This topic contains a solution. Click here to go to the answer
« previous next »

Author Question: Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of ... (Read 90 times)

vHAUNG6011

  • Hero Member
  • *****
  • Posts: 514
on: Jul 10, 2018
Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of the two assets is  = -0.9523. What is the standard deviation of the returns of the portfolio?
 
  Asset A Asset B
  Portfolio Weights 0.33 0.67
  Standard Deviation 0.5 0.6
 
  A) 6.25
  B) 25
  C) 35
  D) 55
  E) 57.5

Question 2

Johnson has an annuity due that pays 600 per year for 15 years. (Note: There are 15 annual cash flows with the first cash flow occurring today.)
 
  What is the value of the cash flows 14 years from today (immediately after the last deposit is made) if they are placed in an account that earns 7.50?
  A) 9,000.00
  B) 9,675.00
  C) 15,671.02
  D) 16,846.35


Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
Marked as best answer by a Subject Expert

Viet Thy

  • Sr. Member
  • ****
  • Posts: 329
Reply #1 on: Jul 10, 2018
Answer to Question 1

B

Answer to Question 2

Answer: C
Explanation: C) FV = PMT  = 600  = 15,671.02.
MODE = END
INPUT 15 7.5 0 -600 ?
KEY N I/Y PV PMT FV
CPT 15,671.02

In this case, the computation is made as if this is an ordinary annuity beginning one year ago with the first payment made today


vHAUNG6011

  • Member
  • Posts: 514
Reply 2 on: Jul 10, 2018
Thanks for the timely response, appreciate it

JCABRERA33

  • Member
  • Posts: 344
Reply 3 on: Yesterday
Gracias!

« previous next »
 

Did you know?

There used to be a metric calendar, as well as metric clocks. The metric calendar, or "French Republican Calendar" divided the year into 12 months, but each month was divided into three 10-day weeks. Each day had 10 decimal hours. Each hour had 100 decimal minutes. Due to lack of popularity, the metric clocks and calendars were ended in 1795, three years after they had been first marketed.

Did you know?

Acetaminophen (Tylenol) in overdose can seriously damage the liver. It should never be taken by people who use alcohol heavily; it can result in severe liver damage and even a condition requiring a liver transplant.

Did you know?

The senior population grows every year. Seniors older than 65 years of age now comprise more than 13% of the total population. However, women outlive men. In the 85-and-over age group, there are only 45 men to every 100 women.

Did you know?

Blood in the urine can be a sign of a kidney stone, glomerulonephritis, or other kidney problems.

Did you know?

By definition, when a medication is administered intravenously, its bioavailability is 100%.

Louis Comfort Tiffany, Tiffany Studios, Water-lily table lamp. Louis Comfort Tiffany, Tiffany Studios, Water-lily table lamp.
Data from more than 22,000 men over the age of 40, showing the relationship between birth weight and ... Data from more than 22,000 men over the age of 40, showing the relationship between birth weight and ...
Selective breeding of maze-bright and maze-dull strains of rats by Tryon (1934). (Data from Cooper, ... Selective breeding of maze-bright and maze-dull strains of rats by Tryon (1934). (Data from Cooper, ...
Good body mechanics when facing the table directly. A. Head and back in alignment. B. Legs and feet ... Good body mechanics when facing the table directly. A. Head and back in alignment. B. Legs and feet ...
Table showing comparing between Parental Plants vs. Offspring Table showing comparing between Parental Plants vs. Offspring
ANOVA Table ANOVA Table
Video: Chemical Equilibrium between N2O4 (colorless gas) and NO2 (brown gas)

For a complete list of videos, visit our video library