1. 30 day averages of daily log-returns od stock A and stock B are 2.5 and 1.0 If daily standard deviations of stocks are Sa=1.5 and Sb=0.6 and COV_ab=0.7 then what is the standard deviation of an equally weighted portfolio of A and B.
2. What is the trust’s basis of property, where the grantor’s adjusted basis at the time of funding in the property is $9,750?
3. At what point is an inter vivos trust considered to be funded?