Mathematical equations has been used to solve the weight of each
asset
Assume weight of one asset=
x
duration= 13.636
weight of second asset will be 1-x as total weight is 1
duration= 7.935
Total duration required=
10
so 10 = D1*weight 1 + D2*weight 2
10 = x*13.636 + (1-x)*7.935
10 = 13.636x + 7.935 - 7.935x
10-7.935 = 13.636x-7.935x
2.065= 5.701 x
x = 2.065/5.701
x = 0.3622171549
So weight of first asset= 0.3622
weight of second asset = 1-0.3622= 0.6378
please show step-by-step on how to solve this not on Excel We want the duration of...
How would you solve this algebraically? please show me,
thanks!
5. The duration of a $80 million portfolio is 12 years. $30 million dollars in new securities are added to the portfolio, increasing the duration of the portfolio to 15 years. What is the duration of the $30 million in new securities? The duration of the enhanced portfolio is the weighted average duration of the $80 million portfolio and the $30 million new securities. The weights are proportional to their...
please, please, explain the process and step by step how to
solve this problem, I want to get the logic and process:
>> Do not simplify the answer. I already saw other answers
and still do not get the process how to solve it<<
1. Draw the Direct Form II realization of the LTI system described by
1. Draw the Direct Form II realization of the LTI system described by
please show step by step how to solve these questions. Not
through excel please.
A stock had returns of 18.03 percent, -5.25 percent, 20.48 percent, and 8.67 percent for the past four years. What is the variance of the returns?
please, please, explain the process and step by step how to
solve this problem, I want to get the logic and process:
>> Do not simplify the answer. I already saw other
answers and still do not get the process how to solve
it<<
1. In class we found that the Fourier series of a unit amplitude square wave of period 2 seconds was given by x(t) = Σ 그etjnitt HTT odd (a) Show that this series can be rewritten...
USE SOLVER IN EXCEL TO ANSWER PROBLEM. Show step by step how
you got your answer
SOLVER | 387 18-2. Seven new projects are being proposed for our division. Each would require investments over the next three years, but each ultimately would result in a positive return on our investment Project A B с D E F G Expenditures in $ Millions Year 1 Year 2 Year 3 5 8 4 7 9 3 8 4 3 9 2 7...
PLEASE SOLVE USING EXCEL. PLEASE INCLUDE STEP BY STEP ON HOW TO
SOLVE THIS QUESTION ON EXCEL.. THANK YOU!!!!
1. DEVELOP SPREADSHEET MODELS FOR FORECASTING ATTENDANCE USING
SINGLE MOVING AVERAGE AND SINGLE EXPONENTIAL SMOOTHING.
(completed)
2. Using MAD, MSE, AND MAPE as guidance, find the best number of
moving average periods and best smoothing consant for exponential
smoothing.
PLEASE USE EXCEL TO SOLVE THIS QUESTION
N5 0San Francisco Giants (1958-1967 seasons) 4 Year Attendance1 Giants plus Oakland A's after A's...
Please show me the formula then solve the question. If the
answer is right you will get thumbs up, if wrong thumbs down. So
don’t answer till you are 100 percent sure.
Consider the bond that has a duration of 3 years. Calculate the expected percentage change in price if interest rates drop from 7% to 675% using the duration approximation. 1.
THE TIME TO MATURITY OF THE BONDS
IS 5 YEARS
5. Duration as an Approximation (Empirical) This question has two purposes. The first is to get you back in front of a computer and either coding the solution using a programming language or utilizing a spreadsheet to do the calcu- lations. Either is acceptable and a valid method of engaging with the question. The second is to have you more thoroughly explore the concept of duration. I will give you...
THE TIME TO MATURITY IS 5 YEARS
5. Duration as an Approximation (Empirical) This question has two purposes. The first is to get you back in front of a computer and either coding the solution using a programming language or utilizing a spreadsheet to do the calcu- lations. Either is acceptable and a valid method of engaging with the question. The second is to have you more thoroughly explore the concept of duration. I will give you two bonds with...
Can you please explain step by step how to solve these type of
questions please.
White light is a mixture of all colors with wavelengths between 400 and 700m. If we shine white light on two narrow slits spaced 1 x 10 m apart and place a screen 3 m behind the slits, we will see sn interference pattern a little different from the one we saw in DL. Notice that every wavelenght of light has its n = 0...