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the weekly standard deviation of a stock is 648 percent what is the monthly standard deviation the annual standard
a portfolio has an annual variance of 1064 what is the standard deviation over a two-month
explain the meaning of a value-at-risk statistic in terms of a smallest expected loss and the probability of such a
what is the relationship between the markowitz efficient frontier and the optimal sharpe
what is meant by a sharpe-optimal what is meant by a sharpe-optimal
what is one advantage and one disadvantage of the sharpe
explain the relationship between jensens alpha and the security market line sml of the capital asset pricing model
what is a common weakness of jensens alpha and the treynor
explain the difference between the sharpe ratio and the treynor
you are given the following information concerning a stock and the
based on a conversation with her husband grace is considering selling the 100000 of abc stock and acquiring 100000 of
determine whether the beta of graces new portfolio which includes the government securities will be higher or lower
john wilson a portfolio manager is evaluating the expected performance of two common stocks furhman labs inc and garten
the beta for a certain stock is 115 the risk-free rate is 5 percent and the expected return on the market is 13
consider the following information on stocks i and iithe market risk premium is 8 percent and the risk-free rate is 5
you have 100000 to invest in a portfolio containing stock x stock y and a risk-free asset you must invest all of your
fill in the following table supplying all the missing information use this information to calculate the
show that another way to calculate beta is to take the covariance between the security and the market and divide by the
suppose you observe the following situationassume these securities are correctly priced based on the capm what is the
stock y has a beta of 125 and an expected return of 14 percent stock z has a beta of 70 and an expected return of 9
asset w has an expected return of 105 percent and a beta of 9 if the risk-free rate is 6 percent complete the following
a stock has a beta of 12 and an expected return of 14 percent a risk-free asset currently earns 5 percenta what is the
a share of stock sells for 53 today the beta of the stock is 12 and the expected return on the market is 12 percent the
you own 400 shares of stock a at a price of 60 per share 500 shares of stock b at 85 per share and 900 shares of stock
dudley trudy cfa recently met with one of his clients trudy typically invests in a master list of 30 securities drawn