Business
Business, 06.04.2021 05:00, Lpryor8465

Consider two perfectly negatively correlated risky securities, A and B. Security A has an expected rate of return of 12% and a standard deviation of return of 17%. B has an expected rate of return of 9% and a standard deviation of return of 14%. Required:
a. What are the weights of A and B in the global minimum variance portfolio respectively?
b. What is the rate of return on the risk-free portfolio that can be formed with the two securities ?

answer
Answers: 2

Other questions on the subject: Business

image
Business, 21.06.2019 21:00, kenneditomejia
Which of the following statements is correct? a) due to limited liability, unlimited lives, and ease of ownership transfer, the vast majority of u. s. businesses (in terms of number of businesses) are organized as corporationsb) most businesses (by number and total dollar sales) are organized as proprietorships or corporation. however, if the business gets very large, it becomes advantageous to convert to a corporation, primarily because corporations have important tax advantages over proprietorships and partnerships. c) due to legal considerations related to ownership transfers and limited liability, which affect the ability to attract capital, most business (measured by dollar sales) is conducted by corporations in spite of large corporations' less favorable tax treatmentd) large corporations are taxed more favorably than proprietorshipse) corporate stockholders are exposed to unlimited liability
Answers: 2
image
Business, 22.06.2019 20:40, leeshaaa17
Spartan credit bank is offering 7.5 percent compounded daily on its savings accounts. you deposit $5,900 today. a. how much will you have in the account in 4 years? (use 365 days a year. do not round intermediate calculations and round your answer to 2 decimal places, e. g., 32.16.) b. how much will you have in the account in 12 years? (use 365 days a year. do not round intermediate calculations and round your answer to 2 decimal places, e. g., 32.16.) c. how much will you have in the account in 19 years?
Answers: 2
image
Business, 22.06.2019 20:50, igtguith
Which of the following statements regarding the southern economy at the end of the nineteenth century is accurate? the south was producing as much cotton as it had before the civil war.
Answers: 3
image
Business, 22.06.2019 22:00, lionscoachjose
Most economists report the elasticity of demand asa. the absolute value of the actual number. b. a negative number, since price and quantity demanded move in opposite directions. c. a percentage, since both the numerator and denominator are percentages. d. a dollar amount, since we are measuring the change in price.
Answers: 2
Do you know the correct answer?
Consider two perfectly negatively correlated risky securities, A and B. Security A has an expected r...

Questions in other subjects:

Konu
Mathematics, 17.12.2020 22:20
Konu
Mathematics, 17.12.2020 22:20
Konu
Social Studies, 17.12.2020 22:20