User Account

All Pages

What is the highest expected portfolio return

Assignment Help Finance Basics
Reference no: EM132494302

Suppose, risk-free rate is 1.5%. The optimal tangent portfolio is formed with 30% on Amazon and 70% on Pfizer. The optimal risky portfolio has expected return of 24%, standard deviaiton of 15%, and Sharpe Ratio of 1.50. Suppose now your client Brian hope to form a complete portfolio on the best feasible Capital Allocation Line. Brian has specified hat he does not want take risk more than 10% of the annual standard deviation. His complete portfolio will consist of only risk-free asset and the optimal risky portfolio (with Amazon and Pfizer).

What is the highest expected portfolio return Brain can earn on his complete portfolio?

Reference no: EM132494302

Questions Cloud

What is the current value of operations : If the company's weighted average cost of capital is 11 percent, what is the current value of operations, to the nearest million? (Hint: Please consider FCF0
Explain the geico total rewards program : Evaluate the effectiveness of the communication of Geico's total rewards program based upon the Website's descriptions of the benefits. Recommend two (2) areas.
What is the correct amount of his self- employment tax : During the tax year 2018, he had a net profit of $ 150,000. What is the correct amount of his self- employment tax
COMP20008 Elements of Data Assignment : COMP20008 Elements of Data Assignment help and solution, Processing Project - assessment writing service - University of Melbourne
What is the highest expected portfolio return : What is the highest expected portfolio return Brain can earn on his complete portfolio?
What amount of interest cost should harbor capitalize : Harbor incurred interest of $20,000 on specific construction debt, and $60,000 on other borrowings. What amount of interest cost should Harbor capitalize
Why are competency frameworks important : Public health is important work and the people who carry out that work contribute substantially to the health status and quality of life of the individuals.
Compute forecast the company cost of sales : The company anticipates that sales will increase by 2% in 2018 but that the gross profit margin will be the same as 2017. Forecast the company's 2018
Percentage gain on the sale of the bond : What is your percentage gain (loss) on the sale of the bond (use duration to find the answer)?

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