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Author Question: The Horizons Bull Plus Fund seeks daily investment results that correspond to two times (200%) the ... (Read 54 times)

jenna1

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The Horizons Bull Plus Fund seeks daily investment results that correspond to two times (200%) the daily performance of the S&P 500 Index. If you wanted to build a portfolio out of T-Bills and the S&P Index to mimic the performance of the Bull Plus Fund, then what are the portfolio weights? Assume that the expected return on the S&P index is 10%, the risk free rate is 4%.
◦ wS&P = 1.5 and wT-Bill = -0.5
◦ wS&P = 1.67 and wT-Bill = -0.67
◦ wS&P = 2 and wT-Bill = -1
◦ wS&P = 2.33 and wT-Bill = -1.33
◦ wS&P = 2.67 and wT-Bill = -1.67


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Marked as best answer by jenna1 on Apr 25, 2021

bobsmith

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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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jenna1

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Reply 2 on: Apr 25, 2021
Excellent


T4T

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Reply 3 on: Yesterday
:D TYSM

 

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