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Related to the previous question you answered... Now, assume that the standard deviation of the mutual fund portfolio is exactly 20.25% per year and a potential customer has a risk-aversion coefficient of 2.25. What correlation between the stock and bond returns is consistent with this portfolio standard deviation? What is the optimal allocation to the risky mutual fund (the fund with exactly 20.25% standard deviation) for this investor? What is the expected return on the complete portfolio? What is the standard deviation of the complete portfolio? What is the Sharpe ratio of the complete portfolio?
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As a financial manager you will often have to compare cash payments which take place at different dates. To make optimal decisions, you must understand the relationship between a dollar today [present value] and a dollar in the future [future valu..
silver king inc. is currently running at 60 of full capacity. the plant and equipment are currently valued at
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Suppose the December CBOT Treasury bond futures contract has a quoted price of 80-07. If annual interest rates go up by 1.00 percentage point, what is the gain or loss on the futures contract? (Assume a $1,000 par value, and round to the nearest w..
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