Business, 25.12.2019 18:31 myiacoykendall
An investor can design a risky portfolio based on two stocks, a and b. the standard deviation of return on stock a is 24%, while the standard deviation on stock b is 14%. the correlation coefficient between the returns on a and b is .35. the expected return on stock a is 25%, while on stock b it is 11%. the proportion of the minimum-variance portfolio that would be invested in stock b is approximately
Answers: 1
Business, 21.06.2019 19:20
Astock with a beta of 0.6 has an expected rate of return of 13%. if the market return this year turns out to be 10 percentage points below expectations, what is your best guess as to the rate of return on the stock? (do not round intermediate calculations. enter your answer as a percent rounded to 1 decimal place.)
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Business, 21.06.2019 20:30
Suppose the price of a complement to lcd televisions rises. what effect will this have on the market equilibrium for lcd tvs?
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Business, 22.06.2019 09:30
Factors like the unemployment rate, the stock market, global trade, economic policy, and the economic situation of other countries have no influence on the financial status of individuals. question 1 options: true false
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Business, 22.06.2019 11:20
Money aggregates identify whether each of the following examples belongs in m1 or m2. if an example belongs in both, be sure to check both boxes. example m1 m2 gilberto has a roll of quarters that he just withdrew from the bank to do laundry. lorenzo has $25,000 in a money market account. neha has $8,000 in a two-year certificate of deposit (cd).
Answers: 3
An investor can design a risky portfolio based on two stocks, a and b. the standard deviation of ret...
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