Question 9 of 9The mutual fund you invested in performed very well recently and generated a 30.2% effective rate of return in thelast year. If the mutual fund generated a total of 17.4% return over the past 6 years, what was the fund's effective rateof return over the first 5 years?%Round to four decimal places

Return in Last 6 years = 17.4% X 6 = 104.4% Return in 6th year = 30.2%

Answered: Question 9 of 9 The mutual fund you…

FINANCIAL ACCOUNTING

10th Edition

ISBN:9781259964947

Author:Libby

Publisher:Libby

Chapter1: Financial Statements And Business Decisions

Section: Chapter Questions

Problem 1Q

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Rates of Return An investor earned an arithmetic average return over 4 years of 13.6%. The first year's return was 14.1%, the second year's return was -2.80%, the third year's return was 25.3%. What was the fourth year's return?
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INV 1 6d You have decided to invest in three mutual funds: one in equities, one in long corporate and government bonds, and a money market fund invested in T-bills yielding 5%. Your estimate of the relevant parameters for the equities and bond funds are as follows: Expected Return Standard Deviation Equities .15 .30 Bonds .06 .09 The correlation between the fund returns is 0.12. Without the money market fund, what would be the weights of a portfolio on the best feasible CAL, composed of the equities and bond funds which would be expected to return 10%, and what would be its standard deviation?
Problem 7-8 A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 4%. The characteristics of the risky funds are as follows: Stock fund (S) Bond fund (B) Expected Return 23% 14 Standard Deviation The correlation between the fund returns is 0.12. Sharpe ratio 29% 17 What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.) Check my work
INV 1 6f You have decided to invest in three mutual funds: one in equities, one in long corporate and government bonds, and a money market fund invested in T-bills yielding 5%. Your estimate of the relevant parameters for the equities and bond funds are as follows: Expected Return Standard Deviation Equities .15 .30 Bonds .06 .09 The correlation between the fund returns is 0.12. Compare the portfolios in #4 and #5. Is this consistent with what you would expect when adding the T-bill money market fund as essentially the risk-free asset?
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Question 888 M Full explain this question and text typing work only thanks
Don't use chat gpt A trust fund is being set up by a single payment so that at the end of 37 years there will be $89,764 in the fund. If interest is compounded continuously at an annual rate of 9%, how much money should be paid into the fund initially?
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Asset A B C Cost $35,000 $36,000 $39,000 $10,000 Beta at purchase 0.79 0.96 1.49 1.32 Yearly income $1,600 $1,500 SO $250 Value today $35,000 $37,000 $45,500 $10,500
QUESTION 5 A bank has estimated its VAR for its bond portfolio is $25,600 and for its stock portfolio, it is $33,600. The correlation coefficient between the two portfolios is -0.25. How much VAR would be reduced if they were allowed to aggregate the VAR of the two portfolios? $36,800.00 $59,200.00 $10,400.00 $22,400.00

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