Homework Answers
1.
=risk premium/standard deviation
=8%/16%
=0.5
2.
=Number of shares*price per share*(1-initial margin%)
=900*90*(1-65%)
=28350.00
Add Answer to:
can someone please help me with these 2 questions ? 14. You manage an equity fund with an expected risk premium of 8...
You manage an equity fund with an expected risk premium of 11.2% and a standard deviation...
You manage an equity fund with an expected risk premium of 11.2% and a standard deviation of 26%. The rate on Treasury bills is 4.2%. Your client chooses to invest $70,000 of her portfolio in your equity fund and $30,000 in a T-bill money market fund. What is the reward-to-volatility (Sharpe) ratio for the equity fund? (Round your answer to 4 decimal places.) Reward-to-volatility Ratio
ou manage an equity fund with an expected risk premium of 10.4% and a standard deviation...
ou manage an equity fund with an expected risk premium of 10.4% and a standard deviation of 18%. The rate on Treasury bills is 5%. Your client chooses to invest $45,000 of her portfolio in your equity fund and $55,000 in a T-bill money market fund. What is the reward-to-volatility ratio for the equity fund? (Round your answer to 4 decimal places.) Reward-to-volatility ratio
Question You manage an equity fund with an expected risk premium of 10% and an expected...
Question You manage an equity fund with an expected risk premium of 10% and an expected standard deviation of 14%. The rate on Treasury bills is 6 %. Your client chooses to invest $60,000 of her portfolio in your equity fund and $40,000 in a T-bill money market fund What is the expected return and standard deviation of return on your client's portfolio?
Course：Porfolio fund and management Question You manage an equity fund with an expected risk premium of...
Course：Porfolio fund and management
Question You manage an equity fund with an expected risk premium of 10% and a standard deviation of 14%. The rate on Treasury bills is 6%. Your client chooses to invest $60,000 of her portfolio in your equity fund and $40,000 in a T-bill money market fund What is the expected return and standard deviation of return on your client's portfolio?
You manage an equity fund with an expected risk premium of 13.2% and a standard deviation...
You manage an equity fund with an expected risk premium of 13.2% and a standard deviation of 46%. The rate on Treasury bills is 4.6%. Your client chooses to invest $105,000 of her portfolio in your equity fund and $45,000 in a T-bill money market fund. What is the expected return and standard deviation of return on your client’s portfolio? (Round your answers to 2 decimal places.) Expected return % Standard deviation %
Q1: A: You manage an equity fund with an expected risk premium of 9% and a...
Q1: A: You manage an equity fund with an expected risk premium of 9% and a standard deviation of 16%. The rate on T-bills is 4%. Your client chooses to invest $80,000 of her portfolio in your equity fund and $20,000 in T-bills. What is the expected return of your client's portfolio? Type percentage points and accurate to the hundredth. Q1: B: As in Question#1, what is the Sharpe ratio for the equity fund?
finance help please 1. Assume that you manage a risky portfolio with an expected rate of...
finance help please
1. Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 28%. The T-bill rate is 8%. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. a) What is the expected value and standard deviation of the rate of return on his portfolio? b) Suppose that your risky portfolio includes the following investments in the given...
Assume that you manage a risky portfolio with an expected rate of return of 18% and...
Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 34%. The T-bill rate is 4%. Your client chooses to invest 85% of a portfolio in your fund and 15% in a T-bill money market fund. a. What is the expected return and standard deviation of your client's portfolio? (Round your answers to 2 decimal places.) Expected return % per year Standard deviation % per year b. Suppose your risky...
1. Consider historical data showing that the average annual rate of return on the S&P 500...
1. Consider historical data showing that the average annual rate of return on the S&P 500 portfolio over the past 85 years has averaged roughly 8% more than the Treasury bill return and that the S&P 500 standard deviation has been about 20% per year. Assume these values are representative of investors' expectations for future performance and that the current T-bill rate is 5%. Calculate the expected return and variance of portfolios invested in T-bills and the S&P 500 index...
Can someone please help me answer the following question? 15. You opened several accounts with XYZ...
Can someone please help me answer the following question? 15. You opened several accounts with XYZ broker. Which of the following accounts is under identical ownership as your individual portfolio margin account? a. Your Roth Individual Retirement Account b. Your Individual Margin Account c. Your Joint Account with Rights of Survivorship d. Your Corporate Account e. Your 401(k) Account
You manage an equity fund with an expected risk premium of 11.2% and a standard deviation of 26%. The rate on Treasury bills is 4.2%. Your client chooses to invest $70,000 of her portfolio in your equity fund and $30,000 in a T-bill money market fund. What is the reward-to-volatility (Sharpe) ratio for the equity fund? (Round your answer to 4 decimal places.) Reward-to-volatility Ratio
Question You manage an equity fund with an expected risk premium of 10% and an expected standard deviation of 14%. The rate on Treasury bills is 6 %. Your client chooses to invest $60,000 of her portfolio in your equity fund and $40,000 in a T-bill money market fund What is the expected return and standard deviation of return on your client's portfolio?
Course：Porfolio fund and management
Question You manage an equity fund with an expected risk premium of 10% and a standard deviation of 14%. The rate on Treasury bills is 6%. Your client chooses to invest $60,000 of her portfolio in your equity fund and $40,000 in a T-bill money market fund What is the expected return and standard deviation of return on your client's portfolio?
finance help please
1. Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 28%. The T-bill rate is 8%. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. a) What is the expected value and standard deviation of the rate of return on his portfolio? b) Suppose that your risky portfolio includes the following investments in the given...
Most questions answered within 3 hours.
-
Assume that the population of Mexico is 128
million and that the population increases 1.01
percentannually....
asked 6 minutes ago -
Can someone please help me add appropriate descriptive
comments to each line of code in the...
asked 12 minutes ago -
Romeo wishes to throw a bouquet of flowers to Juliet, who is on
a second-story balcony,...
asked 1 hour ago -
Why is QE a controversial monetary policy tool.
A. It may lead to excessive inflation.B. By...
asked 1 hour ago -
Principles of Programming midterm study guide help!
1.)
______ Which of the following would reference the...
asked 55 minutes ago -
A finite potential well has depth U0 = 2.78 eV . What is the
penetration distance...
asked 1 hour ago -
1. The bus bars of a power station are in two sections A and B
separated...
asked 1 hour ago -
Fiscal policy is the deliberate manipulation of taxes and
government spending to alter GDP, employment, inflation...
asked 2 hours ago -
evaluating an expression using only one digit and + and - as
operators ....3+5-1+7-5+8
-----------------------
stack...
asked 2 hours ago -
Two concentric current loops lie in the same plane. The smaller
loop has a radius of...
asked 3 hours ago -
1)Which of the following is an
important difference between qualified and nonqualified retirement
plans?
a. Qualified...
asked 3 hours ago -
What's the streaming business's problem on the
horizon?
asked 4 hours ago