Business, 27.11.2019 20:31 liloleliahx2
An investor can design a risky portfolio based on two stocks, a and b. the standard deviation of return on stock a is 20%, while the standard deviation on stock b is 15%. the correlation coefficient between the returns on a and b is 0%. the rate of return for stocks a and b is 20% and 10% respectively. the standard deviation of return on the minimum-variance portfolio is
Answers: 2
Business, 22.06.2019 00:20
Overspeculation and a decrease in consumer confidence are both leading factors of: ?
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Business, 22.06.2019 12:10
Drag each label to the correct location on the image determine which actions by a manager are critical interactions - listening to complaints - interacting with customers - responding to complaints - assigning staff duties -taking action to address customer grievances -keeping track of reservations
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Business, 22.06.2019 18:00
Martha entered into a contract with terry, an art dealer. according to the contract, terry was to supply 18 th century artifacts to martha for the play she was directing, and martha was ready to pay $50,000 for this. another director needed the same artifacts and was ready to pay $60,000. terry decided not to sell the artifacts to martha. in this case, the court may order terry to:
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Business, 22.06.2019 19:30
Do a swot analysis for the business idea you chose in question 2 above. describe at least 2 strengths, 2 weaknesses, 2 opportunities, and 2 threats for that company idea.
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An investor can design a risky portfolio based on two stocks, a and b. the standard deviation of ret...
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