6. Consider the following equation of the CAPM:E(R) = 5%+B₁*10%P is an equally-weighted portfolio composed of the risk-free rate and stocks A, B and C. Thefollowing characteristics are given with respect to the three stocks:StockPoE(P)E(D)BA10011251.1B55.510.7с1081.3Compute the expected alpha of this portfolio.4

The portfolio consists of a variety of stocks or a basket of stocks which reduces the overall risk…

Answered: posed of the risk-free rate and stocks…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Similar questions

From the data in the table it shows the 2019 daily return data for the S&P 500 Index (stocks) and the US 30 year Bond (bonds). How do I test the hypothesis that mean daily return on stocks exceeds the mean daily return on bonds? Please show the steps. S&P500 dailt returns data: Date Price Daily Return 2019-12-31 3230.78 0.294602% 2019-12-30 3221.29 -0.578082% 2019-12-27 3240.02 0.003398% 2019-12-26 3239.91 0.512817% 2019-12-24 3223.38 -0.019545% 2019-12-23 3224.01 0.086614% 2019-12-20 3221.22 0.494478% 2019-12-19 3205.37 0.445929% 2019-12-18 3191.14 -0.043230% 2019-12-17 3192.52 0.033529% US 30 Year Bond Date Price Daily Return 31-Dec-19 2.389 2.32% 30-Dec-19 2.335 0.78% 29-Dec-19 2.317 -0.03% 27-Dec-19 2.318 -0.16% 26-Dec-19 2.321 -0.71% 25-Dec-19 2.338 0.15% 24-Dec-19 2.334 -0.83% 23-Dec-19 2.354 0.31% 22-Dec-19 2.346 0.12% 20-Dec-19 2.344 -0.43%
- (X A Acellus- The Science of Learning X admin120.acellus.com/StudentFunctions/Interface/acellus_engine.html?ClassID=600699069 Gis space cadet a shade of yellow X e omestic Product 10 + The GDP in Brazil is $2.05 trillion. The rate of inflation is 2.5%. If the population of Brazil is 207,833,000, find the per capita GDP in this country. --2023 International Academy of Science. All Rights Reserved. =/Interface/acellus_engine.html?ClassID=600699069# per capita GDP = $ [?] Round to the nearest hundredth. 6 Enter 90°F SL
Number 12
You are tasked with comparing two Icelandic equity funds. The other fund is called the RU IS Equity Fund (RIS). The other fund is called HÍ IS Equity Fund (HIS). It is known that the funds had the following ratios in certain shares over the period 2018 to 2021 (it is not assumed that they received dividends during the period). The proportions did not change over the period. The price of individual shares over the period can be found in the red box down below the text. a) Draw a picture that compares the development of 100,000 ISK. investments in each fund made at the beginning of 2018 b) What was the return on RIS and HIS over the period c) What was the average annual return of RIS and HIS over the period d) What is the correlation between the exchange rates of these two funds? Also show calculations with a formula e) What is the variance and what is the standard deviation of each fund? Why is this information important when it comes to investment decisions?
10 The observed insurance policy deviates from the predicted policy, on average, by _______ ($1,000) a 44.465 b 49.406 c 54.895 d 60.994
Can you answer the question in the picture, please?
e 34. The sales of a company rose from Rs. 30,000 in the month of February to. Rs. 35,000 in the month of March. The seasonal indices for these two months are 105 and 140. respectively. The owner of the company was not satisfied by this increase of Rs. 5000 in the month of March, He expected much more because of the seasonal index. How much could he expect on the basis of the seasonal index ? one
A realtor is displaying the histogram below, which summarizes the percentage appreciation in value (over the past five years) for each of a random sample of 25 houses in Newburg Park. Relative frequency 0.4 0.32 03- 0.2 0.2 0.2 016 0.12 0.1 10 20 40 Appreciation (in percent) Based on the histogram, draw the ogive (the ccumulative relative frequency polygon) for the sample data. Cumulative relative froquency 0.6 0.4 02 0.00 0.00 [0.00 T0.00 0.0 10 20 30 40 30 Appreciation (in percent)
The following data relate to the prices and quantities of 4 commodities in the years 2012 and 2013. Construct the following index numbers of price for the year 2013 by using 2012 as the Base year, . (i) Laspeyre's Index, (ii) Paasche's Index, (iii) Fisher's Ideal Index, 2012 2013 Commodity Price Quantity Price Quantity A 100 6. 150 B 4 80 5 100 C 2.5 60 5 72 D 12.0 30 33

Recommended textbooks for you

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

Elementary Statistics: Picturing the World (7th E…

Statistics

ISBN:

9780134683416

Author:

Ron Larson, Betsy Farber

Publisher:

PEARSON

The Basic Practice of Statistics

Statistics

ISBN:

9781319042578

Author:

David S. Moore, William I. Notz, Michael A. Fligner

Publisher:

W. H. Freeman

Introduction to the Practice of Statistics

Statistics

ISBN:

9781319013387

Author:

David S. Moore, George P. McCabe, Bruce A. Craig

Publisher:

W. H. Freeman

SEE MORE TEXTBOOKS

posed of the risk-free rate and stocks A, respect to the three stocks: