1answer.
Ask question
Login Signup
Ask question
All categories
  • English
  • Mathematics
  • Social Studies
  • Business
  • History
  • Health
  • Geography
  • Biology
  • Physics
  • Chemistry
  • Computers and Technology
  • Arts
  • World Languages
  • Spanish
  • French
  • German
  • Advanced Placement (AP)
  • SAT
  • Medicine
  • Law
  • Engineering
NemiM [27]
3 years ago
12

You manage a risky portfolio with an expected rate of return of 22% and a standard deviation of 35%. The T-bill rate is 6%. Your

client chooses to invest 75% of a portfolio in your fund and 25% in an essentially risk-free money market fund. a. What is the expected return and standard deviation of the rate of return on his portfolio?Expected return % per year
Standard deviation % per year
b. Suppose your risky portfolio includes the following investments in the given proportions:
Stock A 30%
Stock B 35%
Stock C 35%
What are the investment proportions of your client’s overall portfolio, including the position in T-bills? (Round your answers to 2 decimal places.)
Security Investment
Proportions
T-Bills %
Stock A %
Stock B %
Stock C %
c. What is the reward-to-volatility ratio (S) of your risky portfolio and your client's overall portfolio? (Round your answers to 4 decimal places.)
Reward-to-Volatility Ratio
Risky portfolio
Client’s overall portfolio
Business
1 answer:
muminat3 years ago
5 0

Answer

The answer and procedures of the exercise are attached in the following archives.

Explanation  

You will find the procedures, formulas or necessary explanations in the archive attached below. If you have any question ask and I will aclare your doubts kindly.  

Download xlsx
You might be interested in
Suppose the demand for natural gas is perfectly inelastic. What would be the​ effect, if​ any, of natural gas price​ controls? I
nignag [31]

Answer: Not change the quantity demanded.

Explanation: In a market demand is said to be perfectly inelastic, if the demand for commodities is not affected by price changes.

Therefore since the demand for natural gas in perfectly inelastic, the demand will not change regardless of the change in price of the gas.

6 0
3 years ago
He slope of the _________________ is determined by the relative price of the two goods, which is calculated by taking the price
solong [7]
<span> The term budget constraint denotes the consumption  limitation because of a certain income.</span><span>
The slope of the budget constraint is determined by the relative price of the two goods, which is calculated by taking the price of one good and dividing it by the price of the other good.
</span><span>The concept of budget constraint is used to analyze consumer choices. </span>
8 0
3 years ago
Lila Miller, who works for a large software firm, is four months pregnant and due for a promotion. However, her employer offers
Ludmilka [50]

Answer: D) Lila's employer has violated Title VII of the Civil Rights Act of 1964.

Explanation:

Based on the information given in the question, we can infer that Lila's employer has violated Title VII of the Civil Rights Act of 1964.

Title VII of the Civil Rights Act of 1964 simply protects employees against firm of discrimination that are based on sex, color, race, national origin, and religion.

Since Lila is pregnant and due for promotion but the promotion was given to Harry, she has been discriminated upon based on her sex.

Therefore, the correct option is D.

3 0
3 years ago
What management function is to ensure that all factors of production are available to departments
artcher [175]
Production planning ,production control , quality and cost control and inventory control
5 0
3 years ago
Less developed nations have high rates of unemployment.<br><br> TRUE<br><br> FALSE
alexira [117]
True.
Hope i helped out!
3 0
3 years ago
Read 2 more answers
Other questions:
  • The balance in the prepaid insurance account, before adjustment at the end of the year, is $18,290. The year end is March 31. Jo
    9·1 answer
  • 6. Describe at least 5 skills or characteristics you could develop while working for someone else
    10·1 answer
  • (a) On March 2, Shamrock Company sold $897,900 of merchandise to Pharoah Company on account, terms 2/10, n/30. The cost of the m
    7·1 answer
  • You and a friend are designing and selling artisan smartphone covers. The covers are decorated with tiny manufactured rhinestone
    11·1 answer
  • A bank has an average duration of its liabilities equal to 2 years. The bank's average duration of its assets is 3.5 years. The
    7·1 answer
  • Frank slips and falls on Guy's Harbor Tour Boat and is injured. Frank files a suit against Guy's for $500,000. If Frank is 20 pe
    13·1 answer
  • John and Diana have been married for several years and share a goal of owning a 2nd home on the New Jersey shore in 8 years. The
    15·1 answer
  • Assuming that all entries have been posted, prepare correcting entries for each of the following errors.
    14·1 answer
  • Assume the following: The standard labor rate per hour is $17.00. The standard labor-hours allowed per unit of finished goods is
    13·1 answer
  • Fact Pattern 28-2 Adam, a director of Beta Computer Company, learns that a Beta engineer has developed a new, significantly fast
    13·1 answer
Add answer
Login
Not registered? Fast signup
Signup
Login Signup
Ask question!