Business, 21.08.2021 04:10, jetskiinbunny31

You are asked to create an optimal tangent portfolio using three stocks (FB, TSLA, BA) assuming a risk-free rate is zero. Find optimal weights for the tangent portfolio satisfying the following condition: w subscript 1 plus w subscript 2 plus w subscript 3 equals 1 w subscript 1 greater or equal than 0 w subscript 2 greater or equal than 0 w subscript 3 greater or equal than 0 where w1 is a weight allocated to FB, w2 is a weight allocated to TSLA, and w3 is a weight allocated to BA. The average returns for FB, TSLA, BA are -0.28%, 0.99%, -0.39%, respectively. The covariance matrix is given by FB TSLA BA FB 0.04% 0.04% 0.02% TSLA 0.04% 0.41% 0.02% BA 0.02% 0.02% 0.04% 1. The optimal weight for FB is %. (Note: round to the nearest hundredth.) 2. The optimal weight for TSLA is %. (Note: round to the nearest hundredth.) 3. The optimal weight for BA is %. (Note: round to the nearest hundredth.)

Answers: 1

Show answers

Other questions on the subject: Business

Business, 21.06.2019 19:40, jonathanvega424

Your mother's well-diversified portfolio has an expected return of 12.0% and a beta of 1.20. she is in the process of buying 100 shares of safety corp. at $10 a share and adding it to her portfolio. safety has an expected return of 15.0% and a beta of 2.00. the total value of your current portfolio is $9,000. what will the expected return and beta on the portfolio be after the purchase of the safety stock?

Answers: 3

continue

Business, 21.06.2019 20:30, sjanem03

Which of the following statements regarding the learning curve and economies of scale is accurate? answers: just as diseconomies of scale are presumed to exist if a firm gets too large, there is a corresponding increase in costs in the learning-curve model as the cumulative volume of production grows. where diseconomies of scale are presumed to exist if a firm gets too large, there is no corresponding increase in costs in the learning-curve model as the cumulative volume of production grows. where diseconomies of scale are presumed to exist if a firm gets too small, there is no corresponding increase in costs in the learning-curve model as the cumulative volume of production grows. just as diseconomies of scale are presumed to exist if a firm gets too small, there is a corresponding increase in costs in the learning-curve model as the cumulative volume of production grows.

Answers: 1

continue

Business, 22.06.2019 02:30, altstattlana

Ds unlimited has the following transactions during august. august 6 purchases 58 handheld game devices on account from gamegirl, inc., for $140 each, terms 2/10, n/60. august 7 pays $340 to sure shipping for freight charges associated with the august 6 purchase. august 10 returns to gamegirl three game devices that were defective. august 14 pays the full amount due to gamegirl. august 23 sells 38 game devices purchased on august 6 for $160 each to customers on account. the total cost of the 38 game devices sold is $5,448.51. required: record the transactions of ds unlimited, assuming the company uses a perpetual inventory system. (if no entry is required for a transaction/event, select "no journal entry required" in the first account field. round your answers to 2 decimal places.)

Answers: 2

continue

Business, 22.06.2019 07:40, sistersquad

Myflvs -question 3 multiple choice worth 2 points)(10.04 hc)in panama city in january, high tide was at midnight. the water level at high tide was 9 feet and1 foot at low tide. assuming the next high tide is exactly 12 hours later and that the height of thewater can be modeled by a cosine curve, find an equation for water level in january for panamacity as a function of time (t).of(t) = 4 + 5of(t) = 5 cost + 4o 460) = 5 cos 1+ 4of(0) = 4 cos + 5

Answers: 1

continue

Do you know the correct answer?

You are asked to create an optimal tangent portfolio using three stocks (FB, TSLA, BA) assuming a ri...