Business, 16.12.2019 23:31 uuuuyyu

Suppose you are interested in investing in the stock markets of seven countries— i. e., australia, canada, germany, japan, switzerland, the united kingdom, and the united states—the same seven countries that appear in exhibit 15.9. specifically, you would like to solve for the optimal (tangency) portfolio comprising the above seven stock markets. in solving the optimal portfolio, use the input data (i. e., correlation coefficients, means, and standard deviations) provided in exhibit 15.4. the risk-free interest rate is assumed to be 0.2 percent per month and you can take a short position in any stock market.

what are the optimal weights for each of the seven stock markets? what are the risk and return of the optimal portfolio? this problem can be solved using the mptsolver. xls spreadsheet.

Answers: 3

Show answers

Another question on Business

Business, 22.06.2019 11:20

Aborrower takes out a 30-year adjustable rate mortgage loan for $200,000 with monthly payments. the first two years of the loan have a "teaser" rate of 4%, after that, the rate can reset with a 5% annual payment cap. on the reset date, the composite rate is 6%. what would the year 3 monthly payment be?

Answers: 3

Answer

Business, 22.06.2019 19:20

Six years ago, an 80-kw diesel electric set cost $160,000. the cost index for this class of equipment six years ago was 187 and is now 194. the cost-capacity factor is 0.6. the plant engineering staff is considering a 120-kw unit of the same general design to power a small isolated plant. assume we want to add a precompressor, which (when isolated and estimated separately) currently costs $13291. determine the total cost of the 120-kw unit. (hint: skip $ and comma symbols)

Answers: 3

Answer

Business, 22.06.2019 20:40

Which of the following would indicate an improvement in a company's financial position, holding other things constant? a. the inventory and total assets turnover ratios both decline.b. the debt ratio increases.c. the profit margin declines.d. the times-interest-earned ratio declines.e. the current and quick ratios both increase.

Answers: 3

Answer

Business, 22.06.2019 23:50

Juniper company, inc. uses a perpetual inventory system. the company purchased $9,750 of merchandise on august 7 with terms 1/10, n/30. on august 11, it returned $1,500 worth of merchandise. on august 16, it paid the full amount due. the correct journal entry to record the payment on august 16 is:

Answers: 1

Answer

You know the right answer?

Suppose you are interested in investing in the stock markets of seven countries— i. e., australia, c...

Questions