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Question: You are an analyst for public fund and you have been assigned the task of evaluating portfolio managers, following are data over the past five years: Portfolio Actual Average Return Standard Deviation Beta Security X 10.20% 12.00% 1.20 Security Y 8.80% 9.90% 0.80 Additionally, your estimate for the risk premium for the market portfolio is 5% and the risk-free rate is currently 4.50%.
a. For both X and Y, calculate the expected return using the CAPM
b. Calculate each asset's alpha (actual return minus expected return over the five-year holding period. Show graphically how this can be plot on SML.
c. X and Y - undervalued or overvalued? d. X and Y - buy or sell?
If 430 pounds of pebbles cover 1500 square feet, how many pounds of pebbles are necessary to cover 75,000 square feet?
Show that f 5x2/(1 + x)1/3dx = 3(1 + x)2/3(5x2 - 6x + 9)/8 + C
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Write the algebraic expression that represents each member's earnings.
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life insurance policy with coverage of $110,000. if the probability taht he will live through the year is 0.9993, what is the expected value of the insurance policy?
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Bob draws a red pen and DOES NOT put it back before drawing a 2nd time. What is the probability of drawing a red pen on the SECOND drawing?
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A train 125 m long passes a man, running at 5 km/hr in the same direction in which the train is going, in 10 seconds. The speed of the train
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