Mathematics, 12.07.2019 01:20 violetvinny
Apension fund manager is considering three mutual funds. the first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a t-bill money market fund that yields a sure rate of 5.0%. the probability distributions of the risky funds are: expected return standard deviation stock fund (s) 11% 40% bond fund (b) 6% 20% the correlation between the fund returns is 0.0500. what is the sharpe ratio of the best feasible cal? (do not round intermediate calculations. round your answer to 4 decimal places.)
Answers: 3
Mathematics, 21.06.2019 14:40
Asequence is defined recursively by the formula f(n + 1) = f(n) + 3 . the first term of the sequence is –4. what is the next term in the sequence? –7–117
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Mathematics, 21.06.2019 17:00
Parks is wearing several rubber bracelets one third of the bracelets are tie dye 1/6 are blue and 1/3 of the remainder are camouflage if park swears to camouflage bracelets how many bracelets does he have on
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Mathematics, 21.06.2019 18:00
A. 90 degrees b. 45 degrees c. 30 degrees d. 120 degrees
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Mathematics, 21.06.2019 18:30
Analyze the graph of the cube root function shown on the right to determine the transformations of the parent function. then, determine the values of a, h, and k in the general equation.
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Apension fund manager is considering three mutual funds. the first is a stock fund, the second is a...
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