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You are an analyst for a large public pension fund and you have been assigned the task of evaluating 2 different external portfolio managers (Y and Z). You consider the following historical average return, standard deviation and CAPM beta estimates for these 2 managers over the past 5 years : Portfolio Actual Average Return Standard Deviation Beta Manager Y 10.2% 12% 1.2 Manager Z 8.8% 9.9% 0.8 Additionally, your estimate for the risk premium for the market portfolio is 5.00% and the risk-free rate is currently 4.5%.
a) For both Manager Y and Manager Z, calculate the expected return using the CAPM. Express your answers to the nearest basis point (i.e. xx.xx%).
b) Calculate each fund manager's average "alpha" (?) (i.e. actual return minus expected return) over the 5-year holding period. Show graphically where these ? statistics would plot on the security market line (SML).
c) Explain whether you can conclude from the information in Part b if :
i. Either manager outperformed the other on a risk-adjusted basis
ii. Either manager outperformed market expectations in general.
Write a program for a real estate agent. The program should perform the following tasks: ask users for the average house price for the each of past 5 years for a single family residence of 1500 square feet.
This statement will include the names of files or sections of code within a file for which he or she has been solely responsible, and the Web address of files that are visible on the group Web server space. A response such as ‘It was basically a j..
How would you dishtinguish Antigone, and what you know of Theban saga, to Oresteia, and what you know of story of Mycenaean saga?
This can paralyze a user's ability to navigate the Web site correctly. Examples include opening new browser windows or using meta-refresh to force a page.
efine a class called address_t with members for the four integers. Your program should read a list up to 100 addresses and nicknames terminated by a sentinel address of all zeros and nickname.
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Write the web application that will give a report of the balance held in a visitor's account during past several months.
Design a program which uses the array of Shape references to objects of each concrete class in hierarchy. The program must print text description of object to which each array element refers.
Write the program which takes as input five numbers and outputs mean average and standard deviation of numbers. If numbers are x1, x2 ,x3, x4, and x5, then mean is?
Saddle point is entry in a table which is a minimum for its row and maximum for its column. Write a program which will test every entry of table to see whether it is saddle point.
Create an XML document that marks up the nutrition facts for a package of Grandma White's cookies. A package of cookies has a serving size of 1 package and the following nutritional value per serving.
Write down the program which permits the user to enter last names of five candidates in local election and number of votes received by each candidate.
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