User Account

All Pages

Calculate the standard deviation

Assignment Help Finance Basics
Reference no: EM133114449

Now you construct your portfolio by determining the optimal weight of each asset. For each period, calculate the standard deviation of 10 alphas you have computed. For example, Jan 1, 2001, you have 10 alpha points for 10 markets. You calculate the standard deviation of these 10 alphas.

Reference no: EM133114449

Questions Cloud

Improve the performance of the business : Putting on your consultant's hat what recommendations would you make to grow or improve the performance of the business?
What was the purpose of the clique : What clique are you a part of in your current organization (or a prior organization). What was the purpose of the clique?
What is the balance on the original loan : You purchased a 16,000 SF warehouse building 6 years ago for $577,000. You are considering refinancing.
Explain to a group of people without a background in finance : Explain to a group of people without a background in finance, using language they can understand and without jargon, why the equity risk premium (ERP) is, simul
Calculate the standard deviation : Now you construct your portfolio by determining the optimal weight of each asset. For each period, calculate the standard deviation of 10 alphas you have comput
Effective annual cost of the loan for cold ice inc : Cold Ice Inc. requires $360,000 in short-term credit and is currently arranging a loan with its bank. Cold Ice plans to use the funds for 6 months, the annual r
Calculate the davidson wacc using retained earnings : (1) Calculate the Davidson's WACC using Retained Earnings as the equity component cost.
Down payment and closing cost : a) Suppose you want to buy a new house. you currently have $25,000 and you figure you need to have a 10 percent downpayment plus an additional 5 percent of the
Observe the spot bb corporate rates : A lender is short on a 90-day FRA on the 180-day BB corporate bond yield. The agreed upon rate of the FRA contract is 15.7% and the notional amount is $500,000.

Reviews

Write a Review

Finance Basics Questions & Answers

  Calculate the amount of the annual loan repayment

Construct a table showing your calculations of net cash flow after tax (NCFAT) and calculate the NPV. Is the project acceptable? Why or why not?

  What is the beta for portfolio

Portfolio Beta. You have decided to invest in an equally weighted portfolio consisting of American Express, Procter & Gamble, Home Depot.

  What is the present value of the interest tax shield

Newborn Nursery has 12,000 bonds outstanding with a face value of $1,000 each. The coupon rate is 6.9 percent and the tax rate is 34 percent.

  What price did you pay for your bond

You bought a 4-year, 04.10% semi-annual coupon bond today and the current market rate of return is 04.30%. The bond is callable in 7 years with a $88 call.

  Cost of capital for bank overdraft

What is the cost of capital for bank overdraft (kbo). The overdraft rate is 7.6 % pa compounded 12 times a year? Answer as a percentage to two decimal places.

  Recommendations to malaysian government in response

Recommendations to Malaysian government in response to the increase in oil prices especially during the Covid-19 pandemic.

  What should be the price of the bond today

If prevailing nominal rates are 7.2%, what should be the price of the bond today (year 2020)?

  What is the expected return for the non-optimal complete

What is the expected return for the non-optimal complete portfolio with this increased level of risk?

  Define the barriers governments erect to control trade

List and define the barriers governments erect to control trade.

  What are the arguments for and against smart beta strategies

What are the arguments for and against smart beta strategies and what are the alternative explanations for why they should or shouldn't work?

  Standard deviation of the binomial distribution

Suppose 20 % of all balls produced by a particular manufacturer are less than 1.680 inches in  diameter, and assume that the number of such  balls, x, in a sample of three dozen balls can be adequately characterized by a binomial probability distr..

  Demonstrate the invalidity of argument

Demonstrate the invalidity of this argument by describing two ways that a decrease in pH caused by acid deposition can harm organisms living in an aquatic.

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

Submit Assignment

Academics

Major Subjects

Majors

Get In Touch

whatsapp: +1-415-670-9521

Phone: +1-415-670-9521

Email: [email protected]

TERMS & POLICIES

HELP & SUPPORT

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd