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Oxana [17]
3 years ago
13

You manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 28%. The T-bill rate is 8%. Your

risky portfolio includes the following investments in the given proportions: Stock A 25 % Stock B 32 % Stock C 43 % Suppose that your client decides to invest in your portfolio a proportion y of the total investment budget so that the overall portfolio will have an expected rate of return of 16%. a. What is the proportion y?
Mathematics
1 answer:
Fofino [41]3 years ago
4 0

Answer:

y = 0.80

Step-by-step explanation:

Given:

- The expected rate of return for risky portfolio E(r_p) = 0.18

- The T-bill rate is r_f = 0.08

Find:

Investing proportion y of the total investment budget so that the overall portfolio will have an expected rate of return of 16%.

What is the proportion y?

Solution:

- The proportion y is a fraction of expected risky portfolio and the left-over for the T-bill compliance. Usually we see a major proportion is for risky portfolio as follows:

                                     E(r_c) = y*E(r_p) + (1 - y)*r_f

                                     y*E(r_p) + (1 - y)*r_f = 0.16

- Re-arrange for proportion y:

                                     y = ( 0.16 - r_f ) / (E(r_p) - r_f)

- Plug in values:

                                    y = ( 0.16 - 0.08 ) / (0.18 - 0.08)

                                    y = 0.80

- Hence, we see that 80% of the total investment budget becomes a part of risky portfolio returns.                                    

               

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f ^{-1}(x)=\frac{x+3}{5}

Step-by-step explanation:

To find the inverse of a function f (x) follow the steps below:

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3) Exchange the variable x with the variable y

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We know that a triangle with side lengths , , and is a right triangle. Using those side lengths, find the missing triples and x-
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The completed table for the Pythagorean triples are:

x \text{ value } \text{   Pythagorean triple}\\\text{ } \text{ } \text{ } 3 \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } (6,8,10)\\\text{ } \text{ } \text{ } 4 \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } (8,15,17)

  \text{ } \text{ } \text{ } 5 \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ }  (10,24,26)\\\text{ } \text{ } \text{ } 6 \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } (12,35,37).

A trio of positive numbers known as a Pythagorean triple fits into the Pythagoras theorem's formula, which is written as a² + b² = c², where a, b, and c are all positive integers. Here, "a" and "b" make up the other two legs of the right-angled triangle, and "c" serves as the triangle's "hypotenuse," or longest side. In terms of the Pythagorean triples (a, b, c).

In the question, we are given that a triangle with side lengths x² - 1, 2x, x² + 1 is a right triangle, and are asked to fill in the missing table:

x \text{ value } \text{   Pythagorean triple}\\\text{ } \text{ } \text{ } 3 \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \underline{\text{ }}\\\text{ } \text{ } \text{ } \underline{\text{ }} \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } (8,15,17)\\

  \text{ } \text{ } \text{ } 5 \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \underline{\text{ }}\\\text{ } \text{ } \text{ } \underline{\text{ }} \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } (12,35,37).

Taking x as 3, and putting in the sides, we get:

x² + 1 = 3² + 1 = 10.

2x = 2*3 = 6.

x² - 1 = 3² - 1 = 8.

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2x = 8,

or, x = 8/2 = 4.

Thus, the x-value for the triplet (8,15,17) is 4.

Taking x as 5, and putting in the sides, we get:

x² + 1 = 5² + 1 = 26.

2x = 2*5 = 10.

x² - 1 = 5² - 1 = 24.

Thus, the triplet is 10,24,26.

For the triplet 12,35,37, we get the x value as:

2x = 12,

or, x = 12/2 = 6.

Thus, the x-value for the triplet (12,35,37) is 6.

Thus, the completed table for the Pythagorean triples are:

x \text{ value } \text{   Pythagorean triple}\\\text{ } \text{ } \text{ } 3 \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } (6,8,10)\\\text{ } \text{ } \text{ } 4 \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } (8,15,17)

  \text{ } \text{ } \text{ } 5 \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ }  (10,24,26)\\\text{ } \text{ } \text{ } 6 \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } (12,35,37).

Learn more about the Pythagorean triplets at

brainly.com/question/24211694

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The provided question is incomplete. The complete question is:

"We know that a triangle with side lengths x² - 1,2x and x² + 1 is a right triangle. Using those side lengths, find the missing triples and x-values.

Write the triples in parentheses, without spaces between the numbers, and with a comma between numbers. Write the triples in order from least to greatest.

Type the correct answer in each box.

x \text{ value } \text{   Pythagorean triple}\\\text{ } \text{ } \text{ } 3 \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \underline{\text{ }}\\\text{ } \text{ } \text{ } \underline{\text{ }} \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } \text{ } (8,15,17)\\

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