Calculate the total risk of the foreign portfolio

Reference no: EM131786816

Question: Calculate the total risk of the foreign portfolio.

a. Write the formula used to determine the volatility of the foreign portfolio.

b. Label and identify the values of each input.

c. Calculate and then bold/highlight the final solution.

Table 1	Global Portfolio Data
Date	Lotos (PLN)	Lotos (USD)	Div.	ROPC_L	USD T-bond (%)	ROPC_b	FX = zl/$	FX = $/zl	ROPC_fx	ROPC_fp	Joint ROPC_gp
15-Sep	253.74	66.27			145.1406		3.8289	0.2612
22-Sep	271.43	71.03			145.4788		3.8214	0.2617
29-Sep	309.08	78.01			144.6211		3.9621	0.2524
6-Oct	273.64	67.92			142.7324		4.0289	0.2482
13-Oct	251.2	67.27			140.0375		3.7342	0.2678
20-Oct	220.57	61.02	zl3.187		139.0325		3.6147	0.2766
27-Oct	220.99	61.96			138.9878		3.5667	0.2804
3-Nov	229.65	63.91	$0.832		138.4261		3.5933	0.2783
10-Nov	271.02	64.85			139.9121		3.6209	0.2762
							Pip = 4
	Which one?						Which one?

Reference no: EM131786816

Questions Cloud

Determine the company estimated cash balance : Prepare a cash budget to determine the company's estimated cash balance at December 31, 2009

Promotion was chosen by this company as strategy : Find a real life and current example of one of these promotions. Indicate why you think this promotion was chosen by this company as a strategy.

What is the operating income for faros hats etc : Faros Hats, Etc. has two product lines-baseball helmets and football helmets. What is the operating income for Faros Hats, Etc.

Federal government set interest rates for our country : 1. Does the Federal Reserve or the federal government set interest rates for our country?

Calculate the total risk of the foreign portfolio : Calculate the total risk of the foreign portfolio. Write the formula used to determine the volatility of the foreign portfolio.

What is his budgeted cash balance on december : Will Giovanni have enough cash to get through the year? What is his budgeted cash balance on December 31, 2010

Contemporary worker as companies apply more automation : What are some important ways that the nature of work will change for the contemporary worker as companies apply more automation

Prepare the entries to record the above transactions : Prepare the entries to record the above transactions as they would have been recorded on the books of the subsidiary

Organization pursue continuous improvement : Explain how these standards help this organization pursue continuous improvement.

User Account

All Pages