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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.
When firms enter into loan agreements with their bank it is very common for the agreement to have a restriction on the minimum current ratio the firm has to maintain. So, it is imp
rocess costing Prepare a spreadsheet to solve the following process costing problem. Review the four process costing videos provided in Interact Resources. Note that in the situati
In Lowe's Companies, Inc. 2012 Annual Report (Form 10-K) 1. Evaluate Lowe's investment in property, plant and equipment. Determine the following amounts as reported by Lowe's on it
Economic Order Quality or EOQ Define the model and the three methods of computing the EOQ. 1. Assumptions of the model. Illustration The given information was extra
Current assets 180.00 232.00 Less: Current Liabilities 80.00 105.00 Working Capital
what do you understand by cost accounting and what are the main decision areas that are involved
conclusion
1. You are required to download the latest annual report published by one of the following institutions: - Adult Multicultural Education Services - Centre for Adult Education
JK is a motor dealership which organizes its financial statements to 30 November. In the year to 30 November 2009, transactions integrated the following: (a) JK had motor vehicl
Matheson Electronics' Canadian Branch will help introduce into Canada the just developed new electronic device which, when mounted on an automobile, will tell the driver how many m
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