Calculate the covariance of a portfolio

Assignment Help Financial Accounting

Reference no: EM132743630

Problem 1: Calculate the variance of a portfolio with 30% invested in X, 30% invested in Y, and 40 % invested in Z.

Problem 2: Calculate the covariance of a portfolio that has 12% in asset 1, 75% is asset 2, and 13% in asset 3 with a second portfolio that has 125% in asset 1, -10% in asset 2, and -15% in asset 3.

Reference no: EM132743630

Questions Cloud

Demonstrate what is the net advantage to leasing : Sufficient tax loss carryovers to offset any potential taxable income the firm might have over the next 5 years. What is the net advantage to leasing?

Calculate the bonus paid to each division : Each division had a bonus pool with 50% based on quality performance and 50% based on financial performance. Calculate the bonus paid to each division

What is the name of the business : 1. Identify one micro or small business entity. It may be a talipapa, sari-sari store, food processor, online business and the like

What is the net realizable value of the receivables : ?Lithotech, Inc had net sales in 2018 of $600,000 .At December? 31, 2018, before adjusting? entries, the balances in selected accounts? were.

Calculate the covariance of a portfolio : Calculate the covariance of a portfolio that has 12% in asset 1, 75% is asset 2, and 13% in asset 3 with a second portfolio that has 125% in asset 1

Find what is the annual rate on the bank loan : What is the annual rate on the bank loan? (Use 365 days in a year. Do not round intermediate calculations. Round the final answer to 2 decimal places.)

How much money will ez have in the account : Please show in excel & include detailed explanation of the math. For excel please provide what you entered for PV, FV, PMT, NPER, RATE, TYPE.

Explain what was cost of goods sold : During February the company produced 1,150 units at a cost of $18 per unit. If Higgins sold 1,700 units in February, what was its cost of goods sold?

Should the project be accepted or rejected : Compute the NPV statistic for Project Y if the appropriate cost of capital is 11 percent. Should the project be accepted or rejected

User Account

All Pages