A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 4.2%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 12 % 33 % Bond fund (B) 5 % 26 % The correlation between the fund returns is .0308. Suppose now that your portfolio must yield an expected return of 11% and be efficient, that is, on the best feasible CAL. a. What is the standard deviation of your portfolio? (Do n

Answers

Answer 1

Answer:

28.63%

Step-by-step explanation:

Given data:

correlation between funds = 0.308

Risk-free rate = 0.042

Expected return rate = 0.11

Calculate the standard deviation of the new portfolio

standard deviation of portfolio = ( weight of risky assets )* (standard deviation of optimal risky portfolio )

weight of risky assets = (expected return - risk-free rate) / ( expected return of optimal portfolio - risk-free rate ) ( calculated using excel spreadsheet)

= 0.9696

Standard deviation of optimal risky portfolio = 29.525489% ( calculated using excel spreadsheet )

hence standard deviation of portfolio that would an expected return of 11%

= 0.9696 * 29.525489%

= 28.63%


Related Questions

Four workers are repairing a bridge. Show the workers locations from highest to lowest position in relation to the roadway. worker 1 is 7 feet below the roadway worker 2 is 10 feet above the roadway worker 3 is 10 feet below the roadway worker 4 is standing on the roadway

Answers

Answer:

Worker 2 : 10 feets above roadway

Worker 4 : standing on roadway

Worker 1 : 7 feets below roadway

Worker 3 : 10 feets below roadway

Step-by-step explanation:

Given the question :

Four workers are repairing a bridge. Show the workers locations from highest to lowest position in relation to the roadway. worker 1 is 7 feet below the roadway worker 2 is 10 feet above the roadway worker 3 is 10 feet below the roadway worker 4 is standing on the roadway

Worker 1 : 7 feets below roadway

Worker 2 : 10 feets above roadway

Worker 3 : 10 feets below roadway

Worker 4 : standing on the roadway

Highest to lowest position in relation to the bridge :

Worker 2 : 10 feets above roadway

Worker 4 : standing on roadway

Worker 1 : 7 feets below roadway

Worker 3 : 10 feets below roadway

Can someone please help me with this math problem I will give them Brainlist

Answers

Answer:

noooooo thx

Step-by-step explanation:

T-shirts cost $4.50 each and shorts cost $6.You have enough money to buy exactly 12 t-shirts and 9 pairs of shorts

How much are you going to spend on shorts?

Answers

Answer:

$54

Step-by-step explanation:

how much money is six dimes worth???

Answers

Answer: 60 cents

Step-by-step explanation: 1 Dime= 10 cents; 10x6= 60.

Answer: 60 cents.

Step-by-step explanation:

One dime is worth 10 cents. Therefore, if you have six of them it's simple repeated addition

10+10+10+10+10+10

or simple multiplication.

10(6)

Which are both the same exact thing.

So six dimes are 60 cents. Hope that helps!!

From the sum of 3x +4y -3xy and 5x +3y -2xy subtract the sum of 2x +y – 3xy and 10x -9y -8xy.

Answers

The answer is 6xy-4x+15y because once you get the two sums you can easily subtract them which is (-11xy+12x-8y)-(-5xy+8x+7y).
Hope this helps!!

This needs to be answered for a number line

-9=4x+3

Answers

Answer:

X=-3

Step-by-step explanation:

To find the unknown variable: X, we need to see how mich 4x equals to. to do this, we must first subtract 3 from both sides of the equation. The left side will be left with -12, and the right side will be left with 4x. This means:

-12=4x So...

x=-3

To check if this is right, you can subsitute this back into the equation.

4 times -3= -12. -12=3=-9

Sally buys a certain brand of shampoo from a supplier at $9.25 per bottle. She marks it up 30%. What would the selling cost be ?



(YOU WILL ONLY GET THE POINTS IF YOU GIVE ME THE RIGHT ANSWER!!!)

Answers

Answer:

$2.775

Step-by-step explanation:

9.25*30%

Answer

2.78

this my explanation.

N entry level technical writer's annual pay is $55,068 based on 52 weeks per year. Due to the economy, his company is having to cut back on the number of weeks that it employs its technical writers. If the firm cuts the work year to 51 weeks but keeps the same rate of pay, how much should the technical writer expect his annual pay to decrease? Round your answer to the nearest dollar.

Answers

Answer:

The technical writer should expect his annual pay to decrease by $1,059

Step-by-step explanation:

52 weeks = $55,068

51 weeks =

Cross Multiply

51 weeks × $55,068/52 weeks

= $54009

The writer will be paid $54009 for 51 weeks

His pay reduced by:

$55,068 - $54,009

= $1,059

John has a piece of clay that
weight 12 pounds. He divides the
clay into 5 equal pieces. How much
does each piece weigh?

Answers

Answer: 2.4

Step-by-step explanation:

10 divided by 5 = 2

2 divided by 5 is .4

2 + 0.4 = 2.4

Hope this helps!

STATS QUESTION PLEASE HELP AND EXPLAIN!


A least squares regression line was calculated to relate the length (cm) of newborn boys to their weight in kg. The line is weight = -5.58 + 0.1686 length. A newborn was 48cm long and weighed 3 kg. According to the regression model, what was his residual? What does that say about him?


1) WHAT WAS HIS RESIDUAL?


2) WHAT DOES THAT SAY ABOUT HIM? SELECT THE CORRECT CHOICE AND FILL IN ANY ANSWER BOXES TO COMPLETE YOUR ANSWER (round to three decimal places as needed)

a. the newborn weighs ____ kg less than the weight predicted by the regression equation

b. the newborn weighs _____ kg more than the weight predicted by the regression equation

c. the newborn weighs the same as the weight predicted by the regression equation

Answers

Answer:

0.487 kg

b.) the newborn weighs 0.487kg more than the weight predicted by the regression equation

Step-by-step explanation:

Given the Regression equation:

Weight = - 5.58 + 0.1686 length

Length of newborn = 48 cm

Actual Weight of newborn = 3kg

Predicted weight from regression model:

Weight = - 5.58 + 0.1686(48)

Predicted Weight = 2.513kg

Hence, residual = (Actual - predicted)

Residual = (3kg - 2.513kg) = 0.487kg

Since the actual weight is more or greater than the predicted weight:

b.) the newborn weighs 0.487kg more than the weight predicted by the regression equation


If two lines are parallel, which statement must be true?

Answers

Answer:

C. Their slopes are equal.

Step-by-step explanation:

Given : If two lines are parallel.

To find  : which statement must be true.

Solution : We have given that If two lines are parallel.

We know that two parallel line have same slope

By rise over run :

Therefore, C. Their slopes are equal

Step-by-step explanation:

Answer:

Their slope is equal

Step-by-step explanation:

Their equal because they'll both be the same length, and I got it right

C. How can you tell by just looking at the coefficients of -2x2 and 2x2 that the terms will add to zero?

Answers

Answer:

-2x^2 + 2x^2 is equal to zero,  -2+2=0 the negative 2 cancels the positive 2

Step-by-step explanation:

For what of x is the equation 2(x - 12) + x = 36?

Answers

Answer:

The answer is J. 20 substitute it in and it works.

Answer:

J.20

Step-by-step explanation:

pleaseeeee helpppppp

Answers

Answer:

(DOWN VOTE)

Step-by-step explanation:

wait what is it?!

I need help!!! :))))

Answers

Answer:

c

Step-by-step explanation:

Answer:

420-20w = 240

Step-by-step explanation:

She starts with $420 and is taking out $20 a week so in the equation the 20 has to be negative because she is withdrawing instead of adding.


Which expression is equivalent to
60x^20y^24/30x^10y^12
.?
y
a) 2x²2
b) 2x1°y 12
c) 30x²y2
d) 30x10,12

Answers

Answer:

[tex] 2x^{10}y^{12}[/tex]

Step-by-step explanation:

[tex] \huge \frac{60x^{20}y^{24}}{30x^{10}y^{12}} \\ \\ = \huge \frac{2x^{20}y^{24}}{x^{10}y^{12}} \\ \\ = \huge 2x^{(20 - 10)}y^{(24 - 12)}\\ \\ = \huge 2x^{10}y^{12}[/tex]

. Mr. Lorenzo gave his 2 sons $50 to buy a cooler. The total cost for the cooler is $44. Mr. Lorenzo told his sons that they could each have an equal share of the change they receive. The equation shown can be used to determine s, the amount of money each son should receive in dollars. S = (50 - 44) 2 What amount of money is represented by s ?

Answers

Answer:

S=$3

Step-by-step explanation:

Given that the cost of cooler is $44

money given to the two sons $50

let S represent the amount the two son will have to share equally

the change is 50-44=6

=$6

Then s=6/2=$3

applying with the expression directly we have

S = (50 - 44)/2

S = (6)/2

S=$3

What is the constant proportionality between y and x in the graph?

Answers

Answer:

The x value is directly proportional to the y value such as in the equation y = kx.

What is the correct form of the partial fraction decomposition for the expression StartFraction 13 x minus 7 Over (x + 2) (4 x minus 3) EndFraction?

StartFraction A Over x + 2 EndFraction + StartFraction B Over 4 x minus 3 EndFraction
StartFraction A Over x + 2 EndFraction + StartFraction B x + C Over 4 x minus 3 EndFraction
StartFraction A Over (x + 2) (4 x minus 3) EndFraction + StartFraction B Over (x + 2) (4 x minus 3) EndFraction
StartFraction A Over (x + 2) (4 x minus 3) EndFraction + StartFraction B x + C Over (x + 2) (4 x minus 3) EndFraction

Answers

The correct form of the partial fraction decomposition for the expression (13x - 7)/((x + 2)(4x - 3)) is;

Option B; [A/(x + 2)] + [(Bx + C)/(4x - 3)]

The given complex fraction is;

(13x - 7)/((x + 2)(4x - 3))

      Now partial fractions are simply decomposition of complex fractions into simpler fractions. For example we want to decompose the complex fraction;

4/[(x - 1)(x + 5)]

The right format will be;

[A/(x - 1)] + [B/(x + 5)]

Applying this same pattern above to our question, we can decompose the fraction (13x - 7)/((x + 2)(4x - 3)) into;

[A/(x + 2)] + [(Bx + C)/(4x - 3)]

In conclusion, the correct answer is Option B.

Read more at; https://brainly.com/question/12587229

The correct form of the partial fraction decomposition for the expression (13x - 7)/((x + 2)(4x - 3)) is; Option B; [tex]\dfrac{A}{(x + 2)} +\dfrac{Bx + C)}{(4x - 3)}[/tex]

What is a function?

A function in mathematics set up a relationship between the dependent variable and independent variable. on changing the value of the independent variable the value of the dependent variable also changes.

The given complex fraction is;

(13x - 7)/((x + 2)(4x - 3))

Now partial fractions are simply the decomposition of complex fractions into simpler fractions. For example, we want to decompose the complex fraction;

4/[(x - 1)(x + 5)]

The right format will be;

[A/(x - 1)] + [B/(x + 5)]

Applying this same pattern above to our question, we can decompose the fraction (13x - 7)/((x + 2)(4x - 3)) into;

[A/(x + 2)] + [(Bx + C)/(4x - 3)]

In conclusion, the correct answer is Option B.

To know more about fractions follow

brainly.com/question/12587229

#SPJ5

How many quarts are in 583.7 liters?

Answers

Answer:

616.788

   OR

616.79 (rounded answer)

Step-by-step explanation:

Answer:

616.78891

Step-by-step explanation:

1 liter is 1.05669 quarts

Good luck!

Which of the following is not a real number?

Answers

Answer:  A

Step-by-step explanation: common sense

Answer:

its a -2 because its a negative and when u count u dont start with a negative do u?

Step-by-step explanation:

PLEASE HURRY I HAVE 5 MINUTES

Answers

Answer:

x>1 :)))))))))

Step-by-step explanation:

-26+13x>-13x

26x>26

x>1

Answer:

C. x > 1

plz mark as brainliest :DD

John's wants to open a bank account with $100. He will have to pay a service fee of $5 per month to keep it open. Let y represent the amount of money in his account and x represent the number of months.

Answers

Answer:

y+5x

Step-by-step explanation:

Y is the start so you have to add that to the amount of money total for all of the months and to get the total of the months you have to multiply 5 by the number of months he had the account open

Una tableta contiene 500 mg de paracetamol, ¿cuántas tabletas se obtendrán con 5kg del mismo medicamento? xfavor ayudenme con explicación y todo lo necesito para el sabado

Answers

Answer:

Se pueden obtener 10.000 comprimidos de 500 mg de paracetamol a partir de la cantidad de 5 kg del medicamento

Step-by-step explanation:

La cantidad en masa de paracetamol en una tableta = 500 mg de paracetamol / tableta

El número de comprimidos que contienen 500 mg de paracetamol que se pueden obtener a partir de 5 kg del medicamento (paracetamol) se calcula dividiendo los 5 kg del medicamento por los 500 mg de paracetamol / comprimido de la siguiente manera;

[tex]El \ nmero \ de \ tableta = \dfrac{5 \ kg \ paracetamol}{500 \ mg \ paracetamol/tableta }[/tex]

Observamos que 5 kg = 5,000,000 mg

Por lo tanto;

[tex]El \ numero \ de \ tableta = \dfrac{5,000,000 \ mg \ paracetamol}{500 \ mg \ paracetamol/tableta } = 10,000 \ tabletas[/tex]

Por tanto, podemos obtener 10.000 comprimidos de 500 mg de paracetamol a partir de la cantidad dada de 5 kg del medicamento.

Which of the following is true about the lines defined by the equations 4x−2y=6 and x+2y=14? .
A.The lines share the same y-intercept.
B.Both lines intersect at point (1,−1).
C.The lines are perpendicular.
D.The lines are parallel.

Answers

Answer:

            Only:  C.  The lines are perpendicular.

Step-by-step explanation:

              4x - 2y = 6                           x + 2y = 14

           - 2y = - 4x + 6                        2y = - x + 14

               y = 2x - 3                             y = - ¹/₂x + 7

A.

y-intecept:  (0, -3)                                 (0, 7)

The lines don't share the same y-intercept

B.

x=1    ⇒   y = 2(1)-3 = -1      and        y = -¹/₂(1) + 7 = 6¹/₂ ≠ -1

the line  x+2y=14 doesn't go through point (1,−1) so the lines couldn't intersect at point (1,−1)

Slope:      m₁ = 2                                    m₂ = -¹/₂

C.

m₁· m₂ = 2·(-¹/₂) = -1

The lines are perpendicular.

D.

m₁  ≠  m₂          The lines are not parallel

4 ( - 2 - 4 x) = 26 + 6 x

Answers

Answer:

X = -1.54 repeating

Step-by-step explanation:

write 36/9 in simplest form

Answers

Answer:

4

Step-by-step explanation:

36/9=4

there are 4 nines in 36

Please show all work.

Answers

Answer:

wait where is the photo?

Step-by-step explanation:

answer my question plz

Answers

Answer:

The 2 above the 10 is called a power. It means 10 times itself twice. So 10 times 10 is 100. 3050/100=30.5

Step-by-step explanation:

2. A package delivery service has a truck that can hold 4200 pounds of cargo

and has a capacity of 480 cubic feet. The service handles two types of

packages: small, which weigh up to 25 pounds each and are no more than 3

cubic feet each; and large, which are 50 pounds each and are 5 cubic feet

each. The delivery service charges $5 for each small package and $8 for each

large package. Let x be the number of small packages and y be the number of

large packages in the truck. What is the maximum revenue per truck?

Answers

Answer:

$680

Step-by-step explanation:

Capacity of the truck: 4200 pounds and 480 cubic feet of cargo.

Small package: 25 pounds and 3 cubic feet each.

Large package: 50 pounds and 5 cubic feet each.

For x number of small packages:

25x pounds and 3x cubic feet

Let x = 8,

200 pounds and 24 cubic feet.

For y number of large packages:

50y pounds and 5y cubic feet

Let y = 80,

4000 pounds and 400 cubic feet.

Since delivery service charges $5 for each small package and $8 for each large package.

The maximum revenue per truck = ($5x + $8y)

                                                       = ( $5 x 8) + ($8 x 80)

                                                       = $680

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