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The Investment Committee is big on active management, and believes that there are areas/pockets of inefficiencies in the market. Knowing that you have taken Finance 455 at X-University, the Committee asks that you look into constructing an equity portfolio benchmarked to the Dow Jones Industrial Average (DJIA). They would like for you to make an equity portfolio that can be expected to create at least 2% of alpha (above the DJIA) with a tracking error budget of 4% (or stated differently, an Information Ratio of 0.50).
Based on that information, and with the Excel Spreadsheet given (showing historical return data for the DJIA component stocks), design a portfolio that can yield a 2% enhance in expected return over the benchmark (alpha), with a maximum of 4% tracking error (Information Ratio at least 0.50).
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Suppose a farmer is expecting that her crop of grapefruit will be ready for harvest and sale as 150,000 pounds of grapefruit juice in 3 months time. She would like to use futures
Question 1: (a) What are Upper Limb Disorders? (b) Describe seven main factors that are likely to increase the risk of upper limb disorders at work and suggest ways for redu
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A former alumna of the University, who originated Racoon.com ((ticker: COON1), recently passed away. In her Will, she named X-University as the beneficiary of her assets, which was
discuss all about process in risk management
Risk management should follow a structured approach The elements of a structured approach to risk management, as you have already studied above, are risk evaluation, risk
Explain in detail about the Non-Systematic Risk Variability in a security's total returns not related to overall market variability is termed as the non-systematic (non-mark
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