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1. Is the volatility of the dollar return to an investment in the Japanese equity market the sum of the volatility of the Japanese equity market return in yen plus the volatility of dollar> yen exchange rate changes? Why or why not?
2. Why is the variance of a portfolio of internationally diversified stocks likely to be lower than the variance of a portfolio of U.S. stocks?
3. How can you increase the Sharpe ratio of a portfolio? What type of stocks would you have to add to it in order to do so?
4. Why is the hurdle rate in Section 13.2 lower for Japan than for Canada? Should U.S. investors still invest in Canada?
Is this fund manager's performance over the coming year likely to be similar to the historical record? Over the next five years? Over the next ten years? Explain.
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Demonstrate that, in this scenario, the investor can form a portfolio with zero variance and find the appropriate weights associated with this portfolio and compute the expected return and standard deviation of the portfolio.
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Calculate the overall cost of capital for Cartwell Products. Which projects should the firm select? Does your answer differ from your answer topart d? If so, explain why.
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