Engineering, 29.05.2021 19:00 clietmaster112
There are three type of investment in a portfolio: S&P 500 index, 10-year treasury bond index, cash invested in money market a 1-day federal fund rate. Table 1 represents S&P 500 index for return on stocks, 10-year treasury bond index for return on bonds and cash invested in money market a 1-day federal fund rate. Table 1. S&P 500 Index, Bond Index and Money Market Year Stocks Bonds Money Market 1995 792,1 3287,3 1007,8 1996 973,9 3291,6 1055,3 1997 1346,5 3687,3 1119,5 1998 1670,1 4220,2 1165,2 1999 2011,3 3903,3 1246,5 2000 1837,4 4575,3 1313,1 (a) Calculate the geometric means of rates of return for stocks, bonds, and money market. (6 p.) (b) Calculate the covariance matrix of rates of return. (12 p.) Table 2. Covariances between rates of return of securities Covariance Stocks Bonds Money Market Stocks ? ? ? Bonds ? ? ? Money Market ? ? ?4 (c) Set the quadratic program to minimize the portfolio risk. It is assumed that shortsales are allowed
Answers: 3
Engineering, 03.07.2019 14:10
Explain the difference laminar and turbulent flow. explain it with the shear stress and the velocity profiles.
Answers: 1
Engineering, 04.07.2019 03:10
What precautions should you take to prevent injuries when dealing with heavy loads?
Answers: 1
Engineering, 04.07.2019 18:10
Afour cylinder four-stroke in-line engine has a stroke of 160mm, connecting rod length of 150mm, a reciprocating mass of 3kg and its firing order is 1-3-4-2. the spacing between cylinders is 100mm. i. show that the engine is in balance with regard to the primary inertia forces and primary 3. a and secondary inertia couples. li determine the out of balance secondary inertia force ii. propose ways of balancing this out of balance force and discuss the challenges that will arise
Answers: 3
Engineering, 04.07.2019 18:10
Carbon dioxide gas expands isotherm a turbine from 1 mpa, 500 k at 200 kpa. assuming the ideal gas model and neglecting the kinetic and potential energies, determine the change in entropy, heat transfer and work for each kilogram of co2.
Answers: 2
There are three type of investment in a portfolio: S&P 500 index, 10-year treasury bond index, c...
History, 12.10.2019 11:00
Mathematics, 12.10.2019 11:00
Mathematics, 12.10.2019 11:00
Mathematics, 12.10.2019 11:00
History, 12.10.2019 11:00
Chemistry, 12.10.2019 11:00
Mathematics, 12.10.2019 11:00
Mathematics, 12.10.2019 11:00
Social Studies, 12.10.2019 11:00