Business, 07.10.2020 22:01 derisepicowe0fa

The (annual) expected return and standard deviation of returns for 2 assets are as follows: Asset A Asset B E[r] 10% 20% SD[r] 30% 50% The correlation between the returns is 0.15. a. Calculate the expected returns and standard deviations of the following portfolios: (i) 80% in A, 20% in B (ii) 50% in A, 50% in B (iii) 20% in A, 80% in B b. Find the weights for a portfolio with an expected return of 25%

Answers: 2

Show answers

Another question on Business

Business, 21.06.2019 22:30

Before contacting the news or print media about your business, what must you come up with first ? a. a media expertb. a big budgetc. a track recordd. a story angle

Answers: 1

Answer

Business, 22.06.2019 18:00

Abbington company has a manufacturing facility in brooklyn that manufactures robotic equipment for the auto industry. for year 1, abbingtonabbington collected the following information from its main production line: actual quantity purchased-200 units, actual quantity used-110 units, units standard quantity-100 units, actual price paid-$8 per unit, standard price-$10 per unit. atlantic isolates price variances at the time of purchase. what is the materials price variance for year 1? 1. $400 favorable. 2. $400 unfavorable. 3. $220 favorable. 4. $220 unfavorable.

Answers: 2

Answer

Business, 22.06.2019 20:00

Modern firms increasingly rely on other firms to supply goods and services instead of doing these tasks themselves. this increased level of is leading to increased emphasis on management.

Answers: 2

Answer

Business, 22.06.2019 20:40

Helen tells her nephew, bernard, that she will pay him $100 if he will stop smoking for six months. helen was hopeful that if bernard stopped smoking for six months, he would stop altogether. bernard stops smoking for six months but then resumes his smoking. helen will not pay him. she says that the type of promise she made cannot constitute a binding contract and that, furthermore, it was at least implied that he would stop smoking for good. can bernard legally collect $100 from helen

Answers: 1

Answer

You know the right answer?

The (annual) expected return and standard deviation of returns for 2 assets are as follows: Asset A...

Questions