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Q1: Data Portfolio - Investment choices: Stock fund, Money Market (MM) fund 1 unit of Stock fund-...
Innis Investments manages funds for a number of companies and wealthy clients. The investment strategy is...
Innis Investments manages funds for a number of companies and wealthy clients. The investment strategy is tailored to each client’s needs. For a new client, Innis has been authorized to invest up to $1.2 million in two investment funds: a stock fund and a money market fund. Each unit of the stock fund costs $50 and provides an annual rate of return of 10%; each unit of the money market fund costs $100 and provides an annual rate of return...
According to contemporary investment theory it is safer to diversify your portfolio by selecting a variety of investment...
According to contemporary investment theory it is safer to
diversify your portfolio by selecting a variety of investments
rather than choosing a single investment option. Using the problem
solved in class add constraints so that each fund type is used for
a minimum of 5% of the total portfolio. (the optimal solution
should indicate to total annual return of 17.56%) Complete the same
SolverTable by changing beta with the new model that incorporates
the new constraints. Describe the differences between...
Problem 2-39 innis Investments manages funds for a number of companies and weslthy cients. The investment strategy...
Problem 2-39 innis Investments manages funds for a number of companies and weslthy cients. The investment strategy is tailored to each client's needs. For a new dient, Innis has been authorized to invest up to $1.2 million in two investment funds: a stock fund and a money market fund costs $100 and provides an annual rate of return of 4%. money market fund. Each unit of the stock fund costs SS and prov des an annual rate of return of...
You are managing an investor's account with $200,000. Investor's goal is to minimize the total ri...
You are managing an investor's account with $200,000. Investor's goal is to minimize the total risk. Possible investment options, expected rate of return, and risk indices of the investment options are given below. Stock Fund Money Market Fund 2% 0.04 12% Return Risk(unit/S) 0.25 Investor needs an annual income of $14000 Formulation: Dec Var: S- $to be invested in Stock Fund, M-.. in MM Obi. Function: Min (Total Risk) Min .25S+.04M Constraints: Budget: SM Return(Income): 0.12S+0.02M $14,000 Questions: (a) Average...
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 20% Standard Deviation 30% 15 Stock fund (5) Bond fund (B) 12 The correlation between the fund returns is 0.10. a-1. What are the investment proportions in 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 rate of 8%. The probability distribution of the risky funds is as follows: Expected Return 19% Standard Deviation 31% 23 Stock fund (S) Bond fund (B) 14 The correlation between the fund returns is 0.10. a-1. What are the investment proportions in 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 rate of 8%. The probability distribution of the risky funds is as follows: Expected Return 21% 12 Standard Deviation 288 18 Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.09. a-1. What are the investment proportions in 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 rate of 8%. The probability distribution of the risky funds is as follows: Expected Return 24% 12 Standard Deviation 30% 19 Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.13. a-1. What are the investment proportions in 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 rate of 8%. The probability distribution of the risky funds is as follows: Expected Return 203 Standard Deviation 356 15 Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.09. ces a-1. What are the investment proportions in 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 rate of 8%. The probability distribution of the risky fund is as follows: Expected Return 16% 12 Standard Deviation 35% 15 Stock fund (5) Bond fund (B) The correlation between the fund returns is 0.13. a-1. What are the investment proportions in the...
According to contemporary investment theory it is safer to
diversify your portfolio by selecting a variety of investments
rather than choosing a single investment option. Using the problem
solved in class add constraints so that each fund type is used for
a minimum of 5% of the total portfolio. (the optimal solution
should indicate to total annual return of 17.56%) Complete the same
SolverTable by changing beta with the new model that incorporates
the new constraints. Describe the differences between...
Problem 2-39 innis Investments manages funds for a number of companies and weslthy cients. The investment strategy is tailored to each client's needs. For a new dient, Innis has been authorized to invest up to $1.2 million in two investment funds: a stock fund and a money market fund costs $100 and provides an annual rate of return of 4%. money market fund. Each unit of the stock fund costs SS and prov des an annual rate of return of...
You are managing an investor's account with $200,000. Investor's goal is to minimize the total risk. Possible investment options, expected rate of return, and risk indices of the investment options are given below. Stock Fund Money Market Fund 2% 0.04 12% Return Risk(unit/S) 0.25 Investor needs an annual income of $14000 Formulation: Dec Var: S- $to be invested in Stock Fund, M-.. in MM Obi. Function: Min (Total Risk) Min .25S+.04M Constraints: Budget: SM Return(Income): 0.12S+0.02M $14,000 Questions: (a) Average...
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 20% Standard Deviation 30% 15 Stock fund (5) Bond fund (B) 12 The correlation between the fund returns is 0.10. a-1. What are the investment proportions in 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 19% Standard Deviation 31% 23 Stock fund (S) Bond fund (B) 14 The correlation between the fund returns is 0.10. a-1. What are the investment proportions in 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 21% 12 Standard Deviation 288 18 Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.09. a-1. What are the investment proportions in 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 24% 12 Standard Deviation 30% 19 Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.13. a-1. What are the investment proportions in 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 203 Standard Deviation 356 15 Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.09. ces a-1. What are the investment proportions in 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 fund is as follows: Expected Return 16% 12 Standard Deviation 35% 15 Stock fund (5) Bond fund (B) The correlation between the fund returns is 0.13. a-1. What are the investment proportions in the...
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