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Stock X has a standard deviation of returns of 0.6, and Stock Y has a standard deviation of 0.4. The correlation of the two stock is 0.5. Compute the standard deviation of a portfolio invested half in X and half in Y.
The Effect of Financial Leverage and working capital management
Capital Asset Pricing Model (CAPM) is used to calculate the required return from a stock. To calculate the required return from ABC stock, a regression was run between the S&P Index daily retun over risk free rate.
Investment Analysis through Incremental Analysis and compute the incremental net income of the investment for each year
United Technologies is not totally certain that salvage value will be this amount and wants to find out NPV without this amount in capital budgeting exercise. NPV would therefore be?
The Microsoft antitrust trial has been one of the biggest investigations of antitrust behavior since the turn of the century. Divide your group into two sides: one that supports the government side, and one that support's Microsoft's side.
Suppose you are an analyst studying Beranek Technologies, which was founded ten years ago. It has been profitable for the last five years, but it has needed all of its earnings to support growth and thus has never paid a dividend.
Suppose you have two hundred shares of Somner Resources preferred stock, which currently sells for $40 per share and pays annual dividends of $3.40 each share.
Computation of expected value and standard deviation and What is the expected value of unit sales for the new product
Find what is the risk neutral rate of return that can earned using a riskless hedge and stock
Convertible Bonds Accounting, Capital lease conditionality, Types of investments, Cash flows statement significance.
Evaluate ABC cost of equity capital by using the market risk premium of 3.5%. What is firm's WACC under each of 2 suppositions about market risk premium.
Please give a brief explanation of how the following international risk factors affect United States REAL ESTATE INDUSTRY:
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