compute portfolio variance of 2 risky assets with market returns, probability and weights within 1 minute 30seconds please? The data are given below:

Stocks - A & B

Weights - A - 54.5% ; B - 45.5%
For asset A:
Returns                    Probabilities
12%                             18.5%
17%                             22.6%
23%                             58.9%

For asset B:
Returns                    Probabilities
16%                             23.5%
21%                             47.2%
23%                             29.3%

Guys, I will really appreciate your guidance. Thanks in advance.
 

psawant77

  • Guest
Yes u can calculate the same if u have financial calc with u (FC 200V)


 

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