Answer:
WB = BA(WA) + BB(WB) + BC (WC) + BD(WD)
1.6 = 0.83(0.5) + 1.50(0.1) + 1.42(0.15) + BD(0.25)
1.6 = 0.415 + 0.15 + 0.213 + 0.25BD
1.6 = 0.778 + 0.25BD
1.6-0.778 = 0.25BD
0.822 = 0.25BD
BD = 0.822/0.25
BD = 3.288
Explanation: The question relates to Beta of a portfolio. The Beta of a portfolio is the aggregate of Beta of each stock multiplied by the weight of each stock. The Beta of stock D was not given, thus, it becomes the subject of the formula.
Answer:
$0.745
Explanation:
GIven that
Current stock price 
= $40
strike price X = $50
time to expiry of option = 3 - month
put price option 
= $11
call price option 
= $1
and the risk-free rate r = 6%
The amount that can be made on the arbitrage can be evaluated as a function of the Put-call parity.
i.e For parity ;
50.255 = 51
the difference in both values above illustrates that there is no parity taking place and the arbitrage estimation here = 51 - 50.255 = $0.745
7,531,251,898
and still counting !!!
Contact the credit card company. Communication is key. As long as she does not have a habit of being late, they may offer her a grace period.
Answer:
d. Illegal gratuities do not necessarily involve an intent to influence a business decision but rather to reward someone for making a favorable decision.
Explanation:
Bribery schemes are used in order to directly influence a business decision making by offering money or other benefits; bribes may be accompanied by the use of actual or threatened force, fear, or economic duress. Illegal gratuities do not necessarily involve that influence intent and can, sometimes, be dished out aiming to reward a person or company for a favorable decision.
Therefore, the answer is alternative d.
