14. You are given the following information about the four distinct portfolios:Determine which two of the four given portfolios are NOT efficient.Portfolio Expected Return VolatilityP10%Q10%R15%S20%A) P and Q3%5%5%7%B) P and R3,33323C) P and SD) Q and R

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Answered: 14. You are given the following…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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William Profit is studying companies going public for the first time. He isparticularly interested in the relationship between the size of the offering and theprice per share. A sample of 15 companies that recently went public revealed the following information: y x 10.8 9 11.3 94.4 11.2 27.3 11.1 179.2 11.1 71.9 11.2 97.9 11 93.5 10.7 70 11.3 160.7 10.6 96.5 10.5 83 10.3 23.5 10.7 58.7 11 93.8 10.8 34.4
4
Risk and Returns. Windsor stock has produced returns of 22.6 percent, 18.7 percent, 15.7 percent, 11.3 percent, 9.8 percent, 7.2 percent, 5.8 percent, 3.1 percent, 1.7 percent, 0.3%, -2.7% and -5.4 percent over the past twelve years, respectively. What range of returns would you expect to see on this stock 95 percent of the time? Please show work
Suppose the following table was generated from a sample of 20 CEOs relating annual salary to years of experience and the industry in which they are employed. Indicator (dummy) variables were created for each Industry (1 if the CEO works in that industry, 0 otherwise). The Health Care Industry is considered the base-level industry. Intercept Experience Service Manufacturing Financial Coefficients 140037.615086 3292.653840 5938.697230 -14364.236092 17037.306498 Standard Error 4147.421168 231.558624 5270.795161 5408.963617 5303.248604 3.212617 t Stat 33.764985 14.219526 1.126718 0.277565 -2.655636 0.017988 0.005812 P-Value 0.000000 0.000000 Copy Data According to the results, if a CEO in the Health Care industry and a CEO in the Financial industry both have 24 years of experience, what is the estimated difference in annual salary between the two CEOs? Enter your answer below, rounded to two decimal places.
Questions a. - c. refer to the following data. You estimate a 3-factor return-generating process for 5 large portfolios with the following results. a. Which two portfolios are functional equivalents according to the Arbitrage Pricing Theory? b. What is the expected return on portfolio B? c. Suppose that the market is currently pricing portfolio E so that its expected return is 8% and pricing portfolio B so that its expected return is 10%. Describe the forces that will bring about equilibrium according to the APT.
Below pay-off was generated for your investment options. From this pay-off table determine the best decision using decision making under uncertainty: a.Maximax b.Maximin c.Minimax Payoff Table Economy Growing Stable Declining Alternatives Bonds Stocks 40 45 70 30 -13 Mutual Funds 53 45 -5
ASAP PLEASE If your trading systerm has a losing percentage of 45%, how likely it is to have a series of four losses in a row? 1% 2.25% 45% 4.10%
The less correlated the securities in a portfolio, Select one: O a the higher the diversifiable risk. O b. the higher the portfolio risk. O c. the lower the portfolio risk. Od the lower the unsystematic risk.
Assist the analyst to obtain the index value forecasts
You are considering purchasing a carpet cleaning business that will cost $40,000 for startup. Being a detail-oriented entrepreneur, you have looked into the performance of other franchises for this company and have found the following. 35% of the franchises close after one year with a net loss of $48,000. 30% of the franchises continue to operate but have a net profit of only $24,000. 35% of the franchises are doing quite well with a net profit of $100,000 in their first year. If you are only concerned with the first year’s outcomes, what Is the expected value of the franchise?

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14. You are given the following information about the four distinct portfolios: Determine which two of the four given portfolios are NOT efficient. Portfolio Expected Return Volatility P 10% Q 10% R 15% S 20% 3% 5% 5% 7% 3,333 LAS