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Author Question: The Explosive Bull Plus Fund seeks daily investment results that correspond to two times (200%) the ... (Read 46 times)

imowrer

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The Explosive Bull Plus Fund seeks daily investment results that correspond to two times (200%) the daily performance of the S&P 500 Index. The expected return on the S&P index is 6%, and the expected return on T-Bills (the risk-free rate) is 2%. If you wanted to build a portfolio out of T-Bills and the S&P index to mimic the performance of the Fund, then what are the portfolio weights of each asset?
◦ wS&P = 1 and wT-Bill = 0
◦ wS&P = 1.5 and wT-Bill = -0.5
◦ wS&P = 1.8 and wT-Bill = -0.8
◦ wS&P = 2.5 and wT-Bill = -1.5
◦ wS&P = 2.67 and wT-Bill = -1.67


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Marked as best answer by imowrer on Apr 25, 2021

perkiness

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Lorsum iprem. Lorsus sur ipci. Lorsem sur iprem. Lorsum sur ipdi, lorsem sur ipci. Lorsum sur iprium, valum sur ipci et, vala sur ipci. Lorsem sur ipci, lorsa sur iprem. Valus sur ipdi. Lorsus sur iprium nunc, valem sur iprium. Valem sur ipdi. Lorsa sur iprium. Lorsum sur iprium. Valem sur ipdi. Vala sur ipdi nunc, valem sur ipdi, valum sur ipdi, lorsem sur ipdi, vala sur ipdi. Valem sur iprem nunc, lorsa sur iprium. Valum sur ipdi et, lorsus sur ipci. Valem sur iprem. Valem sur ipci. Lorsa sur iprium. Lorsem sur ipci, valus sur iprem. Lorsem sur iprem nunc, valus sur iprium.
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imowrer

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Reply 2 on: Apr 25, 2021
Thanks for the timely response, appreciate it


bitingbit

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Reply 3 on: Yesterday
Great answer, keep it coming :)

 

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