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Calculate the skewness and kurtosis statistics for your assignment portfolio. How do these reconcile with the assumptions behind Modern Portfolio Theory?
Demonstrate analytically the proportion of your portfolio that you should hold in each of these four sub-indices in order to achieve an expected volatility of 20% per annum with maximum returns. Assume that you have $100; 000 to invest, according to these weights. Use the prices of these indices at 31 December 2006, to determine the dollar amount to invest in each sub-index.
Determine, using either MATLAB or Excel, the optimal weights and expected return if you can include a risk-free asset in your portfolio, returning 3% per annum. Determine a linear approximation for δwi / δrf where wi is the optimal weight in risky asset i.
If the risk-free rate of return suddenly changes to 4% per annum, what trades would you make in order to adjust your portfolio so that you continue to maximise your expected return subject to vol=20% per annum?
Determine the ex-post returns that your portfolio (of the original four assets) earned over the period 31 December 2006 - 31 January 2007. How does the risk- adjusted performance of your portfolio compare with the expected risk adjusted performance?
Suggest techniques to improve the risk-adjusted performance of your portfolio.
Computation of mark up and Target selling price in cost-minus pricin
material ledger card.following transactions affecting material No115-8 occurred during march 1992. march 1 balanced on hand 500 [email protected] per gallon maech 2 received 1200 gall
what is the role of cost accounting in business
Slick Corporation is a small producer of synthetic motor oil. During May, the company produced 5,000 cases of lubricant. Each case contains twelve quarts of synthetic oil. To achie
A machine originally had an estimated useful life of 5 years, but after 3 complete years, it was decided that the original estimate of useful life should have been 10 years. At tha
Goga Ltd is busy building a five-star hotel in the area, they use the percentage of completion method to determine profits and would like to calculate the profit for the year. dra
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What are the major arguments for absorption costing?
Standard Cost Card It is a card record of the Standard or expected costs in producing a specified output. This gives the physical quantities of inputs and also their monetary
what is inventory turnover
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