What is the estimate of expected return and variance of s&p

Assignment Help Finance Basics

Reference no: EM131420989

1. Graph a generalization of Exhibit 4.5 that includes portfolios with short positions in one of the two investments.

2. The S&P 500 stock index portfolio had returns of 30.55 percent in 1991, 7.67 percent in 1992, 9.99 percent in 1993, 1.31 percent in 1994, and 37.43 percent in 1995. What is the estimate of the expected return and variance of the S&P 500 using only these data?

Reference no: EM131420989

Questions Cloud

Where does the act still fall short in your opinion : The Robert T. Stafford Act has been amended several times since its inception. Evaluate the amendments to the act and assess its current impact. Do you think the amendments have improved emergency planning and response in the United States (U.S.)?..

Determine the electric potential at point a : A +4 uC charge is placed on the x axis at x = +3 m, and a -2 uC charge is located on the y axis at y = -1 m. Point A is on the y axis at y = +4 m. Determine the electric potential at point A (relative to zero at the origin). The answer is 9.6 kV.

How does an aar work to support communities facing a crisis : Reflect on your experience researching and writing an AAR. By this point in your project you should recognize the importance of the AAR and its benefits to various stakeholders involved in emergency management. Articulate the purpose of the report..

Speed of either particle at the instant : Two identical particles each with a mass of 2 ug and a charge of 25 nC, are released simultaneously from rest when the two are 4 cm apart. What is the speed of either particle at the instant when the two are separated by 10 cm?

What is the estimate of expected return and variance of s&p : The S&P 500 stock index portfolio had returns of 30.55 percent in 1991, 7.67 percent in 1992, 9.99 percent in 1993, 1.31 percent in 1994, and 37.43 percent in 1995. What is the estimate of the expected return and variance of the S&P 500 using only..

Entropy relations for the ideal gas : By using an entropy balance for the whole system including the gas and wall and the entropy relations for the ideal gas and the cylinder wall modeled as an incompressible substance

Analyze the key concepts related to the talent pools : Determine which performance management process you will employ to measure employee talent. Analyze the key concepts related to the talent pools and the talent review process. Develop appropriate talent management objectives to measure functional expe..

Write a summary of the impact of the transition : Consider what you've learned so far about the transition from volume- to value-based reimbursement. Different organizations will respond to the impact of this change in various ways. Based on its actions, an organization may flourish, or it may fa..

What options do patients with preexisting health conditions : As described in the article, what options do patients with preexisting health conditions have in regards to wellness initiative compliance?

User Account

All Pages