Reference no: EM13733908
1.) What are the assumptions that are required for the capital asset pricing model?
2.) Explain the three steps of top down investment.
3.) Create a portfolio using Markowitz-style portfolio optimization. To make your life easier, I have provided an excel spreadsheet that gives the framework necessary to solve this problem. Use the following information:
a. Frequency: Daily
b. Tickers: FXE, FXY, FXF, FXA (use yahoo.finance.com)
c. Price measure: adjusted closing price
i. Recall, a return =LN(P_t/P_t-1)*100
d. You may use performance during the calendar year 2012 as proxies for expected values
e. Constraints
i. The portfolio must be fully invested.
ii. The portfolio must have a return greater than or equal to 2% annualized or (2/252) % daily, see spreadsheet.
iii. The portfolio permits only long positions.
a) What are the optimal portfolio weights?
b) What is the expected portfolio variance and return?
c) What if you used those weights to construct a portfolio after the closing of the last trading day of 2012. How would that portfolio have performed (return and variance) during the first month of 2013? Comment on your findings.
|
How does zaras advantage travel globally
: Here you should explain and analyze how Zara's structure travels in other parts of the world -- fashion, pricing, costs, etc.
|
|
What were there religious reason to come
: what were there religious reason to come (conversion - homeland -what?). Catholics. Pilgrims. Puritans and Quakers.
|
|
Develop a proposal define the problem
: Develop a proposal (Justification, Benefits, Integrate with course material and other internet and academic research material)
|
|
How industrialization after the civil war influenced
: State you opinion on how industrialization after the Civil War influenced U.S. society, economy, and politics. Justify your response
|
|
Explain the three steps of top down investment
: What are the assumptions that are required for the capital asset pricing model and explain the three steps of top down investment.
|
|
Analysis of the community stakeholders
: Create your own analysis of the community stakeholders and audience using the demographics, geographics, psychographics, sociographics, usergraphics, and webographics described
|
|
Explian how household patterns in the united states
: Describe how household patterns in the United States are anticipated to change over the next few years and Examine the impact of such changes on the demand for different goods
|
|
Total money supply for the united states
: What are the requirements for something to be considered money and Why does the dollar have value - What does the money supply consist of and what are the respective amounts in the total money supply for the United States?
|
|
What is the average resource load factor
: What is the average resource load factor. How is it used to determine project completion times. What are two methods for addressing the constrained resource allocation problem
|