Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
A) A portfolio's daily changes have a standard deviation of $15 million. Suppose the daily changes in the portfolio's value have a first order serial correlation of 0.25. Calculate the 5-day, 95% VaR with and without the correlation adjustment.
B) An portfolio consists of options on two companies stocks, A and B. The details are as follows:
Stock A Stock B
Delta (δ) 45,000 28,000
Stock price (S) 51.25 38.55
Daily volatility (σs) 0.025 0.021
Correlation (ρ) 0.45
Please calculate the 5-day, 99% VaR for the two option positions separately and for the portfolio as a whole. How much is the diversification benefit?
how do i find info about google inc
Evaluating the investment using return on capital employed: Annual depreciation charge = 1500000/5 = $300000 Average investment = 1500000/2 = $750000 Average annual
As an investor, you are considering buying stock in a relatively new company. Medical Horizons, Inc., has been in existence for 10 years and is now about to go public. The first st
Assume that prices and wages adjust rapidly so that the markets for labor, goods, and assets are always in equilibrium. What are the effects of each of the following on real money
The twin objectives of inventory management are financial and operational. The operational objective implies that the materials and spares would be obtainable in sufficient quantit
Time tickets for factory employees during the month of August are summarized as follows. Prepare a journal entry to record the total factory payroll, the indirect payroll and the d
Wright Corporation began its operations on September 1 of the current year. Budgeted sales for the first three months of business are $243,339, $313,087, and $415,174, respectively
In this project you will use your many skills to create multiple portfolios, using the Standard and Poor's Mid Cap 400 as your dataset. First, construct an index fund using a st
Q1. what are the roles and objective of FASB and IASB? Q2.what are the main reason for the joint project undertaken by the FASB and IASB? Q3.state some critics by individual and th
1-Dec $92,000.00 of 5% bonds are purchased with check. Interest is paid once a year and will mature in 5 years. The market yield for these bonds is 4%.
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!
whatsapp: +91-977-207-8620
Phone: +91-977-207-8620
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd