Business, 01.07.2020 15:01 rajene9302
You currently have $100,000 invested in a portfolio that has an expected return of 12% and a volatility of 8%. Suppose the risk-free rate is 5%, and there is another portfolio that has an expected return of 20% and a volatility of 12%.How do you construct a new portfolio that has a higher expected return than your current portfolio but with the same volatility?How do you construct a new portfolio that has a lower volatility than your current portfolio but with the same expected return?To get the full marks of this question, you need to specify the dollar amount that you invest in the new portfolios in (i) and (ii)
Answers: 2
Business, 21.06.2019 21:00
The management of a private investment club has a fund of $250,000 earmarked for investment in stocks. to arrive at an acceptable overall level of risk, the stocks that management is considering have been classified into three categories: high risk (x), medium risk (y), and low risk (z). management estimates that high risk stocks will have a rate of return of 15%/year; medium risk stocks, 10%/year; and low risk stocks, 6%/year. the amount of money invested in low risk stocks is to be twice the sum of the amount invested in stocks of the other two categories. if the investment goal is to have a rate of return of 9% on the total investment, determine how much the club should invest in each type of stock. (assume that all the money available for investment is invested.)
Answers: 3
Business, 21.06.2019 23:20
Which feature transfers a slide show into a word-processing document?
Answers: 2
Business, 22.06.2019 04:30
Georgia's gross pay was 35,600 this year she is to pay a federal income tax of 16% how much should georgia pay in federal income ax this year
Answers: 1
Business, 22.06.2019 09:00
Afood worker has just rinsed a dish after cleaning it.what should he do next?
Answers: 2
You currently have $100,000 invested in a portfolio that has an expected return of 12% and a volatil...
Mathematics, 15.06.2021 01:00
Mathematics, 15.06.2021 01:00
Mathematics, 15.06.2021 01:00
Computers and Technology, 15.06.2021 01:00
Social Studies, 15.06.2021 01:00
Mathematics, 15.06.2021 01:00
Mathematics, 15.06.2021 01:00
Mathematics, 15.06.2021 01:00
History, 15.06.2021 01:00
Chemistry, 15.06.2021 01:00
Mathematics, 15.06.2021 01:00
Mathematics, 15.06.2021 01:00