Quantitative finance, finance, Other Engineering

A fund manager’s high growth portfolio is made up of 80% (w1) in shares and 20% (w2 ) in bonds. Over the course of year 2010, the returns from each asset class are expected to have the following characteristics:

• 7% p.a. expected mean return from shares
• 3% p.a. expected mean return from bonds
• 9% p.a. standard deviation of returns from shares
• 5% p.a. standard deviation of returns from bonds
• zero covariance of share and bond returns.

(a) the variance of the portfolio
(b) the expected return on the portfolio.
Posted Date: 2/29/2012 9:19:44 AM | Location : United States

Related Discussions:- Quantitative finance, finance, Assignment Help, Ask Question on Quantitative finance, finance, Get Answer, Expert's Help, Quantitative finance, finance Discussions

Write discussion on Quantitative finance, finance
Your posts are moderated
Related Questions

type of materials used in lightweight concrete

Ic Packages: Like transistors and other types of solid state components, IC's are mounted in packages, which protect them from moisture, dust and other types of contaminations.

Real measurements never deliver the true value of the physical quantity or measurand. The measurement uncertainty consists of a random error and a systematic error. Most of the err

1.defination 2.explain the mechanisms of each process. 3. explain in detail how many types of each process 4. advantages 5. disadvantages

1. Generally moulding sands can be classified as:           (a) Natural Sand           (b) Synthetic or High Silica Sand           (c) Chemically Coated Sand

An accountant says that your firm has negative equity so the firm is bankrupt. discuss ?

In a CDMA system, the signal is spread over a large bandwidth by multiplying the transmitted symbol by a sequence of short pulses, also called chips. The system bandwidth is thus d

Q. Discuss the classifications of plastics.                                                      OR      Discuss the general properties and classification of plastics.

Application of Vector and Scalar quantities in Vector Analysis subject