Business, 25.09.2019 01:30 jackieericksonpdub87
Greta, an elderly investor, has a degree of risk aversion of a = 3 when applied to return on wealth over a one-year horizon. she is pondering two portfolios, the s& p 500 and a hedge fund, as well as a number of one-year strategies. (all rates are annual and continuously compounded.) the s& p 500 risk premium is estimated at 5% per year, with a sd of 20%. the hedge fund risk premium is estimated at 10% with a sd of 35%. the returns on both of these portfolios in any particular year are uncorrelated with its own returns in other years. they are also uncorrelated with the returns of the other portfolio in other years. the hedge fund claims the correlation coefficient between the annual returns on the s& p 500 and the hedge fund in the same year is zero, but greta is not fully convinced by this claim. compute the estimated annual risk premiums, sds, and sharpe ratios for the two portfolios
Answers: 3
Business, 22.06.2019 20:00
Which motion below could be made so that the chair would be called on to enforce a violated rule?
Answers: 2
Business, 22.06.2019 23:50
Melissa buys an iphone for $240 and gets consumer surplus of $160. a. what is her willingness to pay? b. if she had bought the iphone on sale for $180, what would her consumer surplus have been?
Answers: 3
Business, 23.06.2019 02:30
Tara and her parents want to save at least $40,000 for college in 8 years. which statement describes the most effective savings plan for tara and her parents to meet their goal? tara and her parents should make deposits of $300 every month into a college savings account. tara and her parents should make deposits of $450 every month into a college savings account. tara and her parents should make deposits of $3,000 every year into a college savings account. tara and her parents should make deposits of $4,000 every year into a college savings account
Answers: 1
Business, 23.06.2019 03:00
Atennis club charges a monthly membership fee of $150 and charges it members $10 per hour to use a court. there's also $500 fee to become a member. stella joined the tennis club last spring, and she has been a member for 5 months. she has been playing 10 hours of tennis each month. stella values an hour of her time at $20. during a boring afternoon meeting, stella thinks about reserving a court to work on her serve for an hour tonight. what's stella's opportunity cost of working on her serve for an hour?
Answers: 1
Greta, an elderly investor, has a degree of risk aversion of a = 3 when applied to return on wealth...
Mathematics, 25.09.2019 10:50
Mathematics, 25.09.2019 10:50
Mathematics, 25.09.2019 10:50
Mathematics, 25.09.2019 10:50
Mathematics, 25.09.2019 10:50
English, 25.09.2019 10:50
Mathematics, 25.09.2019 10:50
Mathematics, 25.09.2019 10:50
Mathematics, 25.09.2019 10:50
Mathematics, 25.09.2019 10:50