a. The performance of the fund over the past 1-year period from the 14th of September 2020 tothe 13th of September 2021 is presented in the figure below. Based on the figure and giveninformation, which of the following best describes the type of fund TFX: open-end activefund, index fund, close-end fund, or exchange traded fund (ETF). Please explain youranswers.Value of Fund's shares25.0020.0015.0010.005.000.0014/09/202023/11/2020Fund TLW Performance-NAV-Share Price5/02/202120/04/202130/06/2021DateOver the past 1-year period, this fund had a portfolio turnover ratio of 10%.10/09/2021

There are many types of mutual funds depending the vision and mission of the mutual fund they want…

he 13th of September 2021 is presented in the figure below. Based on the figure and given formation, which of the following best describes the type of fund TFX: open-end active and, index fund, close-end fund, or exchange traded fund (ETF). Please explain your nswers. .00 1.00 6.00 Fund TLW Performance -NAV - Share Price that the off the

he 13th of September 2021 is presented in the figure below. Based on the figure and given formation, which of the following best describes the type of fund TFX: open-end active and, index fund, close-end fund, or exchange traded fund (ETF). Please explain your nswers. .00 1.00 6.00 Fund TLW Performance -NAV - Share Price that the off the

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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es Required information [The following information applies to the questions displayed below.] A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Stock fund (S) 15% 9% Bond fund (B) The correlation between the fund returns is 0.15. Expected Return Expected return Standard deviation Required: What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) % % Standard Deviation 32% 23%
Analyze the following three years of data relating to the MoMoney Mutual Fund, . It should report the amount of dividend income and capital gains distributed to the shareholders, along with any other changes in the fund's net asset value (b = 0.5). (Click the icon here ☐ in order to copy the contents of the data table below into a spreadsheet.) 2019 2018 NAV (beginning of period) ? ? 2017 $35.56 Net investment income 0.64 0.74 0.56 Net gains on securities 5.48 4.52 - 3.41 Dividends from net investment income 0.64 0.56 Distributions from realized gains 1.61 1.96 0.51 1.44 a. What is the total income from the investment operations? b. What are the total distributions from the investment operations? a. The total income from investment operations in 2019 is $ The total income from investment operations in 2018 is $ (Round to the nearest cent.) (Round to the nearest cent.) (Round to the nearest cent.) The total income from investment operations in 2017 is $ b. The total distributions from…
Required information [The following information applies to the questions displayed below.] A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (B) Expected Return 17% 11% The correlation between the fund returns is 0.25. Portfolio invested in the stock Portfolio invested in the bond Expected return Standard deviation Required: Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations and round your final answers to 2 decimal places.) Standard Deviation 36% 27% % % % %
Subject:- finance
am. 83.
Required information [The following information applies to the questions displayed below] A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (8) Expected Return 17% 11% Standard Deviation 38% 29% The correlation between the fund returns is 0.25. Required: Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations and round your final answers to 2 decimal places.) Portfolio invested in the stock Portfolio invested in the bond Expected return Standard deviation % % % %
None
Vijay
Bha

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