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Cloud [144]
3 years ago
9

Mr. Youngher arrives at his interview for a community relations internship with Bethlehem Electric in Chicago five minutes late

and in a rumpled suit. When he is introduced to the chief marketing officer, Mr. Youngher moves in close as they shake hands and winks. The executive takes a step back. Read the following scenario and answer the question. What advice or tips would you give Mr. Youngher as he prepares for other interviews?
Business
1 answer:
Lerok [7]3 years ago
7 0

Answer:

Mr Youngher displayed lack of professionalism, casual outlook and wrong body gestures. Such a demeanor conveys lack of seriousness for the interview and for the internship itself on his part.

Following is advisable to Mr Youngher for other interviews:

  1. To be more punctual and preferably reach for the interview 5-10 mins earlier than scheduled.
  2. To dress up in tidy and orderly manner and to avoid flashy outfits or funky hairstyles.
  3. To pay heed and display the right body language and body movements.
  4. To be polite and courteous.
  5. To search and read about the company and gain basic knowledge of it's operations.

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Here are returns and standard deviations for four investments. Return (%) Standard Deviation (%) Treasury bills 4.5 0 Stock P 8.
Jlenok [28]

Answer:

a. Standard deviation of the portfolio = 7.00%

b(i) Standard deviation of the portfolio = 30.00%

b(ii) Standard deviation of the portfolio = 4.00%

b(iii) Standard deviation of the portfolio = 21.40%

Explanation:

Note: This question is not complete. The complete question is therefore provided before answering the question as follows:

Here are returns and standard deviations for four investments.

                                  Return (%)           Standard Deviation (%)

Treasury bills                4.5                                    0

Stock P                          8.0                                   14

Stock Q                        17.0                                  34

Stock R                       21.5                                    26

Calculate the standard deviations of the following portfolios.

a. 50% in Treasury bills, 50% in stock P. (Enter your answer as a percent rounded to 2 decimal places.)

b. 50% each in Q and R, assuming the shares have:

i. perfect positive correlation

ii. perfect negative correlation

iii. no correlation

(Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)

The explanation to the answer is now provided as follows:

a. Calculate the standard deviations of 50% in Treasury bills, 50% in stock P. (Enter your answer as a percent rounded to 2 decimal places.)

Since there is no correlation between Treasury bills and stocks, it therefore implies that the correlation coefficient between the Treasury bills and stock P is zero.

The standard deviation between the Treasury bills and stock P can be calculated by first estimating the variance of their returns using the following formula:

Portfolio return variance = (WT^2 * SDT^2) + (WP^2 * SDP^2) + (2 * WT * SDT * WP * SDP * CFtp) ......................... (1)

Where;

WT = Weight of Stock Treasury bills = 50%

WP = Weight of Stock P = 50%

SDT = Standard deviation of Treasury bills = 0

SDP = Standard deviation of stock P = 14%

CFtp = The correlation coefficient between Treasury bills and stock P = 0.45

Substituting all the values into equation (1), we have:

Portfolio return variance = (50%^2 * 0^2) + (50%^2 * 14%^2) + (2 * 50% * 0 * 50% * 14% * 0) = 0.49%

Standard deviation of the portfolio = (Portfolio return variance)^(1/2) = (0.49%)^(1/2) = (0.49)^0.5 = 7.00%

b. 50% each in Q and R

To calculated the standard deviation 50% each in Q and R, we first estimate the variance using the following formula:

Portfolio return variance = (WQ^2 * SDQ^2) + (WR^2 * SDR^2) + (2 * WQ * SDQ * WR * SDR * CFqr) ......................... (2)

Where;

WQ = Weight of Stock Q = 50%

WR = Weight of Stock R = 50%

SDQ = Standard deviation of stock Q = 34%

SDR = Standard deviation of stock R = 26%

b(i). assuming the shares have perfect positive correlation

This implies that:

CFqr = The correlation coefficient between stocks Q and = 1

Substituting all the values into equation (2), we have:

Portfolio return variance = (50%^2 * 34%^2) + (50%^2 * 26%^2) + (2 * 50% * 34% * 50% * 26% * 1) = 9.00%

Standard deviation of the portfolio = (Portfolio return variance)^(1/2) = (9.00%)^(1/2) = (9.00%)^0.5 = 30.00%

b(ii). assuming the shares have perfect negative correlation

This implies that:

CFqr = The correlation coefficient between stocks Q and = -1

Substituting all the values into equation (2), we have:

Portfolio return variance = (50%^2 * 34%^2) + (50%^2 * 26%^2) + (2 * 50% * 34% * 50% * 26% * (-1)) = 0.16%

Standard deviation of the portfolio = (Portfolio return variance)^(1/2) = (0.16%)^(1/2) = (0.16%)^0.5 = 4.00%

b(iii). assuming the shares have no correlation

This implies that:

CFqr = The correlation coefficient between stocks Q and = 0

Substituting all the values into equation (2), we have:

Portfolio return variance = (50%^2 * 34%^2) + (50%^2 * 26%^2) + (2 * 50% * 34% * 50% * 26% * 0) = 4.58%

Standard deviation of the portfolio = (Portfolio return variance)^(1/2) = (4.58%)^(1/2) = (4.58%)^0.5 = 21.40%

8 0
3 years ago
last year minden company introduced a new product and sold 15,000 units of it at a price of $70 per unit. the product's variable
Inga [223]

A company is a legal entity formed by a group of individuals to engage in and operate a business commercial or industrial enterprise. A company may be organized in various ways for tax and financial liability purposes depending on the corporate law of its jurisdiction.

Present Yearly Net operating income (loss)

(Units * CM Per unit)-Fixed cost

Units Sales 415000|

[Selling Price Per Unit 70

\Variabel Expense Per unit 40|

Fixed Expenses 540000]

Compute the CM ratio

Selling Price Per Unit 70.00

Variable Expense Per unit 40.00

Contribution Margin per unit ( Selling Price - Variable Cost) 30.00

Ico Ratio =( CM/Selling Price) 42.857%

Learn more about the company  here

brainly.com/question/24553900

#SPJ4

5 0
1 year ago
Suppose the real risk-free rate is 3.50% and the future rate of inflation is expected to be constant at 2.20%. What rate of retu
muminat

Answer:

1.27%

Explanation:

Rate of return = [(1+real risk free rate)/(1+inflation rate)]-1

real risk free rate = 3.5%

inflation rate = 2.20%

Therefore Rate of return = [(1+ 3.5%)/(1+2.20%)]-1

=1.27%

5 0
3 years ago
Percent of Sales Method At the end of the current year, Accounts Receivable has a balance of $430,000; Allowance for Doubtful Ac
denpristay [2]

Answer:

1. Determine the amount of the adjusting entry for uncollectible accounts. $850

Dr Bad debt expense 850

    Cr Allowance for doubtful accounts 850

2. Determine the adjusted balances of Accounts Receivable, Allowance for Doubtful Accounts, and Bad Debt Expense.

  • accounts receivable $430,000
  • allowance for doubtful accounts $4,850
  • bad debt expense $4,850

3. Determine the net realizable value of accounts receivable.

  • $430,000 - $4,850 = $425,150

Explanation:

accounts receivable balance $430,000

allowance for doubtful accounts balance $4,000

total sales for the year $1,940,000

total bad debt expense = 0.25% x $1,940,000 = $4,850

adjusting entry = $4,850 - $4,000 = $850

8 0
3 years ago
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