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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.
A process in the industry where a wholesaler needs an amount that is the difference among the manufacturer's price to the wholesaler and the contract price to the resale customer.
cost accounting exam
WHAT IS VARIABLE COST
prepare a trading and profit and loss accounts for the period using marginal costing and absorption costing
XYZ Pvt Ltd is a private company incorporated in Australia, and manufactures handbags. The opening balance of XYZ Pvt Ltd's franking account on 1 July 2010 was $nil. During the 201
MARGINAL COSTING AND DIFFERENTIAL COSTING 1. Differential costing can be used both in case of marginal costing and absorption costing. 2. In case of marginal costing
Regression Analysis Method of Cost Estimation It includes estimating the cost function by utilizing past data or the dependent and the independent variables. Hence the cost fu
A company manufactures a single product. Estimated cost data regarding this product and other information for the product and the company are as follows: Sales price per unit Rs.2
Absorption of Non Production Overheads in Production Cost Product costs may be compiled for a range of purposes including a) Stock valuation b) Product pricing c) Dec
What are investment appraisal methods when opening a new project?
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