Tyler trucks stock has an annual return mean and standard deviation of 12 percent

jagguarpaw January 10, 2017 0 Comments

Question: Tyler trucks stock has an annual return mean and standard deviation of 12 percent

Tyler trucks stock has an annual return mean and standard deviation of 12 percent and 41 percent, respectively. Michael moped manufacturing stock has an annual return mean and standard deviation of 23.0 percent and 67 percent, respectively. Your portfolio allocates equal funds to Tyler Trucks stock and manufacturing is .5. What is the smallest expected loss for your portfolio in the coming month with a probability of 1.0 percent? (Negative value should be indicated by a minus sing. Do not round intermediate calculations. Enter your answer as percent rounded to 2 decimal places. Omit the “%” sign in your response.)