Non-systematic standard deviation of the portfolio

Assignment Help Finance Basics
Reference no: EM133071921

Consider an equally weighted portfolio of 50 securities in the APT framework. Suppose that the average idiosyncratic variance across securities is 0.04. What is the non-systematic standard deviation of the portfolio?

Reference no: EM133071921

Questions Cloud

What is the real rate of return on the bonds : 4 years ago Mark Properties issued $1,000 par value 7 year bonds. Today the bondsare yielding 8.27% per year. inflation = 2.24. What is the real rate of return
Calculation of performance metrics for portfolio : Calculation of performance metrics for your portfolio, the All-Ordinaries Index and a discussion of any differences in their performance
Interview human resource : you will interview a human resource (HR) professional to better understand how these topics translate to the real world of staffing.
Calculate the value of the taxable benefit for the year : The company provided an employee with a $45,000 personal loan on February 1, at a rate of 4%. Calculate the value of the taxable benefit for the year
Non-systematic standard deviation of the portfolio : Suppose that the average idiosyncratic variance across securities is 0.04. What is the non-systematic standard deviation of the portfolio?
Demonstrate critical thinking and problem-solving skills : Demonstrate critical thinking and problem-solving skills by analyzing underlying IT and Business issues and making appropriate recommendations for solutions
Compute the theoretical velocity and the actual velocity : Compute the theoretical velocity and the actual velocity in units per hour. Maximum units produced in a quarter 220,000 units
Define arbitration : Explain what ethical theories the warehouse manager is likely to use to support his/her actions. Define arbitration and explain how it would work.
What are the equivalent units of production for materials : The addition of chemicals in the second department increases the weight of the product by 25%. What are the equivalent units of production for materials

Reviews

Write a Review

Finance Basics Questions & Answers

  Financial reporting and analysis

Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..

  A report on financial accounting

This report is specific for a core understanding for Financial Accounting and its relevant factors.

  Describe the types of financial ratios

Describe the types of financial ratios and other financial performance measures that are used during venture's successful life cycle.

  Differences between sole proprietorship and corporation

Briefly describe the major differences between a sole proprietorship and a corporation

  Prepare a cash budget statement

Calculate the expected value of the apartment in 20 years' time. What is the mortgage loan repayment at the beginning of each month

  What are the implied interest rates

What are the implied interest rates in Europe and the U.S.?

  State pricing theory and no-arbitrage pricing theory

State pricing theory and no-arbitrage pricing theory

  Small business administration

Identify the likely stage for each venture and describe the type of financing each venture is likely to be seeking and identify potential sources for that financing.

  Effect of financial leverage

The Effect of Financial Leverage and working capital management

  Evaluate the basis for the payment to the lender

Evaluate the basis for the payment to the lender and basis for the payment to the company-counterparty.

  Importance of opps, ipps, mpfs and dmepos

Research and discuss the differences and importance of : OPPS, IPPS, MPFS and DMEPOS.

  Time value of money

Time Value of Money project

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd