subject
Business, 15.10.2019 23:00 Dede6308

Problem 6.19 emmy is analyzing a two-stock portfolio that consists of a utility stock and a commodity stock. she knows that the return on the utility stock has a standard deviation of 40 percent and the return on the commodity stock has a standard deviation of 30 percent. however, she does not know the exact covariance in the returns of the two stocks. emmy would like to plot the variance of the portfolio for each of three cases—covariance of 0.110, 0, and –0.110 — in order to understand how the variance of such a portfolio would react. do the calculation for all three cases (0.110, 0, and -0.110), assuming an equal proportion of each stock in the portfolio. case 1, σ12 = 0.110: (round answer to 4 decimal places, e. g. 0.0768.) variance link to text case 2, rho = 0.0: (round answer to 4 decimal places, e. g. 0.0768.) variance link to text case 3, σ12 = -0.110: (round answer to 4 decimal places, e. g. 0.0768.) variance

ansver
Answers: 3

Another question on Business

question
Business, 22.06.2019 08:40
Which of the following is not a characteristic of enterprise applications that cause challenges in implementation? a. they introduce "switching costs," making the firm dependent on the vendor. b. they cause integration difficulties as every vendor uses different data and processes. c. they are complex and time consuming to implement. d. they support "best practices" for each business process and function. e. they require sweeping changes to business processes to work with the software.
Answers: 1
question
Business, 22.06.2019 12:10
In year 1, the bennetts' 25-year-old daughter, jane, is a full-time student at an out-of-state university but she plans to return home after the school year ends. in previous years, jane has never worked and her parents have always been able to claim her as a dependent. in year 1, a kind neighbor offers to pay for all of jane's educational and living expenses. which of the following statements is most accurate regarding whether jane's parents would be allowed to claim an exemption for jane in year 1 assuming the neighbor pays for all of jane's support? a.no, jane must include her neighbor's gift as income and thus fails the gross income test for a qualifying relative.b.yes, because she is a full-time student and does not provide more than half of her own support, jane is considered her parent's qualifying child.c.no, jane is too old to be considered a qualifying child and fails the support test of a qualifying relative.d.yes, because she is a student, her absence is considered as "temporary." consequently she meets the residence test and is a considered a qualifying child of the bennetts.
Answers: 2
question
Business, 22.06.2019 13:30
You operate a small advertising agency. you employ two secretaries, a graphic designer, three sales representatives, and an office coordinator. 1. what types of things would you consider when determining how to compensate each position? describe two (2) considerations. 2. what type of compensation plan would you use for each position?
Answers: 1
question
Business, 22.06.2019 16:10
Answer the following questions using the banker’s algorithm: a. illustrate that the system is in a safe state by demonstrating an order in which the processes may complete. b. if a request from process p1 arrives for (1, 1, 0, 0), can the request be granted immediately? c. if a request from process p
Answers: 1
You know the right answer?
Problem 6.19 emmy is analyzing a two-stock portfolio that consists of a utility stock and a commodit...
Questions
question
Mathematics, 09.03.2021 04:40
question
Mathematics, 09.03.2021 04:40
question
Mathematics, 09.03.2021 04:40
question
Mathematics, 09.03.2021 04:40
question
Mathematics, 09.03.2021 04:40
Questions on the website: 13722367