A risky fund has an expected return of 17% and standard deviation of 25%. The risk-free rate is 9%. The expected return of the optimal complete portfolio is 12%. The Sharpe ratio of the optimal complete portfolio is:

Answers

Answer 1

Answer:

the Sharpe ratio of the optimal complete portfolio is 0.32

Explanation:

The computation of the sharpe ratio is shown below:

= (Return of portfolio - risk free asset) ÷ Standard deviation

= (17% - 9%) ÷ 25%

= 8% ÷ 25%

= 0.32

Hence, the Sharpe ratio of the optimal complete portfolio is 0.32

We simply applied the above formula


Related Questions

As a technical project manager, you have decided to propose implementing a prototyping methodology for a small web-based design project. What is the first step you will follow in this project

Answers

Answer: Identify user requirements.

Explanation:

The first thing that the manager needs to do is to find out the user requirements for such design products. This is akin to identifying the problem in the scientific method.

Knowing the user requirements of such a product would then help the manager come up with possible solutions that can then be developed into prototypes to see if they satisfy the requirements that users have.

Stocks have a 12% expected return and 22% risk. Bonds have a 7% expected return and 10% risk. The expected return of a portfolio comprised of 70% stocks and 30% bonds is: Group of answer choices

Answers

Answer:

10.5%

Explanation:

Calculation to determine Expected return of portfolio

Using this formula

Expected return of portfolio = Ws*E(rs) + Wb*E(rb)

Where,

Expected return stock E(rs) = 12%

Expected return bond E(rb) = 7%

Weight of stock Ws = 0.70

Weight of bond Wb = 0.30

Let plug in the formula

Expected return of portfolio= 0.7*12 + 0.3*7

Expected return of portfolio = 10.5%

Therefore Expected return of portfolio is 10.5%

Dan purchases a 1000 par value 10-year bond with 9% semiannual couponsfor 925. He is able to reinvest his coupon payments at a nominal rate of 7%convertible semiannually.Calculate his nom

Answers

Answer:

9.2%

Explanation:

Missing word "Calculate his nominal annual yield rate convertible semiannually over the ten-year period"

Semi annual coupon payments = 9% / 2 = 4.5%

Par value = 4.5% * 1,000 = $45

interest rate per period = r = 7% / 2 = 3.5%

Number of periods, n = 2 x 10 = 20

FV of all the coupons reinvested = 45 / r * [(1 + r)^n - 1]

FV of all the coupons reinvested = 45 / 3.5% * [(1 + 3.5%)^20 - 1]

FV of all the coupons reinvested = $1,272.59

Receipt of par value at the end of the 10 years = par value = 1,000

Total accumulated value at the end of 10 years =  $1,272.59 + 1,000

Total accumulated value at the end of 10 years = $2,272.59

Invested amount = $925

i = nominal interest convertible semi annually.

$925 * (1 + i / 2)^n = 2,272.59  

925 * (1 + i / 2)^20 = 2,272.59

i = 2 * [(2,272.59 / 925)^1/20 - 1]

I = 9.19%

I = 9.2%

So, his nominal annual yield rate convertible semiannually over the ten-year period is 9.2%

What is the change in net income if fixed cost of $20,000 can be avoided and Frannie could rent out the factory space no longer in use for $20,000?

Answers

Answer:

Note The full question is attached as picture below

1). Purchasing cost = 10,000* $18

Purchasing cost = $180,000

Making cost = Direct material + Direct labor + Variable overhead

Making cost = $65,000 + $55,000 + $30,000

Making cost = $150,000

Difference in cost (Per unit) = ($180,000-$150,000) / 10,000\

Difference in cost (Per unit) = $3

Change in net income = $180,000 - $150,000

Change in net income = $30,000 (Decrease)

2. Purchasing cost = 10,000*$18

Purchasing cost = $180,000

Making cost = Direct material + Direct labour + Variable overhead + Fixed overhead

Making cost = $65,000 + $55,000 + $30,000 + $20,000

Making cost = $170,000

Difference in cost (per unit) = ($180,000 - $170,000) / 10,000

Difference in cost (per unit) = $1

Change in net income (decrease) = $170,000 - $180,000

Change in net income (decrease) = $10,000

3. Purchasing cost = $180,000 - $20,000

Purchasing cost = $160,000

Making cost = Direct material + Direct labour + Variable overhead + Fixed overhead

Making cost = $65,000 + $55,000 + $30,000 + $20,000

Making cost = $170,000

Change in net income = $170,000 - $160,000

Change in net income = $10,000 (increase)

The Hi-Stakes Company has a number of importing and exporting transactions. Importing activities result in payables and exporting activities result in receivables. (LCU represents the local currency unit of the foreign entity.)

Required:
If the direct exchange rate increases, does the dollar weaken or strengthen relative to the other currency? If the indirect exchange rate increases, does the dollar weaken or strengthen relative to the other currency?

Answers

Answer:

The Hi-Stakes Company

a. If the direct exchange rate increases, the dollar strengthens relative to the other currency.

b. If the indirect exchange rate increases, the dollar also strengthens relative to the other currency.

Explanation:

When the exchange rate increases, it means that more of the other currency is required in order to embark on importing and exporting transactions.  However, the increases will weaken the ability of the importing currency to afford the dollar-based goods, which have then being made more expensive.

Part A. Identify the following users of accounting information as either an internal (I) or an external (E) user.
______ 1. Shareholders
______ 2. Creditors
______ 3. Nonexecutive employee
______ 4. Research and development director
______ 5. Purchasing manager
______ 6. Human resources director
______ 7. Production supervisors
______ 8. Distribution managers
Part B. Identify the following questions as most likely to be asked by an internal (I) or an external (E) user of accounting information.
______ 1. What are the costs of our service to customers?
______ 2. Should we make a five-year loan to that business?
______ 3. Should we spend further research on our product?
______ 4. Do income levels justify the current stock price?
______ 5. What are reasonable payroll benefits and wages?
______ 6. Which firm reports the highest sales and income?
______ 7. What are the costs of our productâs ingredients?

Answers

Answer:

Part A

1. Shareholders

Identification: External user

2. Creditors

Identification: External user

3. Non-executive employee

Identification: External user

4. Research and development director

Identification: Internal user

5. Purchasing manager

Identification: Internal user

6. Human resources director

Identification: Internal user

7. Production supervisors

Identification: Internal user

8. Distribution managers

Identification: Internal user

Part B

1. What are the costs of our service to customers?

Identification: Internal user

2. Should we make a five-year loan to that business?

Identification: External user

3. Should we spend further research on our product?

Identification: Internal user

4. Do income levels justify the current stock price?

Identification: External user

5. What are reasonable payroll benefits and wages?

Identification: Internal user

6. Which firm reports the highest sales and income?

Identification: External user

7. What are the costs of our productâs ingredients?

Identification: Internal user

Suppose you buy 30 of the September corn futures contracts at the last price of the day. One month from now, the futures price of this contract is 464.5, and you close out your position. Calculate your dollar profit on this investment

Answers

Full question attached

Answer and Explanation:

If you buy 30 of the September corn futures contract at the closing price of 472.00(refer to the chart in picture attached)

Your total buying value = 30×472.250=14167.5

Since one month from now the corn futures contract is 464.5

Total value of your corn futures now= 30×464.5= 13935

Profit/loss=13935-14167.5= -232.5

Therefore you make a loss of $232.5

Trevor is saving for a down payment to buy a house. The account earns 11.2% interest compounded monthly, and he wants to have $14,000 in 7 years. What must his principal be

Answers

Answer:

the principal amount is $6,415.35

Explanation:

The computation of the principal amount is given below:

Amount = Principal × (1 + rate of interest)^time period

$14,000 = Principal × (1 + 11.2% ÷ 12)^7× 12

$14,000 = Principal × (1.00933)^84

So, the principal is

= $14,000 ÷ 2.18227

= $6,415.35

hence, the principal amount is $6,415.35

Activity A B C D E F G H Time 5 3 7 6 7 3 10 8 a. Identify the critical path. b. How much time will be needed to complete this project

Answers

Answer:

Critical path = A-D-F-H

Duration = 22

Explanation:

Given:

Activity A B C D E F G H

Time 5 3 7 6 7 3 10 8

The objective is to identify the critical path and to find the time needed to complete this project

Solution:

The possible paths are as follows,

A-C-H = 5+7+8 =20

A-D-F-H = 5+6+3+8 =22

A-D-G = 5+6+10 = 21

B-E-G = 3+7+10 = 20

B-E-F-H = 3+7+3+8 = 21

a)

Critical is the path with the longest duration

Critical path =A-D-F-H

The duration is 22

b)

The duration to complete the project is as follows,

Duration = Length of critical path = 22

Joshua has been working as a project manager in an information technology company for three years. Martha is a delivery team lead in the same company. When the company receives a project that has to be completed in a short span of time, Joshua decides to increase the daily work hours of the delivery team to accommodate the project. Martha, however, insists that Joshua request the client for a time extension. Not willing to reach an agreement, Joshua and Martha ignore each other's opinions and begin working on the project individually. Which of the following conflict-handling intentions does this scenario portray? Collaborating Accommodating Avoiding Compromising

Answers

The conflict-handling deals with collaborating

Assume the expected return on the market is 6 percent and the risk-free rate is 4 percent. What is the expected return for a stock with a beta equal to 2.00

Answers

Answer: 8%

Explanation:

This can be calculated using the Capital Asset Pricing Model. The formula of which is:

Expected return of stock = Risk free rate + Beta * (Expected return on market - Risk-free rate)

= 4% + 2 * (6% - 4%)

= 4% + 4%

= 8%

Bonita Industries constructed a building at a cost of $14400000. Weighted-average accumulated expenditures were $5620000, actual interest was $566000, and avoidable interest was $272000. If the salvage value is $1120000, and the useful life is 40 years, depreciation expense for the first full year using the straight-line method is

Answers

Answer:

$338,800

Explanation:

Cost of the building = $14400000

Average accumulated expenditures =  $5620000

Actual interest = $566000

Avoidable interest =  $272000

Salvage value = $1120000

Useful life = 40 years

Depreciation expense for the first full year:

= ((Cost of the building + Avoidable interest) - Salvage value) / Useful life

= (($14400000 + $272000) - $1120000) / 40

= ($14672000 - $1120000) / 40

= $13552000 / 40

= $338,800

Schneider Inc. had salaries payable of $61,400 and $90,700 at the end of Year 1 and Year 2, respectively. During Year 2, Schneider recorded $620,000 in salaries expense in its income statement. Cash outflows for salaries in Year 2 were:

Answers

Answer:

$590,700

Explanation:

We can determine the amount of Cash outflows for salaries in Year 2 by preparing a Salaries Payable T - Account.

Salaries Payable T - Account.

Debit

Ending Balance                                          $90,700

Cash (Balancing figure)                            $590,700

Total                                                           $681,400

Credit

Beginning Balance                                     $61,400

Income Statement                                   $620,000

Total                                                           $681,400

thus,

Cash outflows for salaries in Year 2 were $590,700.

Thirsty Cactus Corp. just paid a dividend of $1.50 per share. The dividends are expected to grow at 25 percent for the next 9 years and then level off to a 5 percent growth rate indefinitely. If the required return is 13 percent, what is the price of the stock today?

Answers

Answer:

$143.40

Explanation:

The dividend for the next year = [tex]\text{ current year dividend} \times (1 + \text{growth})[/tex]  

                                                   = $ 1.50 x (1 + 0.13)

                                                   = 1.50 x 1.30

                                                   = $ 1.95

The dividend in the second year = 1.95 x 1.30

                                                       = $ 2.54

Similarly, the dividend for the year 9 is = [tex]$1.50 \times (1.30)^9$[/tex]

                                                                = $ 15.91

The value of the stock at the end of year 9,

[tex]$=\frac{\text{Dividend of year 10}}{\text{(Required rate of return - Growth rate)}}$[/tex]

[tex]$=\frac{15.91\times1.05}{0.13-0.05}$[/tex]

= $ 208.81

The present value factor [tex]$=\frac{1}{(1+r)^n}$[/tex]

where, r = rate of interest = 13% = 0.13

            n = years (1 to 9)

So, the present value factor for the 2nd year is [tex]$=\frac{1}{(1+0.13)^2}$[/tex]

                                                                              [tex]$=\frac{1}{(1.13)^2}$[/tex]

                                                                              [tex]$=\frac{1}{1.2769}$[/tex]

                                                                              = 0.783147

Therefore, the price of the stock today is calculated as to be $ 143.40

Do you think that Rise of China is inevitable or it may collapse like any other authoritarian regimes including former the Soviet Union and East European Countries?​​

Answers

Answer:

China will not collapse like the USSR or Eastern European countries.

They are heavily invested in Africa. They have the means to continue to produce goods. They have cheap labor that other countries continue to use.

China plans their economic goals and priorities decades in advance.

The Soviet Union was never an economic super power.

Union Local School District has bonds outstanding with a coupon rate of 3.9 percent paid semiannually and 16 years to maturity. The yield to maturity on these bonds is 4.2 percent and the bonds have a par value of $5,000. What is the price of the bonds

Answers

Answer:

Thx foe tge points lol

Explanation:

✨✋

The current price for a good is ​$​, and units are demanded at that price. The price elasticity of demand for the good is . When the price of the good drops by percent to ​$​, consumer surplus _______ increases decreases by ​$ nothing. ​(Enter your response to the nearest​ penny.)

Answers

Answer:

Consumer surplus decreases by $180.

Explanation:

Current consumer surplus =  $25 * 90 unit = $2250

If the price of goods drop to $23 then the new consumer surplus will be

$23 * 90 units = $2070

The change in consumer surplus is $180 .

Salud Company reports the following information.
Selected Annual Income Statement Data Selected Year-End Balance Sheet Data
Net income $445,000 Accounts receivable increase $46,000
Depreciation expense 93,000 Prepaid expenses decrease 16,500
Gain on sale of machinery 23,600 Accounts payable increase 7,400
Wages payable decrease 3,700
Use the indirect method to prepare the operating activities section of its statement of cash flows for the year ended December 31.

Answers

Answer:

The Cash Flow statement is attached with this answer please find that

Explanation:

In the Indirect method the following adjustments are made in the net income for the period

Non cash AdjustmentsNon operating adjustmentsWorking capital changes

A complete answer is available in the attached file.

For each of the following scenarios, identify the number of firms present, the type of product, and the appropriate market model.

a. A large city has lots of small shops where people can buy sweaters. Each store's sweaters reflect the style of that particular store. Additionally, some stores use higher-quality yarn than others, which is reflected in their price.
b. There are hundreds of high school students in need of algebra tutoring services. Dozens of companies offer tutoring services; parents view the quality of the tutoring at the different companies to be largely the same.
c. Only three airlines fly from San Francisco to Medford, Oregon. No new airline will enter this market, because there are not enough customers to share among four or more airlines without each one experiencing substantially higher average costs. Consumers view all airlines as providing basically the same service and will shop around for the lowest price.
d. The government has granted a patent to a drug company for an experimental AIDS drug. That company is the only firm permitted to sell the drug.

Answers

Answer:

a. large number of firms, they have differentiated products, and this is a monopolistic market model

b. large number of firms, they have standardized products, and this is a perfectly competitive market model

c. few number of firms, they have standardized products, and this is an oligopolistic market model

d. one number of firms, they have a single products, and this is a monopoly

Explanation:

a. This first question is a monopolistic competition. this is because it has the following characteristics:

It has large number of firms, the products here are differentiated, there is no entry cost and also no exit cost in the long run. Entereing the market is challenging

b. this is a perfect competition, the characteristics are large number of firms, the products are identical and the entry and exit in the market is easy

c. this market is an oligopoly. it has a few firms, the products can be identical or they can be differntiated, and it has barriers to entry from what we have seen here.

d. this market is a monopoly. the firm is a single one, and due to the patent there are no new entries for any other firm.

relationship between short and long run in Philips curve

Answers

Answer:

In the short-run, inflation and unemployment are inversely related; as one quantity increases, the other decreases. In the long-run, there is no trade-off. In the 1960's, economists believed that the short-run Phillips curve was stable.

Explanation:

https://courses.lumenlearning.com/boundless-economics/chapter/the-relationship-between-inflation-and-unemployment/

You are an economist studying the small country of Mardodus. As you look at the data, you see Mardodus has experienced an influx of updated technology to its manufacturing plants, service industry and the medical field in the last three years. This change boosted the growth of the country’s productivity by 75%, yet you see that wages have been very slow to respond to this growth. As you begin to analyze the natural unemployment rate for this time frame, what do you most likely discover?

Answers

Answer: Natural rate of unemployment will decrease because the productivity growth in the short term has passed up wage growth.

Explanation:

The natural unemployment rate simply means the lowest unemployment rate where the inflation in the economy is stable.

Based on the information given in the question, if the natural unemployment rate for this time frame.is analyzed, the natural rate of unemployment will reduce due to the fact that the productivity growth in the short term has passed up wage growth.

The purpose of the Carlos Division is to develop a nuclear-powered aircraft. If successful, traveling delays associated with refueling could be substantially reduced. Many other benefits would also occur. To date, management has not had much success and is deciding whether a write-down at this time is appropriate. Management estimated its future net cash flows from the project to be $438 million. Management has also received an offer to purchase the division for $351 million. All identifiable assetsâ and liabilitiesâ book and fair value amounts are the same.

Required:
Prepare the journal entry to record the impairment at December 31, 2017.

Answers

Solution :

Calculate the amount of loss on impairment as follows :

Particular                                                                          Millions($)

Fair value of the division                                                      351

Less: carrying amount, net of good (474 - 210)                 264

Implied goodwill                                                                     78

Less: carrying value of good will                                         210

Loss on impairment                                                              132

Record impairment loss

Account title                                            Debit($ million)           Credit ($ million)

Loss of impairment                                        132

Goodwill                                                                                         132

Down and Out Co. operates an executive placement service for corporate executives displaced by corporate restructuring. Its monthly total cost of cases is given by TC = 25 Q 1/2 + 2,500; the average cost at a caseload of 25 attempted placements per month is:

Answers

Answer:

The average cost at a caseload of 25 attempted placements per month is 105.

Explanation:

The total cost function given in the question first correctly stated as follows:

TC = 25Q^1/2 + 2,500 ................ (1)

A caseload of 25 attempted placements implies that:

Q = 25

Substitute Q = 25 into equation (1), we have:

TC = (25 * 25^(1/2)) + 2,500 = 2,625

The average cost (AC) can now be calculated as follows:

AC = TC / Q = 2,625 / 25 = 105

Therefore, the average cost at a caseload of 25 attempted placements per month is 105.

Green Roof Foods currently has a debt-to-equity ratio of .63, its cost of equity is 13.6 percent, and its pretax cost of debt is 7.8 percent. The tax rate is 35 percent and the risk-free rate is 3.1 percent. The firm's preferred capital structure consists of 50 percent debt. What discount rate should be assigned to a new project the firm is considering if the project is equally as risky as the overall firm and will be financed solely with equity?
a. 7.80%.
b. 9.76%.
c. 5.07%.
d. 9.34%.
e. 10.70%.

Answers

Answer:

d.9.34%

Explanation:

The formula for the weighted average cost of capital is provided below as a starting point for solving this question:

WACC=(weight of equity*cost of equity)+(weight of debt*after-tax cost of debt)

weight of equity=1-debt %=1-50%=50%

weight of debt=50%

cost of equity=13.6%

after-tax cost of debt=7.8%*(1-35%)

after-tax cost of debt=5.07%

WACC=(50%*13.6%)+(50%*5.07%)

WACC=9.34%

The discount rate is computed based on the target or preferred capital structure

How does the car insurance policy define insurance

Answers

Answer:

Insurance is an obligation of the insurer, confirmed by the insurance contract of the insurer with the policyholder, who arranges insurance for the benefit of the insured, towards the insured to mitigate the impact from the specified negative "loss event". The insurance only covers certain, pre-agreed insurance events that occur with a certain estimable probability. As such, the insurance does not affect the risk of the event or any damage, but only mitigates their impact.

Cost accumulation is the determination of the dollar amounts of direct materials, direct labor and overhead costs, and cost measurement is the recognition and recording of costs. True False

Answers

Answer:

true......................

You are considering two investment alternatives. The first is a stock that pays quarterly dividends of $0.32 per share and is trading at $27.85 per share; you expect to sell the stock in six months for $31.72. The second is a stock that pays quarterly dividends of $0.67 per share and is trading at $34.98 per share; you expect to sell the stock in one year for $36.79. Which stock will provide the better annualized holding period return?The 1-year HPR for the second stock is____%. The stock that will provide the better annualized holding period return is_____.A. Stock 1 B. Stock 2

Answers

Answer:

The 1-year HPR for the second stock is 12.84%. The stock that will provide the better annualized holding period return is Stock 1.

Explanation:

For First stock

Total dividend from first stock = Dividend per share * Number quarters = $0.32 * 2 = $0.64

HPR of first stock = (Total dividend from first stock + (Selling price after six months - Initial selling price per share)) / Initial selling price = ($0.64 + ($31.72 - $27.85)) / $27.85 = 0.1619, or 16.19%

Annualized holding period return of first stock = HPR of first stock * Number 6 months in a year = 16.19% * 2 = 32.38%

For Second stock

Total dividend from second stock = Dividend per share * Number quarters = $0.67 * 4 = $2.68

Since you expect to sell the stock in one year, we have:

Annualized holding period return of second stock = The 1-year HPR for the second stock = (Total dividend from second stock + (Selling price after six months - Initial selling price per share)) / Initial selling price = ($2.68+ ($36.79 - $34.98)) / $34.98 = 0.1284, or 12.84%

Since the Annualized holding period return of first stock of 32.38% is higher than the Annualized holding period return of second stock of 12.84%. the first stock will provide the better annualized holding period return.

The 1-year HPR for the second stock is 12.84%. The stock that will provide the better annualized holding period return is Stock 1.

Oliver's long-term care policy covers only services in a nursing facility and pays nothing for services provided at home or in the community. What kind of LTC policy does Oliver own?

Answers

Question options:

a. facility-challenged

b. substandard

c. tier 1

d. noncomprehensive

Answer:

d. noncomprehensive

Explanation:

Oliver has a noncomprehensive long term care(LTC). A non comprehensive long term care is policy that restricts services to the ones provided at a nursing facility, and so Oliver pays for the benefits of only the services of a nursing facility . It is different from a comprehensive long term care where services cover and can be provided at an adult day care, home, assisted living facilities, or at nursing facilities.

Oliver's policy which does not cover nursing facilities provided at home or in the community is known as a Non-comprehensive health insurance policy. So, the correct option is D.

A non-comprehensive policy is a type of policy that covers only expenses related to the health of the customer that are provided in the hospital in-house premises only.

It is to be noted that there are no nursing facility expenses reimbursed or paid to the policy holder in case of health issues faced, if any. There are several other types of policies which reimburse such expenses.

In a non-comprehensive policy, the policy holder is entitled to receive health benefits of only core hospitalization and any other expenses like bedding, medications, out-house nursing facilities, etc.

The premium to be paid on the non-comprehensive policy is less compared to a comprehensive policy as the benefits to be availed are also less and so the drill.

Hence, the correct option is D that the non-comprehensive policy does not cover nursing facilities taken in-house or at the community.

To know more about health insurance policies, click the link below

https://brainly.com/question/8486170

What is the effective annual interest rate of an investment that pays 14.75% per year with a compound frequency n= 2? (Answer percentage rounded to second decimal place).

Answers

Answer:

15.29%

Explanation:

r = Interest rate = 14.75%

m = Number of times compounding in a year = 2

Effective Annual Rate = (1 + r/m)^m - 1

Effective Annual Rate = (1 + 0.1475/2)^2 - 1

Effective Annual Rate = 1.07375^2 - 1

Effective Annual Rate = 1.1529390625 - 1

Effective Annual Rate = 0.1529391

Effective Annual Rate = 15.29%

So, the effective annual interest rate of the investment is 15.29%

8. In the short run, there is a negative relationship between inflation and employment. A: True B. False​

Answers

Answer: False

In the short-run, inflation and unemployment are inversely related; as one quantity increases, the other decreases. In the long-run, there is no trade-off. In the 1960's, economists believed that the short-run Phillips curve was stable.

Explanation:

https://courses.lumenlearning.com/boundless-economics/chapter/the-relationship-between-inflation-and-unemployment/

Other Questions
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