Mathematics, 18.06.2021 02:30 ritaraum1802
Suppose that it is impractical to use all the assets that are incorporated into a specified portfolio (such as a given efficient portfolio). One alternative is to find the portfolio, made up of a given set of n stocks, that tracks the specified portfolio most closely—in the sense of minimizing the variance of the different returns. Specifically, suppose that the target portfolio has (random) rate of return rM. Suppose that there are n assets with (random) rates of return r1, r2, … rn. We wish to find the portfolio rate of return: r = α1r1+ α2r2 + … + αnrn (with ∑_(i=1)^n▒αI = 1) minimizing var(r - rM) Find a set of equations for the αn’s Although this portfolio tracks the desired portfolio most closely in terms of variance, it may sacrifice the mean. Hence a logical approach is to minimize the variance of the tracking error subject to achieving a given mean return. As the mean is varied, this results in a family of portfolios that are efficient in a new sense, say tracking efficient. Find the equations of the αi’sthat are tracking efficient.
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Mathematics, 21.06.2019 17:00
() at a farm, animals are fed bales of hay and buckets of gain.each bale of hay is in the shape of a rectangular prism.the base side lengths 2 feet and 3 feet,and the height is 5 feet. each bucket of grain is a cylinder with diameter of 3 feet. the height of the bucket is 5 feet as the height of bale. a. which is larger in area, the rectangular base of the bale or the circular base of the bucket? explain how you know b. which is larger in volume, the bale or the bucket? explain how you know
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Mathematics, 21.06.2019 19:10
Revirite the formula to determine the area covered by one can of paint. alyssa and her father are going to paint the house this summer. they know they'll need 6 cans of paint. enter the correct answer. 000 done a formula that describes this scenario is (licierali 000 oo 6 w w = the total area of the walls p = area covered by a can of paint
Answers: 1
Mathematics, 21.06.2019 20:30
Write two point-slope equations for the line passing through the points (6, 5) and (3, 1)
Answers: 1
Suppose that it is impractical to use all the assets that are incorporated into a specified portfoli...
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