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Question - This is all the information that the question provides, please help:
An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 21% and a standard deviation of return of 39%. Stock B has an expected return of 14% and a standard deviation of return of 20%. The correlation coefficient between the returns of A and B is .4. The risk-free rate of return is 5%.
1) Find the expected return on the optimal risky portfolio.
2) Suppose the investor has $1 million to invest and wants to have an expected return of 14.8% for her complete portfolio. Find the dollar amount of her investment in the risk-free asset, stock A, and Stock B.
Determine the intrinsic value of the stock of company A,B, C using the following information: Dividends for the next four years are expected to be 0.59, 0.67, 0.76, 0.85.
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What is the name and business of each company? What is the outstanding number of shares for each company? Make a presentable excel sheet to list monthly share prices for last 3 Years for both companies.
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Calculate the firms weighted average cost of capital and what is Nealons cost of equity capital when new shares are sold, and what is the weighted average cost of the added funds involved in the issuance of new shares?
Calculate the firm's earnings per share (EPS) for each year, recognising that the number of shares issued has remained unchanged since the firm's inception. Comment on the EPS performance in view of your response to question 1a.
Visit Crown Financial Ministries and go to Media - Keep a Christian perspective in finances
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