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83
Einzelne Wertpapiere: Erwartete Rendite und Risiko
Gesucht: erwartete Renditen
und Risiko (Standardabweichung 
) der Renditen
Gesucht: erwartete Renditen
und Risiko (Standardabweichung ) der Renditen
= 1/3 * (-7%) + 1/3 * 12% + 1/3 * 28% = 11%
= 1/3 * 17% + 1/3 * 7% + 1/3 * (-3%) = 7%
= 1/3 * (−7%−11%)² + 1/3 * (12%−11%)² + 1/3 * (28%−11%)² = 0,0205 =>
= 1/3 * (17%-7%)² + 1/3 * (7%-7%)² + 1/3 * (-3%-7%)² = 0,0067 =>
| Szenario | W'keit | Aktienfonds | Rentenfonds |
| Rezession | 1/3 | -7% | 17% |
| Normal | 1/3 | 12% | 7% |
| Boom | 1/3 | 28% | -3% |
| | - | 11% | 7% |
| | - | 14,3% | 8,2% |
Tags: einzelne wertpapiere, erwartete rendite, risiko
Source: IuF Teil 5, Folie 10,11,12
Source: IuF Teil 5, Folie 10,11,12
Flashcard info:
Author: sundance
Main topic: BWL
Topic: Unternehmensführung
School / Univ.: KIT
City: Karlsruhe
Published: 12.04.2010