Consider the following information regarding the performance of a money manager in a recent month. The table represents the actual return of each sector of the manager's portfolio in column 1, the fraction of the portfolio allocated to each sector in column 2, the benchmark or neutral sector allocations in column 3, and the returns of sector indices in column 4. Equity Bonds Cash Actual Return 2X 1 0.5 Actual weight 0.70 0,20 0.10 Benchmark Height. 0.60 0.30 0.10 % Index Return 2.5% (5&P 500) 1.2 (Barclay's Aggregate) 0.5 Required: a-1. What was the manager's return in the month? (Do not round intermediate calculations. Input all amounts as positive values. Round your answer to 2 decimal places.) 4 The manager's return in the month is a-2. What was her overperformance or underperformance? (Do not round intermediate calculations. Input all amounts as positive values. Round your answer to 2 decimal places.)

Consider the following information regarding the performance of a money manager in a recent month. The table represents the actual return of each sector of the manager's portfolio in column 1, the fraction of the portfolio allocated to each sector in column 2, the benchmark or neutral sector allocations in column 3, and the returns of sector indices in column 4. Equity Bonds Cash Actual Return 2X 1 0.5 Actual weight 0.70 0,20 0.10 Benchmark Height. 0.60 0.30 0.10 % Index Return 2.5% (5&P 500) 1.2 (Barclay's Aggregate) 0.5 Required: a-1. What was the manager's return in the month? (Do not round intermediate calculations. Input all amounts as positive values. Round your answer to 2 decimal places.) 4 The manager's return in the month is a-2. What was her overperformance or underperformance? (Do not round intermediate calculations. Input all amounts as positive values. Round your answer to 2 decimal places.)

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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Consider that you have $4,332,989 to invest across three assets using the price weighted methodology. Your analysis of these assets has provided the information in the two tables below. (Note: numbers in red are negative) Asset Price at beginning of the year (in $) Expected price at the end of the year (in $) Standard deviation (%) Correlation A B C A 1.00 0.84 0.78 c. In dollars and cents, what is the expected value of this portfolio after 12 months? d. What is the standard deviation of this portfolio, in percentage terms? A B 155.55 137.22 182.22 164.77 42.11 Required a. What is the expected compound annual growth rate of return for this portfolio, in percentage terms? b. What is the expected continuously compounded return on this portfolio in percentage terms? B 0.84 1.00 0.44 41.50 с 0.78 0.44 1.00 C 88.14 104.12 42.33
= 6) Find the internal rates of return on a cash flow with deposit amounts of A = A₁ = 240, B₁ 120, A₂ = 20, B₂ = 290, and withdrawal amounts of Bo at times t = 0, t = 1, t = 2, respectively. = 40, 10,
What is the yield on the following set of cashflows? Time Cashflow (£) t = 0 t=1 H 400 t=2 t = 3 -100 -120 t = 4 -140 t = 5 -160
Calculate the APR of the following investment, entered as a percentage (Example: if your answer is 14.5%, enter 14.5 and not 0.145) Year Number Cashflow 0 -11000 1 3000 2 3500 3 2900 4 2800
Find the internal rate of return (IRR) for the following cash flows. Enter your answer as a percent and include at least two decimal points, e.g., 8.35 for 8.35 %, not 0.08. Year Cash Flow 0 750 1 200 2 375 3 250 4 100 5 75
Cash Flow Year -4 9,600 4,700 5,300 2,200 1 2 a. What is the profitability index for the cash flows if the relevant discount rate is 9 percent? Profitability index b. What is the profitability index for the cash flows if the relevant discount rate is 18 percent? Profitability index
n.com Connect (i) Consider the following cash flows: Year Cash Flow 0 -$29,600 1 14,100 2 14,800 3 11,200 a. What is the profitability index for the cash flows if the relevant discount rate is 11 percent? Note: Do not round intermediate calculations and round your answer to 3 decimal places, e.g., 32.161 b. What is the profitability index if the discount rate is 16 percent? Note: Do not round intermediate calculations and round your answer to 3 decimal places, e.g., 32.161. c. What is the profitability index if the discount rate is 23 percent? Note: Do not round intermediate calculations and round your answer to 3 decimal places, e.g., 32.161. a. Profitability index b. Profitability index c. Profitability index.
The table presents the actual return of each sector of the manager's portfolio in column (1), the fraction of the portfolio allocated to each sector in column (2), the benchmark or neutral sector allocations in column (3), and the returns of sector indexes in column (4). (1) (2) (3) (4) Actual Actual Benchmark Index Return Weight Weight Return Equity 16% 80% 60% 10% Bonds 9% 15% 35% 7% Cash 3% 5% 5% 1% What was the manager's return in the month? What was the benchmark's return in the month? Did the manager over or under perform the benchmark? a. Over perform b. Under perform c. Equal performance d. Cannot tell from the information given e. None of the above By how much did the manager over or under perform the benchmark? What is the contribution of security selection to relative performance? What is the contribution of asset allocation to relative performance?
3. If a capital investment is $28,752.7 and equal annual cash inflows are 69,943.5, state the internal rate of return factor rounded to two decimal places.
Solve it correctly please. I will rate accordingly. Solve by graphical method only.
The table presents the actual return of each sector of the manager's portfolio in column (1), the fraction of the portfolio allocated to each sector in column (2), the benchmark or neutral sector allocations incolumn (3), and the returns of sector indexes in column (4).(1) (2) (3) (4)Actual Actual Benchmark IndexReturn Weight Weight ReturnEquity 15% 80% 60% 10%Bonds 10% 15% 30% 6%Cash 4% 5% 5% 1%What was the manager's return in the month? What was the benchmark's return in the month?
Pran and Monem group has the following assets in portfolio and returns of the assets are following. Probability 28% assets Return of Pran Return on Monem Beverage steel Mills |-16% |-17% 26% 31% 18% Shipping linges 32% 27% 29% Consumers 27% 29% 25% a.Calculate the Return, Risk and CV of the portfolio and justify your decision for which portfolio to be selected, and interpret your findings. Ta

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