Engineering, 29.05.2021 19:00, clietmaster112
There are three type of investment in a portfolio: S&P 500 index, 10-year treasury bond index, cash invested in money market a 1-day federal fund rate. Table 1 represents S&P 500 index for return on stocks, 10-year treasury bond index for return on bonds and cash invested in money market a 1-day federal fund rate. Table 1. S&P 500 Index, Bond Index and Money Market Year Stocks Bonds Money Market 1995 792,1 3287,3 1007,8 1996 973,9 3291,6 1055,3 1997 1346,5 3687,3 1119,5 1998 1670,1 4220,2 1165,2 1999 2011,3 3903,3 1246,5 2000 1837,4 4575,3 1313,1 (a) Calculate the geometric means of rates of return for stocks, bonds, and money market. (6 p.) (b) Calculate the covariance matrix of rates of return. (12 p.) Table 2. Covariances between rates of return of securities Covariance Stocks Bonds Money Market Stocks ? ? ? Bonds ? ? ? Money Market ? ? ?4 (c) Set the quadratic program to minimize the portfolio risk. It is assumed that shortsales are allowed
Answers: 3
Engineering, 04.07.2019 03:10, lauriepdx17
What precautions should you take to prevent injuries when dealing with heavy loads?
Answers: 1
Engineering, 04.07.2019 16:10, TheOriginalMeyah
An electrical motor raises a 50kg load at a construct velencity .calculate the power of the motor, if it takes 40sec to raise the load through a height of 24m(take g =9.8n/g)
Answers: 2
Engineering, 04.07.2019 18:20, RiverH246
Air flows over a heated plate àt a velocity of 50m/s. the local skin factor coefficient at a point on a plate is 0.004. estimate the local heat transfer coefficient at this point. the following property data for air are given: density = 0.88kg/m3 , viscosity 2.286 x 10 ^-5 kgm/s , k = 0.035w/mk ,cp = 1.001kj/kgk. use colburn reynolds analogy.
Answers: 1
There are three type of investment in a portfolio: S&P 500 index, 10-year treasury bond index, c...
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