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Quesiton:
a) You have just been appointed a portfolio manager of Malou investment. An investor has two assets available from which to form his desired portfolio. Asset X has an expected return of 4% and standard deviation of 9%. Asset Y has an expected return of 8% and standard deviation of 12%.
i) Assume that the returns of the two assets are perfectly positively correlated. If the investor wishes to place portfolio weight 1/3 on asset X and weight 2/3 on asset Y compute the expected return and standard deviation of the portfolio.
ii) Assume now that the two asset returns are perfectly negatively correlated. If the investor places portfolio weight of α on asset X, write down an expression for the variance of the portfolio. Demonstrate that, in this scenario, the investor can form a portfolio with zero variance and find the appropriate weights associated with this portfolio.
Compute the IRR for this project. How many IRRs are there? Using the IRR decision rule, should the company accept the project? What's going on here?
What changes in the analysis or additional analysis do you suggest before a final decision should be made and sShould Acme make a deal if its policy is to never exceed a 20% premium in any tender offer
part 1 defination 1 globalization2 neoliberalism3 geopolitics4 evil empire5 hegemonypart 2topics and include1
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What you learned through the development of the portfolio process.
Portfolio assignment
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