Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
Question - Let $4 million is invested in shares in ABC Ltd, which have an estimated return of zero and a standard deviation of 30 per cent per annum. Also assume that $7 million is invested in shares in XYZ Ltd, which have an estimated return of zero and a standard deviation of 20 per cent per annum. Returns of both shares follow a normal probability distribution and abnormally bad market conditions are expected 5 per cent of the time (assume that the correlation between the returns on the shares is 0.25)
(a) Compute Value-at-risk (VaR) for ABC Ltd and XYZ Ltd individually.
(b) Compute Value-at-risk (VaR) of a portfolio consisting of 60% investment in ABC Ltd and 40% investment in XYZ Ltd.
(c) Explain the reason for the differences in results you find in (a) and (b) above.
Hubbard argues that the Fed can control the Fed funds rate, but the interest rate that is important for the economy is a longer-term real rate of interest. How much control does the Fed have over this longer real rate?
Coures:- Fundamental Accounting Principles: - Explain the goals and uses of special journals.
Accounting problems, Draw a detailed timeline incorporating the dividends, calculate the exact Payback Period b) the discounted Payback Period. the IRR, the NPV, the Profitability Index.
Term Structure of Interest Rates
Write a report on Internal Controls
Prepare the bank reconciliation for company.
Create a cost-benefit analysis to evaluate the project
Theory of Interest: NPV, IRR, Nominal and Real, Amortization, Sinking Fund, TWRR, DWRR
Distinguish between liquidity and profitability.
Your Corp, Inc. has a corporate tax rate of 35%. Please calculate their after tax cost of debt expressed as a percentage. Your Corp, Inc. has several outstanding bond issues all of which require semiannual interest payments.
Simple Interest, Compound interest, discount rate, force of interest, AV, PV
CAPM and Venture Capital
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!
whatsapp: +1-415-670-9521
Phone: +1-415-670-9521
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd