What is reward-to-volatility ratio of the best feasible CAL

Reference no: EM132200330

Question - A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 4.3%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 13% 34% Bond fund (B) 6% 27%. The correlation between the fund returns is .0630. What is the reward-to-volatility ratio of the best feasible CAL?

Reference no: EM132200330

Questions Cloud

Write the function strappened that appends the character : Write the function strappened (char^*str, char c) that appends the character c to the end of the C-string pointed by str you can use any notation.

What is the expusre called : DKNY owes Ptas 70 million in 30 days for a recent shipment of Spanish textiles.

Convert letters from one case to the other : Determine whether a character is an uppercase or lowercase letter, and to convert letters from one case to the other.

What is the main pro of fee splitting referrals : Describe the differences in effort and cost-reducing s for flat salary physicians and physicians who share in the profits of the practice.

What is reward-to-volatility ratio of the best feasible CAL : The correlation between the fund returns is .0630. What is the reward-to-volatility ratio of the best feasible CAL

Show the amount of jeans or corn : Consider two neighbouring island countries called Felicidad and Bellissima. They each have 4 million labour hours available per week that they can use.

Write a function that has two linked-list head pointers : Assume that the linked lists items are ordered by the

What is gis intrinsic value using residual income : Assume a market return of 10% and a risk free rate of 2%. What is GIS's intrinsic value using residual income? Is GIS over or under valued? Why

Write a game of hangman representing the word : Write a game of Hangman representing the word and the letters that have been guessed as arrays .

User Account

All Pages