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Examining stochastic processes:
Assume 3 risky assets X, Y, Z where the expected returnexpected return of X is 7%, the of Y is 4% and historical/ deterministic/ observed returns of Z is 0.02%.
We also know that the variance of X is 20%, the variance of Y is 5% and the correlation of X and Y is -0.2 . The person who holds these assets puts them in a portfolio and decides that X is 70% of the portfolio, Y is 25% of the portfolio and Z is 5% of the portfolio.
Question 1: If the person wants the standard deviation of the portfolio to remain at 10% then how much weight should they allocate to each asset?
Should management go ahead with the repurchase? Why or why not?
"Building a Sustainable Successful Organization." Please respond to the following:
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This exercise deals with obtaining martingales. Suppose Xt is a geometric process with drift μ and diffusion parameter σ.(a) When would the e-rt Xt be a martingale? That is, when would the following equality hold. (b) More precisely, remember from th..
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Callaghan Motors' bonds have 22 years remaining to maturity. Interest is paid annually; they have a $1,000 par value; the coupon interest rate is 6%; and the yield to maturity is 5%. What is the bond's current market price? Round your answer to tw..
Identify which of the following loan covenants are affirmative and which are negative covenants: Nige Trading Corporation must pay no dividends.
New Mexico Lumber recently reported that its earnings per share were $ 5 .00. The company has 6 00,000 shares of stock outstanding. The company's interest expense was $ 3 00,000. The corporate tax rate is 40 percent. What was the company's operati..
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