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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Review the table below listing performance metrics for selected assets. The metrics are defined in the same way as in CAPM. Compute the CAPM alpha for the four assets (data attached as image).
am. 83.
None
You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .97. Year 2015 2016 2017 2018 2019 Fund -18.8% 25.1 Sharpe ratio Treynor ratio 13.6 7.0 -1.92 Market -36.5% 20.7 13.0 8.4 -4.2 Risk-Free 1% 6 2 6 2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)
A pension fund manager is considering investing in two funds to be included in the pension plan’s current portfolio, which is a well-diversified portfolio as proxied by the Russell 3000 index. The first fund under consideration is a growth stock fund, the second a value stock fund. The expected return, standard deviation, standard deviation of residuals, and beta of the funds are as follows: Expected return Standard Deviation Beta Standard deviation of residuals Growth fund (G) 10% 20% 1.1 12% Value fund (V) 12% 12% 1.6 20% The correlation between the two fund returns is .80. The market risk premium is expected to be 6% and the risk-free rate is 1%. Determine and explain which fund should be included in the pension fund’s current portfolio. Justify your answers with a risk-adjusted performance measure and show all your work.
Please do not provide answer in image formate thank you.
man.2
Net asset value (NAV) of an investment fund is calculated as total portfolio value divided by number of fund shares. Accordingly, if the total portfolio value is 100.000 $ and the number of shares is 55.000, then the NAV would be 100.000 $/55.000 = 1,818 S. Now, suppose that you are a portfolio manager of a bond fund that has 20.000 fund shares outstanding. You consider 3 investments for your portfolio: (a) A T-bill that has a 194 day maturity with a face value of 10.000 $. (b) A zero-coupon bond that has a 10 year maturity with a face value of 100.000 $. (c) A bond that pays quarterly coupon payments with an annual coupon rate of 12%, a face value of 50.000 $ and a maturity of 5 years. You know that the annual market yields are 10%. If you invest them all right now, what would be the NAV of your fund at the time of investment? (1 year = 360 days)
1. Suppose there is a mutual fund and each consumer buys | a share in it for her endowment at t = 0. The mutual fund maximises the wealth of its shareholders when choosing IF, the investment in the long term technology. At t =1, the mutual fund pays dividend d to each of its shareholders. At t = 1, the shares can be traded at price p*. a. Set up the mutual fund's optimisation problem and derive and interpret the first order condition. What happens when R increases and why? b. What is the optimal consumption profile cf , c and the optimal investment IF? | c. Calculate (i.e. derive an expression for) d and p. 2. Now suppose there is no financial intermediary to handle liquidity shocks. However, at t = 1 a market for bonds opens up and agents can trade their wealth at t = 1 for | wealth at t 2. Each bond pays 1 at t = 2 and its price is pM. Calculate the consumer's optimal investment decision IM at t = 0 , the price of the bond pM, and the optimal consumption in the two states cM, cM. 3.…
please make the answer clear
What is the current price per share of the LPEVX mutual fund? 1 2 3 4 5 6 Family/ Fund Symbol NAV Chg YTD % return 3-yr % chg AARP Funds Aggr AAGSX 10.25 0.08 6.2 −1.6 Consrv AACNX 10.55 0.02 4.0 4.0 Mod p AAMDX 10.50 0.05 4.9 1.3 AMF Funds IntMtg ASCPX 4.81 −0.01 0.1 −14.3 LgCpEq IICAX 8.16 0.08 7.5 −2.1 ShtUSGv ASITX 9.36 −0.01 0.2 0.7 UltraShrt p AULTX 5.45 −0.02 3.2 −12.2 UltShrtMtg ASARX 7.39 — 2.4 −4.4 USGvMtg ASMTX 8.64 −0.02 0.2 −0.7 APIEffFrtGrPrim fp APIEffFrtGrPrim fp APITX 8.13 0.10 9.0 −6.5 APIMultIdxPrim APIMultIdxPrim AFMMX 10.98 0.09 4.4 −9.6 AVS LPE Ptf AVS LPE Ptf LPEVX 5.82 −0.01 11.3 NS Aberdeen Fds…

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