Business, 13.12.2019 20:31 ridzrana02
Imagine you are a provider of portfolio insurance. you are establishing a four-year program. the portfolio you manage is currently worth $80 million, and you promise to provide a minimum return of 0%. the equity portfolio has a standard deviation of 25% per year, and t-bills pay 7.2% per year. assume for simplicity that the portfolio pays no dividends (or that all dividends are reinvested).
a-1. what percentage of the portfolio should be placed in bills? (input the value as a positive value. round your answer to 2 decimal places.) portfolio in bills %
a-2. what percentage of the portfolio should be placed in equity? (input the value as a positive value. round your answer to 2 decimal places.) portfolio in equity %
b-1. calculate the put delta and the amount held in bills if the stock portfolio falls by 3% on the first day of trading, before the hedge is in place? (input the value as a positive value. do not round intermediate calculations. round your answers to 2 decimal places.)
b-2. what action should the manager take?
Answers: 1
Business, 21.06.2019 16:40, lbabineaux9887
Elephant, inc.'s cost of goods sold for the year is $2,000,000, and the average merchandise inventory for the year is $129,000. calculate the inventory turnover ratio of the company. (round your answer to two decimal places.)
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Business, 22.06.2019 11:00, saurav76
When using various forms of promotion to carry the promotion message, it is important that the recipients of the message interpret it in the same way. creating a unified promotional message, where potential customers perceive the same message, whether it is in a tv commercial, or on a billboard, or in a blog, is called
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Business, 22.06.2019 16:30, allytrujillo20oy0dib
Summarize the specific methods used by interest groups in order to influence governmental decisions making in all three branches of government. provide at least two examples from each branch.
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Imagine you are a provider of portfolio insurance. you are establishing a four-year program. the por...
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