subject
Business, 27.03.2020 05:33 tdahna0403

J. P. Morgan Asset Management publishes information about financial investments. Over the past years, the expected return for the S&P was with a standard deviation of and the expected return over that same period for a Core Bonds fund was with a standard deviation of (J. P. Morgan Asset Management, Guide to the Markets, 1st Quarter, ). The publication also reported that the correlation between the S&P and Core Bonds is . You are considering portfolio investments that are composed of an S&P index fund and a Core Bonds fund. a. Using the information provided, determine the covariance between the S&P and Core Bonds. Round your answer to two decimal places. If required enter negative values as negative numbers. b. Construct a portfolio that is invested in an S&P and in a Core Bond fund. Round your answers to one decimal place. In percentage terms, what is the expected return and standard deviation for such a portfolio? Round your answers to two decimal places. Expected return Standard deviation c. Construct a portfolio that is invested in an S&P and invested in a Core bond fund. Round your answers to one decimal place. In percentage terms, what is the expected return and standard deviation for such a portfolio? Round your answers to two decimal places. Expected return Standard deviation d. Construct a portfolio that is invested in an S&P and invested in a Core bond fund. Round your answers to one decimal place.

ansver
Answers: 1

Another question on Business

question
Business, 22.06.2019 02:00
Southeastern bell stocks a certain switch connector at its central warehouse for supplying field service offices. the yearly demand for these connectors is 15,000 units. southeastern estimates its annual holding cost for this item to be $25 per unit. the cost to place and process an order from the supplier is $75. the company operates 300 days per year, and the lead time to receive an order from the supplier is 2 working days.a) find the economic order quantity.b) find the annual holding costs.c) find the annual ordering costs.d) what is the reorder point?
Answers: 2
question
Business, 22.06.2019 07:00
Bridgeport company began operations at the beginning of 2018. the following information pertains to this company. 1. pretax financial income for 2018 is $115,000. 2. the tax rate enacted for 2018 and future years is 40%. 3. differences between the 2018 income statement and tax return are listed below: (a) warranty expense accrued for financial reporting purposes amounts to $7,500. warranty deductions per the tax return amount to $2,200. (b) gross profit on construction contracts using the percentage-of-completion method per books amounts to $94,700. gross profit on construction contracts for tax purposes amounts to $67,100. (c) depreciation of property, plant, and equipment for financial reporting purposes amounts to $61,800. depreciation of these assets amounts to $75,700 for the tax return. (d) a $3,600 fine paid for violation of pollution laws was deducted in computing pretax financial income. (e) interest revenue recognized on an investment in tax-exempt municipal bonds amounts to $1,500. 4. taxable income is expected for the next few years. (assume (a) is short-term in nature; assume (b) and (c) are long-term in nature.) (a) prepare the reconciliation schedule for 2017 and future years. (b) prepare the journal entry to record income tax expense for 2017. (c) prepare the income tax expense section of the income statement beginning with “income before income taxes.” (d) determine how the deferred taxes will appear on the balance sheet at the end of 2017.
Answers: 1
question
Business, 22.06.2019 07:50
The questions of economics address which of the following ? check all that apply
Answers: 3
question
Business, 22.06.2019 17:10
At the end of the current year, accounts receivable has a balance of $550,000; allowance for doubtful accounts has a credit balance of $5,500; and sales for the year total $2,500,000. an analysis of receivables estimates uncollectible receivables as $25,000. determine the net realizable value of accounts receivable after adjustment. (hint: determine the amount of the adjusting entry for bad debt expense and the adjusted balance of allowance of doubtful accounts.)
Answers: 3
You know the right answer?
J. P. Morgan Asset Management publishes information about financial investments. Over the past years...
Questions
question
Mathematics, 09.07.2019 21:50
Questions on the website: 13722367