Which of the following is a financial intermediary? a mutual fund the stock market a U.S....
Which of the following is a financial intermediary?
a mutual fund
the stock market
a U.S. government bond
none of the above
Homework Answers
ANSWER:
The correct answer is option a that is a mutual fund as mutual fund act as a middlemen between the people and the companies.
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Which of the following is a financial intermediary?
a mutual fund
the stock market
a U.S....
11) 1) Which of the following is not a financial intermediary? A) an insurance company B)...
11) 1) Which of the following is not a financial intermediary? A) an insurance company B) a mutual fund C) a real estate brokerage firm D) a credit union
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 4.0%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 10% 32% Bond fund (B) 7% 24% The correlation between the fund returns is 0.1250. What is the Sharpe ratio of the best feasible...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 rate of 7%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 18 % 35 % Bond fund (B) 15 20 The correlation between the fund returns is 0.12. What is the Sharpe ratio of...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 0.0308. What is the Sharpe ratio of the best feasible...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 5.5%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 15 % 32 % Bond fund (B) 9 % 23 % The correlation between the fund returns is 0.15. a. What would be the...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 5.5%. The probability distributions of the risky funds are: Expected Return 15% Stock fund (5) Bond fund (B) Standard Deviation 32% 23% 9% The correlation between the fund returns is 0.15. a. What would be the investment proportions of...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 rate of 8%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 23 % 29 % Bond fund (B) 14 17 The correlation between the fund returns is 0.12. Solve numerically for the proportions of...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 rate of 4.0%. The probability distribution of the risky funds is as follows: Expected Return STD DEV Stock fund (S) 10% 32% Bond fund (B) 7 24 The correlation between the fund returns is 0.13. Solve numerically for the proportions of each asset...
Which of the following is true? A covered member's financial interest in a mutual fund is...
Which of the following is true? A covered member's financial interest in a mutual fund is a direct interest in the fund. A covered member's financial interest in a mutual fund is an indirect interest in the fund. A covered member's financial interest in a diversified mutual fund is a direct interest in the fund's underlying investments. A covered member's financial interest in an undiversified mutual fund is a direct interest in the fund's underlying investments.
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 4.6%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 16% 36% Bond fund (B) 7% 30% The correlation between the fund returns is 0.0800. What is the Sharpe ratio of the best feasible...
11) 1) Which of the following is not a financial intermediary? A) an insurance company B) a mutual fund C) a real estate brokerage firm D) a credit union
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 5.5%. The probability distributions of the risky funds are: Expected Return 15% Stock fund (5) Bond fund (B) Standard Deviation 32% 23% 9% The correlation between the fund returns is 0.15. a. What would be the investment proportions of...
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