Suppose that the interest rate on dollar accounts is equal to 2% (i$ = 0.02), the interest rate on polish zloty accounts is equal to 4.5% (izł = 0.045), and the expected exchange rate between the dollar and the zloty one year from now is ee = 4 zł/$. assume that the (uncovered) interest parity holds. what would the spot rate, e, be if the expected exchange rate remains the same and the interest rate on polish assets declines to izł = 0.02? (answer in zł/$.)
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You hold a diversified $100,000 portfolio consisting of 20 stocks with $5,000 invested in each. the portfolio's beta is 1.12. you plan to sell a stock with b = 0.90 and use the proceeds to buy a new stock with b = 1.50. what will the portfolio's new beta be? do not round your intermediate calculations.
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Suppose that the interest rate on dollar accounts is equal to 2% (i$ = 0.02), the interest rate on p...
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