Business, 21.08.2021 04:10 jetskiinbunny31

You are asked to create an optimal tangent portfolio using three stocks (FB, TSLA, BA) assuming a risk-free rate is zero. Find optimal weights for the tangent portfolio satisfying the following condition: w subscript 1 plus w subscript 2 plus w subscript 3 equals 1 w subscript 1 greater or equal than 0 w subscript 2 greater or equal than 0 w subscript 3 greater or equal than 0 where w1 is a weight allocated to FB, w2 is a weight allocated to TSLA, and w3 is a weight allocated to BA. The average returns for FB, TSLA, BA are -0.28%, 0.99%, -0.39%, respectively. The covariance matrix is given by FB TSLA BA FB 0.04% 0.04% 0.02% TSLA 0.04% 0.41% 0.02% BA 0.02% 0.02% 0.04% 1. The optimal weight for FB is %. (Note: round to the nearest hundredth.) 2. The optimal weight for TSLA is %. (Note: round to the nearest hundredth.) 3. The optimal weight for BA is %. (Note: round to the nearest hundredth.)

Answers: 1

Show answers

Another question on Business

Business, 21.06.2019 20:30

According to the research in strategic human resources management,answers: firms that are able to use human resource practices to develop socially complex human and organizational resources are able to gain competitive advantage over firms that do not engage in these practices.firms that are able to use human resource practices to develop socially simplistic human and organizational resources are able to gain competitive advantage over firms that do not engage in these practices.firms that are able to use human resource practices to develop socially complex human and organizational resources gain little advantage over firms that do not engage in these practices.firms that are able to use human resource practices to develop socially complex human and organizational resources are at a competitive disadvantage when compared to firms that do not engage in these practices.

Answers: 3

Answer

Business, 21.06.2019 21:40

Torino company has 1,300 shares of $50 par value, 6.0% cumulative and nonparticipating preferred stock and 13,000 shares of $10 par value common stock outstanding. the company paid total cash dividends of $3,500 in its first year of operation. the cash dividend that must be paid to preferred stockholders in the second year before any dividend is paid to common stockholders is:

Answers: 2

Answer

Business, 22.06.2019 03:10

Jackson is preparing for his hearing before the federal communications commission (fcc) involving a complaint that was filed against him by the fcc regarding the interruption of radio frequency. the order to "cease and desist" using the radio frequency has had a detrimental impact on his business. once the administrative law judge prepares his or her initial order, jackson has no further options. no, jackson can request that the matter be reviewed by an agency board or commission. yes, once the initial order is presented, it's only a matter of time before the order becomes final.

Answers: 3

Answer

Business, 22.06.2019 11:00

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

Answers: 2

Answer

You know the right answer?

You are asked to create an optimal tangent portfolio using three stocks (FB, TSLA, BA) assuming a ri...

Questions