Assume that stock market returns have the market index as a common factor, and that all stocks in the economy have a beta of 1.7 on the market index. firm-specific returns all have a standard deviation of 35%. suppose that an analyst studies 20 stocks and finds that one-half of them have an alpha of +2.6%, and the other half have an alpha of −2.6%. suppose the analyst invests $1.0 million in an equally weighted portfolio of the positive alpha stocks, and shorts $1 million of an equally weighted portfolio of the negative alpha stocks. a. what is the expected profit (in dollars) and standard deviation of the analyst’s profit?
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Business, 22.06.2019 16:10
The brs corporation makes collections on sales according to the following schedule: 30% in month of sale 66% in month following sale 4% in second month following sale the following sales have been budgeted: sales april $ 130,000 may $ 150,000 june $ 140,000 budgeted cash collections in june would be:
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Business, 22.06.2019 18:30
> > objectives define federalism and explain why the framers adopted a federal system instead of a unitary system. categorize powers delegated to and denied to the national government, and powers reserved for and denied to the states, and the difference between exclusive and concurrent powers.
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Business, 22.06.2019 19:00
Gus needs to purée his soup while it's still in the pot. what is the best tool for him to use? a. potato masher b. immersion blender c. rotary mixer d. whisk
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Business, 22.06.2019 21:00
There is just one person in our group, silvia, who seems to have radically different ideas about how to complete our project. she seems to purposely disagree with the majority opinions of the rest of us though yesterday she said something that made a lot of sense to us solve our production problem. i suggested to the entire group today that we hear silvia’s suggestions and asked silvia to share in-depth more of what she said yesterday. i am using which adaptive leader behavior?
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Assume that stock market returns have the market index as a common factor, and that all stocks in th...
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