How is the expected return of a portfolio calculated?

Sum of individual stock returns divided by the number of stocks Average return of the stock with the highest weight Sum of each stock's average return multiplied by its weight and the number of trading days Daily return of the portfolio multiplied by the number of trading days

What does the portfolio variance tell us?

The average return of the portfolio The risk associated with the portfolio The number of stocks in the portfolio The weight of the stock with the highest return

How is the daily variance of a portfolio converted to annualized variance?

Multiplying it by 252 Dividing it by the square root of 252 Multiplying it by the square root of 252 Adding 252 to the daily variance

What is the confidence level associated with one standard deviation away from the expected return?

99% 95% 68% 50%

How do we calculate the range of a portfolio's expected return with 95% confidence?

Add and subtract one standard deviation from the expected return Add and subtract two standard deviations from the expected return Add and subtract three standard deviations from the expected return Multiply the expected return by 95%