subject
Business, 21.10.2020 17:01 tobywaffle1234

An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 14% and a standard deviation of return of 20.0%. Stock B has an expected return of 10% and a standard deviation of return of 5%. The correlation coefficient between the returns of A and B is 0.50. The risk-free rate of return is 6%. The proportion of the optimal risky portfolio that should be invested in stock A is .

ansver
Answers: 3

Other questions on the subject: Business

image
Business, 21.06.2019 22:50, Zagorodniypolina5
Tara incorporates her sole proprietorship, transferring it to newly formed black corporation. the assets transferred have an adjusted basis of $240,000 and a fair market value of $300,000. also transferred was $10,000 in liabilities, $1,000 of which was personal and the balance of $9,000 being business related. in return for these transfers, tara receives all of the stock in black corporation. a. black corporation has a basis of $241,000 in the property. b. black corporation has a basis of $240,000 in the property. c. tara’s basis in the black corporation stock is $241,000. d. tara’s basis in the black corporation stock is $249,000. e. none of the above.
Answers: 1
image
Business, 22.06.2019 11:00, jasozhan
Your debit card is stolen, and you report it to your bank within two business days. how much money can you lose at most? a. $500 b. $25 c. $50 d. $150
Answers: 2
image
Business, 22.06.2019 16:30, piratesfc02
Suppose that electricity producers create a negative externality equal to $5 per unit. further suppose that the government imposes a $5 per-unit tax on the producers. what is the relationship between the after-tax equilibrium quantity and the socially optimal quantity of electricity to be produced?
Answers: 2
image
Business, 22.06.2019 17:40, libi052207
Turrubiates corporation makes a product that uses a material with the following standards standard quantity 8.0 liters per unit standard price $2.50 per liter standard cost $20.00 per unit the company budgeted for production of 3,800 units in april, but actual production was 3,900 units. the company used 32,000 liters of direct material to produce this output. the company purchased 20,100 liters of the direct material at $2.6 per liter. the direct materials purchases variance is computed when the materials are purchased. the materials quantity variance for april is:
Answers: 1
You know the right answer?
An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected retur...

Questions in other subjects:

Konu
Mathematics, 26.09.2019 18:00