The portfolio assets are inverted in the dow jones fund

Assignment Help Applied Statistics
Reference no: EM13678828

In the portfolio example in this section half the portfolio assets are inverted in the Dow Jones fund and the half in the weak economy fund. Recalculate the portfolio expected return and the portfolio risk.

a 30% of the portfolio assets are invested in the Dow Jones fund and 70% in a weak- economy fund.
b 70% of the portfolio assets are invested in the Dow Jones fund and 30% in a weak- economy fund.
c. Which of the three investment strategies (30%,50%, or 70% in the Dow Jones) would you recommend? Why?.

Reference no: EM13678828

Questions Cloud

What velocity will it have after reflection off the xy plane : A particle is moving uniformly from the point (13, 12, 9) along a line; its velocity vector is . Upon reaching the xy plane, the particle is reflected off the plane. At what point will it hit the xz plane?
What is the maximum height the ball goes above the ground : Julie throws a ball to her friend Sarah. The ball leaves Julie's hand a distance 1.5 meters above the ground with an initial speed of 17 m/s at an angle 35 degrees; with respect to the horizontal. Sarah catches the ball 1.5 meters above the ground.
Three positive charges are located in the x-y plane : Three positive charges are located in the x-y plane (see plot below), with Q1=2.10C, Q2=3.20C and Q3=4.30C. Note that the charges are located at grid intersections, and that the x and y coordinates are in cm.
Four identical charged particles : Four identical charged particles (q = +18.0 µC) are located on the corners of a rectangle as shown in the figure below. The dimensions of the rectangle are W = 14.0 cm and L = 58.0 cm. Compute the change in electric potential energy of the system as ..
The portfolio assets are inverted in the dow jones fund : The portfolio assets are inverted in the Dow Jones fund
Discover the electric field strength from spheres center : A solid sphere 29cm in radius carries 17C, distributed uniformly throughout its volume. Discover the electric field strength 19cm from the sphere's center.
Discover the net work done on the gas-minimum volume reached : An ideal gas with =1.4 occupies 5.5L at 300 K and 150kPa pressure and is compressed adiabatically until its volume is 2.0 L. It's then cooled at constant pressure until it reaches 300 K then allowed to expand isothermally back to state A.
What is the change in the electric potential energy : Two particles with Q1 = 50 µC and Q2 = 93 µC are initially separated with a distance of 2.6 m and then brought closer together so that the final separation is 1.4 m. What is the change in the electric potential energy?
Center of the square so that all charges are at equilibrium : Four equal positive point charges, each of charge 8.7C, are at the corners of a square of side 9.2 cm. What charge must be placed at the center of the square so that all charges are at equilibrium?

Reviews

Write a Review

Applied Statistics Questions & Answers

  A screening test for a newly discovered disease is being

a screening test for a newly discovered disease is being evaluated. in order to determine the effectiveness of the new

  Eliminate both trend and seasonality

Consider a monthly time series dataset for which we believe that the model Xt = (at + b)st + Zt is appropriate where st is a seasonal function i.e., st+d = st and Zt is white noise. What would be a way to difference the data in order to elimin..

  Is exposure to uv radiation associated with skin cancer

Is exposure to UV radiation associated with skin cancer

  Q1 in a pure exchange economy with two goods g and h two

q1. in a pure exchange economy with two goods g and h two traders amos and elise have cobb-douglas utility functions.

  Construct a 90% confidence interval for (p1-p2)

Construct a 90% confidence interval for (p1-p2)

  How many different items can be uniquely numbered

What is the name of the counting rule used to find all the possible outcomes and how many different items can be uniquely numbered?

  Calculate the shewhart monitoring limits

Calculate the ARL and look at the chart to see if the number looks about right. Use the time information in the raw data and your ARL value to calculate how many minutes between a false alarm. Will the operators be happy with this?

  Minimize the production cost

Minimize the production cost and the optimal order quantity is cartons of milk, and the average inventory is about cartons - variable cost of making

  Which of these strategies is better for the professors

Which of these strategies is better for the professors

  Two random variables with joint pdf

Let X1, X2 be two random variables with joint pdf f(x1, x2)=4x1x2, 0

  Regression how do i examine correlations of all variables 1

how do i examine correlations of all variables 1 dv amp 5 iv and summarize their relationship? ltbrgti also want to

  The requirement is to write a report about wave equation

the requirement is to write a report about wave equation confinement method through fourier series and finite element

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!

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