Business
Business, 08.04.2020 01:04, genyjoannerubiera

Sumitomo Bank's risk manager has estimated that its DEAR of two of its major assets in its trading portfolio, foreign exchange and bonds are -$250,000 and -$350,000, respectively. What is the total DEAR of Sumitomo's trading portfolio if the correlation among assets is assumed to be 0.80?

answer
Answers: 1

Other questions on the subject: Business

image
Business, 22.06.2019 08:00, vandonquisenberry
Interest is credited to a fixed annuity no lower than the variable contract rate contract guaranteed rate current rate of inflation prime rate
Answers: 2
image
Business, 22.06.2019 11:20, tatilynnsoto17
Ardmore farm and seed has an inventory dilemma. they have been selling a brand of very popular insect spray for the past year. they have never really analyzed the costs incurred from ordering and holding the inventory and currently fave a large stock of the insecticide in the warehouse. they estimate that it costs $25 to place an order, and it costs $0.25 per gallon to hold the spray. the annual requirements total 80,000 gallons for a 365 day year. a. assuming that 10,000 gallons are ordered each time an order is placed, estimate the annual inventory costs. b. calculate the eoq. c. given the eoq calculated in part b., how many orders should be placed and what is the average inventory balance? d. if it takes seven days to receive an order from suppliers, at what inventory level should ardmore place another order?
Answers: 2
image
Business, 22.06.2019 13:50, chammusa2
Which one of the following statements is true? ddt does not prevent disease from passing from agricultural animals to humans. cost was a major factor in the united states government's decision to ban ddt. many african governments concluded that the potential long-term health effects of ddt were not as serious as the immediate problem of insect control. ddt cannot accumulate in the fat of animals. the ddt ban in the united states has made it very difficult to control agricultural insect pests.
Answers: 3
image
Business, 22.06.2019 18:00, 20jhuffman
Bond j has a coupon rate of 6 percent and bond k has a coupon rate of 12 percent. both bonds have 14 years to maturity, make semiannual payments, and have a ytm of 9 percent. a. if interest rates suddenly rise by 2 percent, what is the percentage price change of these bonds?
Answers: 2
Do you know the correct answer?
Sumitomo Bank's risk manager has estimated that its DEAR of two of its major assets in its trading p...

Questions in other subjects:

Konu
Mathematics, 13.01.2021 05:50
Konu
English, 13.01.2021 05:50