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An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 45% and a standard deviation of return of 9%. Stock B has an expected return of 15% and a standard deviation of return of 2%.The correlation coefficient between the returns of A and B is 0.0025. The risk-free rate of return is 2%. The standard deviation of return on the optimal risky portfolio is _________.
Identify an arbitrage opportunity. Indicate which option you should buy, which option you should sell, and whether you should buy or sell the futures contract.
Briefly discuss why the true volatility that should be used in the Black-Scholes formula might differ from the historical volatility.
a quoted company is considering several long-term sources of finance for expansion into new foreign markets. critically
how much of this amount would Inter-Ocean Transfer be responsible under general average?
Effective interest rate. You borrow $55,000; the annual loan payments are $3,180.66 for 30 years. What interest rate are you being charged?
Which security would be considered a good buy based upon the equilibrium CAPM model?
Their interest expense for the year was $150,000 while their operating expenses were $200,000. What was the firm’s approximate cost of goods sold?
Given the costs related to the proposed project, explain whether each would be treated as a sunk cost or an opportunity cost in developing the incremental cash flows associated with the proposed replacement decision.
You are considering a cost reduction project for your business. The project will require investment of $1,500,000 in new equipment as an addition to existing equipment. The equipment has shipping and handling charges of $15,000 and will be installed ..
Determine the shares outstanding once the debt is issued.
You want to buy a house that costs $160,000. Could you afford those payments? If the loan were amortized over 30 years, what would each payment be?
A law intended to protect individuals from fraudulent securities offerings:
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