lilwolves1013osqd2o
24.06.2019 •
Mathematics
The analytical portion of the case assignment should be completed in the excel template which can be found in canvas. 1. plot in excel the risky asset opportunity set for portfolios a & b. to do this you will need to create the following table in excel assuming weights of portfolio a & b in 10 percentage point increments. then calculate expected return; standard deviation; and sharpe ratio for each allocation to a & b. your table in the excel file should look like the one below. weight port a weight port b return standard deviation sharpe ratio 0% 100% 10 90 20 80 30 70 40 60 50 50 60 40 70 30 80 20 90 10 100 0 determine the optimal allocation of a & b and draw in the capital allocation line (cal). the approximate optimal allocation can be determined using a table like the one shown above. or you can obtain a more precise optimal allocation using the formula shown in chapter 7 (equation 7.13). some students have used excel’s solver function to find the optimal risky portfolio – that is also acceptable. when drawing the cal on the efficient frontier graph plotted in excel, you can manually draw a line starting at the risk free rate to the tangent point.
Solved
Show answers
More tips
- S Style and Beauty Choosing a Hair Straightener: Specific Criteria to Consider...
- F Family and Home How to Remove Tar Stains: Tips and Recommendations from Experts...
- F Family and Home How to Remove Fading from Clothes: Tips and Tricks...
- S Sport How to Do a Jumping Split...
- H Health and Medicine How Did Inna Lose Weight on Dom 2?...
- F Family and Home How to Properly Fold Napkins in a Napkin Holder?...
- F Food and Cooking How to Set Up Ventrilo - The Ultimate Guide...
- S Science and Technology How to Make a Homemade Smoker: The Ultimate Guide...
- A Auto and Moto Battle for the Relocation of The Cherkizovsky Market: Who Won?...
- C Computers and Internet How Do You Refill Cartridges?...
Answers on questions: Mathematics
- M Mathematics The 7th grade teachers want to buy the principal a giant stuffed tiger for his office cost of $50 however the store is having a 10% off sale tax is 6% what is the total cost of...
- M Mathematics You work for a lender that requires a 20% down payment and uses the standard depth to income ratio to determine a person‘s a little eligibility for a home loan of the following...
- M Mathematics The equation respenting the left table is...
- M Mathematics Wanna brainliest? ! ms. mcmahon is building a shed as shown. what is the measure of the angle at the top of the shed? a) 126 b )116 c) 64 d) 32...
- M Mathematics Jonah runs 3/5 miles on sunday and 7/10 mile on monday. he uses the model to find that he can ran a total of 1 mile . what mistake does jonah make...
- M Mathematics Michelle had a birthday party. she bought a bag of candy with 96 starbursts, 72 hershey s, and 68 reese s. she wants to use all the candy she bought to make goody bags with the...
- M Mathematics Afurniture store has 1,500 chairs in storage. a manager uses three delivery receipts to simulate samples to check 100 chairs and note the number of brown chairs. suppose the actual...
- M Mathematics If x + 10 = 70, what is x? a. 40 b. 50 c. 60 d. 70 e. 80...
- M Mathematics Sunday: 1 1 2 monday: 1 tuesday: 2 1 2 wednesday: 1 3 4 thursday: 2 friday: 1 1 2 saturday: 2 jenna is a swimmer and trains every day. the schedule shown outlines the number of...
- M Mathematics Will mark brainliest if you answer ! the taco shop sold 198 lunches friday. this number is 3 more than 3 times the number they sold monday. let n represent the number of lunches...
Ответ:
1. X= vinegar, Y= oil
2. o=1.5v