Create a high-quality presentation on the given topic

Reference no: EM132008904

Assignment - Need to create a high-quality presentation on the given topic.

You have 10 Mn to invest , You have invested 10 Mn in Fund A

Fund A has 10 Million, the Fund should make 500 thousand cash flow every year which should then be re-invested in fund B.

Fund A should consist of all these

US Equities = 40% maximum

Offshore asset equites = 10% maximum

USD Debt = 40% maximum

Mortgages 10% maximum

Alternate investments = 10% maximum

And the fund B should consist of Fixed income or short money markets (18 months)

The constraints are that the fund's 1 day 99% VAR and 5 day 95% VAR should not lose more than 1 million dollars in a day and it should satisfy the stress level that US Equity should not lose 5%, Fixed income should not lose 3% and foreign exchange should not lose more than 5%.

You can use any data from any website for your analysis.

Reference no: EM132008904

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