What is the factor sensitivity to the timehorizon factor

Assignment Help Finance Basics
Reference no: EM131426513

The factor models for the returns on Omni, Inc., (OM) and Garbo Manufacturing (GAR) are: ROM = 20.0% - 1.0(FCONF) + 1.4(FTIME) + eOM RGAR = 15.0% - 0.5(FCONF) + 0.8 (FTIME) + eGAR .What is the factor sensitivity to the timehorizon factor (TIME) of a portfolio invested 20% in Omni and 80% in Garbo?

Reference no: EM131426513

Questions Cloud

Find the mean height after five years : Suppose that after five years, the probability the height is more than 86 cm is 0.0718. Find the mean height after five years.
Explain the positive impact of the electoral college : Explain the positive impact of the Electoral College and defend why the Electoral College should remain as it is currently. Be sure to include both the pros and the cons of keeping the Electoral College as it is currently.
Discuss how digital media has transformed : Discuss how Digital Media has transformed how organizations advertise and market their products and services. Include a historical (before and after the digital media) and global perspective (include discussion of the US and at least two additiona..
Prepare a payroll with all the detailed information : AAM3691 - Management Accounting Prepare a Payroll with all the detailed information for the week ending 31 January 2016 and compile the Journal Entries of the payroll accounts for the week ending 31 January 2016.
What is the factor sensitivity to the timehorizon factor : What is the factor sensitivity to the timehorizon factor (TIME) of a portfolio invested 20% in Omni and 80% in Garbo?
Probability that the car is parked for less than 2 hours : What is the probability that the car is parked for less than 2 hours?- What is the probability that the car is parked for less than 1.4 hours?
Budgets and integrated communications programs : "Budgets and Integrated Communications Programs" Please respond to the following: From the e-Activity, determine the best method of setting the health care provider's communications budget. Explain your rationale.
How actions of judicial branches have personally affected : Write: In your journal, explain how the actions of the executive and/or judicial branches have personally affected your life.
Breakdown lead to identification of personnel : Until you breakdown the scope (using a WBS), how do you know who will be working on a project? How does the WBS breakdown lead to identification of personnel and other resources needed for a project?

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!

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