Homework2fof_Fall2022

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East Tennessee State University *

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3220

Subject

Electrical Engineering

Date

Oct 30, 2023

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pdf

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8

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I a i Rp With WYE CRY 0.15 f W2021 WHY 2 If Wzfmf For p 075 Rz It ON5 075 o 15 5X 0.35 0.2 f 075xoiitlo 5XO 4itVXON5x075XQIXO.ir5X0.4 o 04 0.5X0.5 o 5X035 0 5 0 6 5 0 5 0 ˋ 412 0.2540.5XONX0.5X0t 006 0.245 N ELRp _or5xa15tO75XQ35 _OBOf noxo.y 1075 0.41 10.25 0.2540.2 07540 0.1 fu o 32
V 0.35 10.412 Go 4 b ǒ ii standard Deviation c The second one 5 in z and a v5 MY 2 a 008 to b p o 5X0.16 10.5 1008 0.12 0p o 5X0 1 0.05 19 Rpt mgxo.io 1 0 5 o 08 0 18 8p 1 5X 0.1 0 1V5
d fpi.hn On 0.2 W i 2 The weights could be v00 in S P and borrow 100 at risk free rate EIR 210.16 110 08 0 24 3 a Sharpe Ran 6 006 ⼼⼝ 0.83 3 o.it ooh 1 0.1 08 C SR lo.ir_ooh to 8 075 d Rpi 0.6 xo.io to 4x 0.144 ME lot x 10.4x o 081 2XOIxo.bxo.in 0 8 200094336 he o 097 312 44 0061 1 0.097 0.87 I would prefer to hold portfolios uh because it has the ugliest shape ratio
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4 a equilibrium in mum ETRMI R.fi12 4 8 b We cannot say anything about the Beta since we do not know the expected return of in stock mini 0.14 o 04 f o 12 0041 5 a SML El Ri RftlECRMJ Rf.Bi oobtlo.no_o 061X2 QHMCML.EC Rp R f Rf on 006 1 0.15 06 0.5 0.15 Rft EL Rut Rf fi On5 o 06 415 0 06 f f 1
Equation I can be used for computing expected return of individual Security Equation v can be used to compute the expected return of an effai port for

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