subject
Mathematics, 12.10.2019 05:30 jfoster70

You are considering investing $1,000 in a t-bill that pays 0.05 and a risky portfolio, p, constructed with two risky securities, x and y. the weights of x and y in p are 0.60 and 0.40, respectively. x has an expected rate of return of 0.14 and variance of 0.01, and y has an expected rate of return of 0.10 and a variance of 0.0081. if you want to form a portfolio with an expected rate of return of 0.11, what percentages of your money must you invest in the t-bill and p, respectively?

ansver
Answers: 3

Another question on Mathematics

question
Mathematics, 21.06.2019 20:30
What is the interquartile range of this data set? 2, 5, 9, 11, 18, 30, 42, 48, 55, 73, 81
Answers: 1
question
Mathematics, 22.06.2019 01:30
(01.03 mc) which of the following is a step in simplifying the expression x multiplied by y to the power of 2 over x to the power of negative 3 multiplied by y to the power of 3, the whole to the power of negative 4. select one: a. x to the power of negative 4 multiplied by y to the power of negative 2, the whole over x to the power of negative 7 multiplied by y to the power of negative 1. b. x to the power of negative 4 multiplied by y to the power of negative 8, the whole over x to the power of 12 multiplied by y to the power of negative 12. c. x to the power of negative 4 multiplied by y to the power of negative 8, the whole over x to the power of negative 3 multiplied by y to the power of 3. d. x to the power of negative 4 multiplied by y to the power of negative 2, the whole over x to the power of negative 3 multiplied by y to the power of 3.
Answers: 3
question
Mathematics, 22.06.2019 03:00
The accompanying data represent the miles per gallon of a random sample of cars with a three-cylinder, 1.0 liter engine. (a) compute the z-score corresponding to the individual who obtained 42.342.3 miles per gallon. interpret this result.
Answers: 3
question
Mathematics, 22.06.2019 03:00
Your friend, taylor, missed class today and needs some identifying solutions to systems. explain to taylor how to find the solution(s) of any system using its graph.
Answers: 1
You know the right answer?
You are considering investing $1,000 in a t-bill that pays 0.05 and a risky portfolio, p, constructe...
Questions
Questions on the website: 13722360