Suppose that the borrowing rate that your client faces is 9%. Assume that the equity market index has an expected return of 13% andstandard deviation of 25%, that rf = 5%. Your fund manages a risky portfolio, with the following details: E(rp) = 11%, p = 15%.What is the largest percentage fee that a client currently lending (y <1) will be willing to pay to invest in your fund? What about a clientwho is borrowing (y > 1)? (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round youranswers to 1 decimal place.)y < 1y > 1

a) y < 1A client who is lending money will be willing to pay a fee to invest in your fund if the…

Answered: Suppose that the borrowing rate that…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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The following table gives the millions of metric tons of carbon dioxide emissions in a certain country for selected years from 2010 and projected to 2032. 2012 2014 2016 2018 2020 CO2 Emissions 338.5 364.5 397.1 423.8 452.1 498.4 Year 2010 Year 2022 2024 2026 2028 2030 CO2 Emissions 557.2 592.9 628.7 662.1 707.1 (a) Create a linear function that models these data, with x as the number of years past 2010 and y as the millions of metric tons of carbon dioxide emissions. (Round all numerical values to two decimal places.) y(x) = 2032 741.7 (b) Find the model's estimate for the 2024 data point. (Round your answer to two decimal places.) million metric tons Interpret the slope of the linear model. For each year since ---Select--- (c) Find the slope of the linear model. (Round your answer to two decimal places.) , carbon dioxide emissions in the U.S. are expected to change by million metric tons.
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Assn #3 Pg 13 (1-10) And Works x em/?file=https://drive.google.com/uc?id%3D1CTEVTWK8MB4C_mgM7cZiHsSSPeOAZ 10&export%3Ddownload&filename%3DAttachment:%20PDF:%2 9. The balance in a bank account with an annual interest rate of 2%, compounded annually, can be represented using the function f(t) = 1000(1.02), where t is the time in years after opening the %3D 1 account. What was the approximate account balance 6 years and 3 months, or 6- years, after 4 the account was opened?
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In the world of mathematical finance, an important skill for any quantitative analyst is to price derivatives. These usually come in the form of options as well as other more exotic financial instruments. For this project we will focus on something called European Call options. We will see how you can estimate the price of an underlying asset (usually a stock) at some time in future T and use this to find how much an option should cost today. First, lets take a look at what a European call option actually is. The idea behind the European call option is that you will enter into a contract with someone that grants you the right, but not the obligation, to purchase some number of shares of a stock at a pre-determined price, called the strike price. In this paper we will say that the payoff for a European call option can be given by: max {S(t) – K, 0}. The reason we do this is because, it would not make sense to exercise the option if the price of the underlying asset is below the strike…
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Ef 53.
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