subject
Business, 19.03.2020 08:48 mahagonylabeyta

A pension fund manager is considering three mutual funds. the first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a t-bill money market fund that yields a rate of 8%. the probability distribution of the risky funds is as follows: expected return standard deviation stock fund (s) 24% 33% bond fund (b) 14 22 the correlation between the fund returns is 0.14. a-1. what are the investment proportions in the minimum-variance portfolio of the two risky funds. (do not round intermediate calculations. enter your answers as decimals rounded to 4 places.) portfolio invested in the stock portfolio invested in the bond a-2. what is the expected value and standard deviation of its rate of return? (do not round intermediate calculations. enter your answers as decimals rounded to 4 places.)

ansver
Answers: 3

Another question on Business

question
Business, 22.06.2019 12:30
Provide an example of open-ended credit account that caroline has. caroline blue's credit report worksheet.
Answers: 1
question
Business, 22.06.2019 13:10
Lin corporation has a single product whose selling price is $136 per unit and whose variable expense is $68 per unit. the company’s monthly fixed expense is $32,400. required: 1. calculate the unit sales needed to attain a target profit of $5,000. (do not round intermediate calculations.) 2. calculate the dollar sales needed to attain a target profit of $8,400.
Answers: 3
question
Business, 22.06.2019 19:40
Banana computers has decided to procure processing chips required for its laptops from external suppliers instead of manufacturing them in their own facilities. how will this decision affect the firm? a. the firm will be protected against the principal-agent problem. b. the firm's administrative costs will be low because of necessary bureaucracy. c. the firm will have more flexibility in purchasing and comparing prices of goods and services. d. the firm will have high-powered incentives, such as hourly wages and salaries.
Answers: 3
question
Business, 22.06.2019 20:00
Which of the following statements is true of the balanced-scorecard? a. it is a more or less a one-dimensional metric of measuring competitive advantages of a firm. b. it is one of the traditional approaches of measuring firm performance. c. its primary focus is to base a firm's strategic goals entirely on external performance dimensions. d. it attempts to provide a holistic perspective on firm performance.
Answers: 1
You know the right answer?
A pension fund manager is considering three mutual funds. the first is a stock fund, the second is a...
Questions
question
Medicine, 19.02.2021 23:40
question
Mathematics, 19.02.2021 23:40
Questions on the website: 13722363