A pension 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 4.2%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 12 % 33 % Bond fund (B) 5 % 26 % The correlation between the fund returns is .0308. Suppose now that your portfolio must yield an expected return of 11% and be efficient, that is, on the best feasible CAL. a. What is the standard deviation of your portfolio? (Do n

Answers

Answer 1

Answer:

28.63%

Step-by-step explanation:

Given data:

correlation between funds = 0.308

Risk-free rate = 0.042

Expected return rate = 0.11

Calculate the standard deviation of the new portfolio

standard deviation of portfolio = ( weight of risky assets )* (standard deviation of optimal risky portfolio )

weight of risky assets = (expected return - risk-free rate) / ( expected return of optimal portfolio - risk-free rate ) ( calculated using excel spreadsheet)

= 0.9696

Standard deviation of optimal risky portfolio = 29.525489% ( calculated using excel spreadsheet )

hence standard deviation of portfolio that would an expected return of 11%

= 0.9696 * 29.525489%

= 28.63%


Related Questions

Can someone help with this?

Answers

Answer:

x<_2

Step-by-step explanation:

Its the second answer choice.

3x<_6

Divide 3 by both sides and you get the answer.

Answer:

x≤18

Step-by-step explanation:

it's either x≤2 or x≤18 since it says a number less than or equal to


Shoes are $50 a pair. Brian got $250 for his birthday. Which of the following is an equation to solve for this?

Answers

Answer:

We need the options But I’m guessing 50 + x = 250

Step-by-step explanation:

Today was a snow day. Felicia decided to track the snowfall. There were already 2 inches of snow on the ground from a previous storm. She measured the snow fall each hour. She found that exactly 1.5 inches of snow fell each hour. What is the initial value and rate or change?​

Answers

Oh yeah I guess you don’t know that you have a baby girl I don’t want

Between which two integers can the square root of 37 be found?

Answers

Answer:

37 lies between two perfect squares, 36 and 49.

Step-by-step explanation:

Answer:

18 and 19

Step-by-step explanation:

2n= 37-1

n= 36/2 = 18 :)

I thought it was 139, but apparently im wrong, can someone please help?

Answers

Answer:  c = 29

Work Shown:

Use the pythagorean theorem

a^2+b^2 = c^2

21^2 + 20^2 = c^2

441 + 400 = c^2

841 = c^2

c^2 = 841

c = sqrt(841)

c = 29

Please help ASAP 4 and 5 will mark brainliest and give 10 points

Answers

Answer

I know the answer to number 4 is No

Step-by-step explanation:

Because when you plug the coordinates (8,-44) into the equation y=-7x+6 it gives the wrong output of -50


5.76

228
35



Which list shows the lengths in order from greatest to least?

Answers

Answer:

the correct order of these from greatest to least is. 228, 35, 5.76

For question A, I figured out one of the expressions is n^2+2, but I need two, and I have no idea what the second one could be.

For B, I figured out it’s a Quadratic function, but I need help explaining why.

For C, I have nothing.

Answers

C is your correct answer i think ao

On which number line are -3 and its opposite shown?
-10
-9
8
-7
-6
-5
4
3
O
1
2
3
4
5
6
7
8 9
10
-10-9-8-7 -6
-54
3
2.1
0
1
2
3
4
5
6
7
8 9
10
toto+
-10-9
-8-7
-6
-5-4
3
2
.1
0
1
2
3
4
5
6
7
8 9 10
- 10 9 8 7
3 2
-1
0
1
2
3
4
6
7
8
9 10

Answers

Answer:

it is on the farthest to the left of the screen

Find the slope of the line that passes through:
(-4,7) and (-6, -4)

Answers

Answer:

Ok:

Step-by-step explanation:

The formula is [tex]\frac{y_2-y_1}{x_2-x_1}[/tex]. Here, we can plug in values where x2 = -6, x1 = -4, y2=-4, and y1 = 7. Solving, we get the slope is 11/2 or 5.5.

11/2 or 5.5 is your answer bud

How can you tell when an equation has no solution or infinite
solutions? Either answer in words or give an example of each


Pls answer this or an example

Answers

Answer:

If the equation ends with a false statement (ex: 0=3) then you know that there's no solution. If the equation ends with a true statement (ex: 2=2) then you know that there's infinitely many solutions or all real numbers.

evaluate this
| 5+-3-2 |

Answers

Answer:

0 is the answer

Step-by-step explanation:

Answer:

0

Step-by-step explanation:

5+-3= -2

-2-2=0

Find the principal. Annual rate of interest= 11% Period=3 years Total interest= 825 rupees Principal rupees​

Answers

Answer:

I = $ 1,937.50

Step-by-step explanation:

A teacher instituted a new reading program at school. After 10 weeks in the​ program, it was found that the mean reading speed of a random sample of 19 second grade students was 90.7 wpm. What might you conclude based on this​ result? Select the correct choice below and fill in the answer boxes within your choice. ​(Type integers or decimals rounded to four decimal places as​ needed.)

Answers

Complete question is;

The reading speed of second grade students in a large city is approximately normal, with a mean of 91 words per minute (wpm) and a standard deviation of 10 wrpm. A teacher instituted a new reading program at school. After 10 weeks in the​ program, it was found that the mean reading speed of a random sample of 19 second grade students was 90.7 wpm. What might you conclude based on this​ result? Select the correct choice below and fill in the answer boxes within your choice. ​(Type integers or decimals rounded to four decimal places as​ needed.)

Answer:

We would conclude that the new program doesn't seem to be more effective than the old program.

Step-by-step explanation:

We are given;

Population mean; μ = 91

Population standard deviation; σ = 10

Sample mean; x¯ = 90.7

Sample size; n = 19

Formula for z-score

z = (x¯ - μ)/(σ/√n)

z = (90.7 - 91)/(10/√19)

z = -0.131

From online p-value from z-score calculator attached, using z = -0.131; significance level = 0.05; one tailed, we have;

P-value = 0.4479

This is more than the significance level of 0.05. Thus, we would conclude that the new program doesn't seem to be more effective than the old program.

3900 people attended a football game. If 25% of the people who attended were teenagers, how many teenagers attended the game?

Answers

Answer:

975 teenagers attended the game.

Kenny takes a cab to the airport. He is charged $2.56 per mile. Kenny pays the driver a total of $59.72 for the trip which includes a tip of $9.8. How many miles did Kenny travel to reach the airport?

Answers

Answer:

Kenny traveled 19.5 miles

Step-by-step explanation:

So, the additive inverse of -7/8 is​

Answers

Answer:

Im prett sure its 7/8

Step-by-step explanation:

The additive inverse of a number is a number that, when added, goes to zero. For example, 7 is -7 because when added it equals 0 (or 7-7)

WHO WANTS BRANLIEST???

Answers

Answer: ME

Step-by-step explanation:

You would use y=mx+b
therefore the answer would be y=5

Compare the ratios 4:5 and 16:20.
I need this quick

Answers

They are both 4/5 therefore they are the same ratio.
4:5 is just the simplified version of 16:20! Hope I helped!! :)

Can someone explain this? Are my answers for 2 and 4 good?

Answers

Answer:

I can't see that good enough

Del Gato Clinic's cash account shows a $11,589 debit balance and its bank statement shows $10,555 on deposit at the close of business on June 30. Outstanding checks as of June 30 total $1,829. The June 30 bank statement lists a $16 bank service charge. Check No. 919, listed with the canceled checks, was correctly drawn for $467 in payment of a utility bill on June 15. Del Gato Clinic mistakenly recorded it with a debit to Utilities Expense and a credit to Cash in the amount of $476. The June 30 cash receipts of $2,856 were placed in the bank's night depository after banking hours and were not recorded on the June 30 bank statement.

Answers

Answer:

Adjusted bank balance $11,582

Adjusted book balance $11,582

Step-by-step explanation:

Preparation of bank reconciliation statements

DEL GATO CLINIC Bank Reconciliation

June 30

Bank statement balance $10,555

Add: Bank deposit $2,856

Total $13,411

Deduct: Outstanding checks $1,829

Adjusted bank balance $11,582

($13,411-$1,829)

DEL GATO CLINIC Bank Reconciliation

June 30

Book balance $11,589

Add: Error in check $9

($467-$476)

Deduct: Bank charges$16

Adjusted book balance $11,582

($11,589+$9-$16)

Therefore Adjusted bank balance will be $11,582 while Adjusted book balance will be $11,582

Need help with this one fast

Answers

Answer:

a ≈ 43.64

hope this helps

8(x+1)-7x ≥-3 help me find the solution

Answers

Answer:

x [tex]\geq[/tex] 11

Step-by-step explanation:

[tex]8\left(x+1\right)-7x[/tex]

[tex]8x+8-7x[/tex]

[tex]x+8[/tex]

Then..

[tex]x+8\ge \:-3[/tex]

Subtract 8 from both sides

[tex]x+8-8\ge \:-3-8[/tex]

Then, you got your awnser.

[tex]x\ge \:-11[/tex]

this graph shows how fast the International Spacd Station travels in orbit around Earth. what is the meaning of the point with an x-coordinate of 2​

Answers

Answer:

have you found the answer I need it to

If x=2, what is the value of y in the equation y=3x−1

A. y=3

B. y=-5

C. y=-3

D. y=5

please help fast please

Answers

Answer:

D.

Step-by-step explanation:

If y=3(2)-1, then y=6-1, therefore y=5

Y=5 - explanation 3•2 = 6-1- y=5

Rewrite in simplest terms: -7(10p-10)+3(-6p-6)

Answers

Answer:

−88p + 52

Step-by-step explanation:

Jermaine is going off to college and needs to figure out how much he needs to pay. Jermaine will be getting $1,000 in savings, $500 from work study, and $13,000 from grants. If the total cost of tuition is $63,000, how much remaining tuition does Jermaine have?

Answers

Answer:

48950$

Step-by-step explanation:

Answer:

$48,500

Step-by-step explanation:

63000-1000-500-13000=x

Find the sale price of the item. Round to two decimal places if necessary.


Original price: $76.00

Markdown: 33%


The sale price is $ .


PLZ ANSWER ASAP!

Answers

25.08 I think
I divided 76.00 by 33
$50.92 would be the sale price of the item

is a type of appeal that tries to make readers feel something.



A:Ethos

B:Logos

C:Pathos

D:Eros
(i put it on math my bad)

Answers

Answer:

C i think

Step-by-step explanation:

Lesson 6: Find the circumference of the figure below. Round to the nearest
tenth. *
6.2 cm
C=120.8cm
C=39.0cm
C=30.2cm
C=19.5cm

Answers

Answer:C=120.8cm

Step-by-step explanation:

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