User Account

All Pages

Evaluate the fund using single-index model

Assignment Help Finance Basics
Reference no: EM132118795

Evaluate the following fund using single-index model:

Fund 1:

Alpha (a): 1.1

Beta (B): 1.9

Variance (e): 100

Market risk expected return is 8%, and an expected standard deviation =12.25% or market variance 150.

Using the Single-Index Model (where the returns on each fund are related only to the market, i.e., E(r) = α +β E(RM)), determine the expected return, variance and standard deviation.

Reference no: EM132118795

Questions Cloud

What action did the fomc take : Reading the minutes of the FOMC: The Federal Open Market Committee (FOMC) is the formal name of the group chaired by Bernanke (and his successor).
Discuss how the acquisition has changed : Consider how contracts are evolving and how new systems and technologies are impacting contracts, sustainability, and quality.
What about a key policy interest rate set : The current state of the European economy: Write a couple of paragraphs about the state of the economy in the euro area over the past several years.
The core competencies of contract managers : Explain, define and defend one of the core competencies of contract managers.
Evaluate the fund using single-index model : Market risk expected return is 8%, and an expected standard deviation =12.25% or market variance 150.
What happens to the labor demand schedule : Good news about the future: An important feature of DSGE models is that they explicitly incorporate the fact that people's expectations about the future affect.
Why have third parties never really taken off in america : Why have third parties never really taken off in America? Would you like to see a third party alternative to the Democrats and Republicans?
What happens to the labor demand schedule : A permanent TFP shock: Now consider a TFP shock that is permanent. For example, suppose the discovery and application of a new technology makes firms.
Influences an employer to hire independent : A factor that influences an employer to hire an independent-contractor employee rather than a servant is:

Reviews

Write a Review

Finance Basics Questions & Answers

  Financial reporting and analysis

Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..

  A report on financial accounting

This report is specific for a core understanding for Financial Accounting and its relevant factors.

  Describe the types of financial ratios

Describe the types of financial ratios and other financial performance measures that are used during venture's successful life cycle.

  Differences between sole proprietorship and corporation

Briefly describe the major differences between a sole proprietorship and a corporation

  Prepare a cash budget statement

Calculate the expected value of the apartment in 20 years' time. What is the mortgage loan repayment at the beginning of each month

  What are the implied interest rates

What are the implied interest rates in Europe and the U.S.?

  State pricing theory and no-arbitrage pricing theory

State pricing theory and no-arbitrage pricing theory

  Small business administration

Identify the likely stage for each venture and describe the type of financing each venture is likely to be seeking and identify potential sources for that financing.

  Effect of financial leverage

The Effect of Financial Leverage and working capital management

  Evaluate the basis for the payment to the lender

Evaluate the basis for the payment to the lender and basis for the payment to the company-counterparty.

  Importance of opps, ipps, mpfs and dmepos

Research and discuss the differences and importance of : OPPS, IPPS, MPFS and DMEPOS.

  Time value of money

Time Value of Money project

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

Submit Assignment

Academics

Major Subjects

Majors

Get In Touch

whatsapp: +1-415-670-9521

Phone: +1-415-670-9521

Email: [email protected]

TERMS & POLICIES

HELP & SUPPORT

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd