subject
Mathematics, 07.07.2020 23:01 bbenaventbbbb9653

The Capital Asset Pricing Model (CAPM) is a financial model that assumes returns on a portfolio are normally distributed. Suppose a portfolio has an average annual return of 17.9% (i. e., an average gain of 17.9%) with a standard deviation of 34%. A return of 0% means the value of the portfolio doesn't change, a negative return means that the portfolio loses money, and a positive return means that the portfolio gains money. (Round your answers to two decimal places.)a.) What percent of years does this portfolio lose money, i. e. have a return less than 0%? b.) What is the cutoff for the highest 15% of annual returns with this portfolio?

ansver
Answers: 2

Another question on Mathematics

question
Mathematics, 21.06.2019 16:00
Acircle has a diameter will endpoints of (-2,8) and (6, 4). what is the center of the circle
Answers: 1
question
Mathematics, 21.06.2019 16:50
If m 17 27 90 63 ** picture is attached
Answers: 1
question
Mathematics, 21.06.2019 21:00
If 30 lb of rice and 30 lb of potatoes cost ? $27.60? , and 20 lb of rice and 12 lb of potatoes cost ? $15.04? , how much will 10 lb of rice and 50 lb of potatoes? cost?
Answers: 1
question
Mathematics, 21.06.2019 23:00
Someone answer this asap for gabriella uses the current exchange rate to write the function, h(x), where x is the number of u.s. dollars and h(x) is the number of euros, the european union currency. she checks the rate and finds that h(100) = 7.5. which statement best describes what h(100) = 75 signifies? a. gabriella averages 7.5 u.s. dollars for every 100 euros. b. gabriella averages 100 u.s. dollars for every 25 euros. c. gabriella can exchange 75 u.s. dollars for 100 euros. d. gabriella can exchange 100 u.s. dollars for 75 euros.
Answers: 1
You know the right answer?
The Capital Asset Pricing Model (CAPM) is a financial model that assumes returns on a portfolio are...
Questions
question
Chemistry, 30.07.2019 23:30
Questions on the website: 13722365