Find tims var for this portfolio

Assignment Help Financial Management

Reference no: EM132028475

Tim's Loan Company has 900 M in a large equity trading portfolio. The beta of the portfolio is 1.6.

If 5% is considered a large adverse move, find Tim's VAR for this portfolio.

The response must be typed, single spaced, must be in times new roman font (size 12) and must follow the APA format.

Reference no: EM132028475

Questions Cloud

Determine the incremental rate of return for the machine : Using Equivalent Uniform Annual Worth method of analysis, determine the Incremental Rate of Return for the machine, which should be selected.

How much long-term debt does blackwell automotive have : It also had accounts receivable of $141,258 and other current assets of $11,223. How much long-term debt does Blackwell Automotive have?

Develop an analysis of amazon company : In this topic, apply the next two steps of the nine-step assessment process to develop a 500-word analysis of your chosen company: Amazon.

Prepare comparative condensed income statements : Units purchased consisted of 40,000 units at $4.20 on May 10; Prepare comparative condensed income statements for 2015 under FIFO and LIFO

Find tims var for this portfolio : Tim's Loan Company has 900 M in a large equity trading portfolio. The beta of the portfolio is 1.6.

What would be the selling price today of a coupon : Three zero coupon risk-free discount bonds of one, two and three year term to maturity are selling for, respectively, $950, $890 and $800.

Determine the amount of capital gain or loss : Based on the information provided, determine the amount of capital gain or loss Mr. Mann incurred through this transaction

What is the pre-money valuation for the series d funding : You invested $114,000 of your own money and received 5.7 million shares of Series A preferred stock.

What is the debt-equity ratio : Three Piggies Enterprises has no debt. Its current total value is $76.4 million. Assume the company sells $35.2 million in debt.

User Account

All Pages