Business, 02.07.2019 23:40 buggamarshall85
Imagine you are a provider of portfolio insurance. you are establishing a four-year program. the portfolio you manage is currently worth $180 million, and you promise to provide a minimum return of 0%. the equity portfolio has a standard deviation of 25% per year, and t-bills pay 4% per year. assume for simplicity that the portfolio pays no dividends (or that all dividends are reinvested).a-1. what percentage of the portfolio should be placed in bills? (input the value as a positive value. round your answer to 2 decimal places.)a-2. what percentage of the portfolio should be placed in equity? (input the value as a positive value. round your answer to 2 decimal places.)b-1. calculate the put delta and the amount held in bills if the stock portfolio falls by 3% on the first day of trading, before the hedge is in place? (input the value as a positive value. do not round intermediate calculations. round your answers to 2 decimal places.)b-2. what action should the manager take? (enter your answer in millions rounded to 2 decimal the manager must buysell (buy or sell )$ million of (click to select)billsequity (bills or equity) and use the proceeds to (click to select)sellbuy (sell or buy)(click to select)billsequity(bills or equity).
Answers: 3
Business, 21.06.2019 18:30
What is product differentiation, and how can it be achieved ? what is product positioning? what conditions would head to head product positioning be appropriate?
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Business, 23.06.2019 14:20
Inflation is when money is paid for the same amount of goods and services than in a previous time period. the same amount less more none of the above
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Aconsumer would pay an extra if they used the rent to own program to buy the computer, rather than using cash. for all of the items, using is the cheapest option over the life of the contract. the most expensive overall option is to use to purchase the item.
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Business, 23.06.2019 18:30
You have decided to save 20 percent of your income for the next two years. assuming you bring home $125 a week, how much will you save over that time?
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Imagine you are a provider of portfolio insurance. you are establishing a four-year program. the por...
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