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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.
Describe the information about cost sheets? Ans) Cost sheet having of the direct and indirect expenses acquired in producing a given product and classifying the expenses acquire
Question: Yamba Home Products is just beginning its fourth quarter, in which peak sales occur. The company has requested a $12,000, 90-day loan from its bank to help meet cash re
are exploration costs of a mining company an asset or an expense
1. The following table summarizes the short-run production function for your firm. Your product sells for $5 per unit, labor costs $5 per unit, and the rental price of capital i
CVP applications
(a) Describe briefly how the following are used in the accounting for labour: (i) time sheets (ii) job cards. (b) The following details relate to the labour in a produ
A manufacturing company that produces a single product has provided the following data concerning its most recent month of operations: selling price $140 units in begining in
Income Statement Preparation The following information is taken from the records of Wadley's Car Wash for the year ended December 31, 2012. Income taxes . . . . . . . . . . .
You perform a travel cost study that looks at the relationship between the cost of visiting a lake (including costs of travel, value of time spent not working & any entry fees), it
Ordering cost is incurred whenever the inventory is replenished. It includes costs associated with the processing and chasing of the purchase order transportation, inspec
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