Question

In: Finance

Q1 (100%): Using data below, do the following: 1) Create the efficient frontier; 2) Calculate the...

Q1 (100%): Using data below, do the following:
1) Create the efficient frontier;
2) Calculate the optimal portfolio;
3) Draw the Capital Market Line. Note the line must be based on data, not your fine art skills.
Security A Security B Portfolio
Mean 0.09 0.15
Standard Deviation 0.20 0.33
Variance 0.04 0.11
Covariance 0.0095
Risk-free rate

5.20%

please attach the exal work so i can downlond it

Solutions

Expert Solution

jeff jeffy answered 1 year ago
Next > < Previous

Related Solutions

Q1: what does the efficient frontier represents? Q2: how do we estimate the return and standard...
Q1: what does the efficient frontier represents? Q2: how do we estimate the return and standard deviation of a newly built portfolio from analyzing the stocks in that portfolio? Q3: in the regression equation, what is meant by a regression that has an R-square with 0.95 and how does it compare with a regression with a R-square of 0.30? Q4: why do we use adjusted beta? Q5: what is the information ratio and why do we use it?
Q1: what does the efficient frontier represents? Q2: how do we estimate the return and standard...
Q1: what does the efficient frontier represents? Q2: how do we estimate the return and standard deviation of a newly built portfolio from analyzing the stocks in that portfolio? Q3: in the regression equation, what is meant by a regression that has an R-square with 0.95 and how does it compare with a regression with a R-square of 0.30? Q4: why do we use adjusted beta? Q5: what is the information ratio and why do we use it?
1.) a. Create a graph of the data below, then calculate the slope to find the...
1.) a. Create a graph of the data below, then calculate the slope to find the spring constant 'k'. b. Describe the functional relationship between all of this data (in other words, how does all of this connect?) c. Calculate the gravitational potential energy and the spring potential energy of the 0.2, 0.4, 0.6, 0.8, and 1.0 kg masses. d. Are there any patterns between these two types of potential energy? Why or why not? Mass (kg) m * g...
1. Using the Data Set, create and calculate the following in Excel®: Determine the range of...
1. Using the Data Set, create and calculate the following in Excel®: Determine the range of values in which you would expect to find the average weekly sales for the entire sales force in your company 90% of the time, and calculate the following: A. The impact of increasing the confidence level to 95% B. The impact of increasing the sample size to 150, assuming the same mean and standard deviation, but allowing the confidence level to remain at 90%...
1) Design an efficient data storage scheme using Normalization steps we have outlined. 2) Create tables...
1) Design an efficient data storage scheme using Normalization steps we have outlined. 2) Create tables as per normalization steps we have discussed in your database Submit the table creation script and the output of desc Explain any thing you wish to explain. Data below: invoiceno, invoice_date, invoice_amount, vendor, vendor_phone, vendor_address, vendor_preferred_payment_method, verification_date, verified_by, verifier_code, verifier_role_title, approval_date, approved_by, approver_code, approver_role_title, payment_date, payment_by, payer_code, payer_title 211,10/19/2019,2311.45,VIC,673-234-4001,"blah blah,nyc,ny",check:made payable to VIC:net 30d,10/20/2019,Shelley Cramer,SC,ECOM:Project manager,10/20/2019,Zack Swindler,ZS,Sales:Managing Director,10/21/2019,Cathy Zuppa, CZ, Finance:CPA 209,10/10/2019,28750.07,GRC,913-123-3489,"zing zing, Cool,CO",ACH:ABA23457892...
Using the financial data below calculate the following ratios: 1) Gross Profit Margin; 2) Net Profit...
Using the financial data below calculate the following ratios: 1) Gross Profit Margin; 2) Net Profit Margin; 3) Return on Assets; 4) Days Sales Outstanding; 5) Quick Ratio. For EACH of these five ratios do the following: 1) calculate the value and 2) interpret the value in about one sentence.  TO RECEIVE ANY CREDIT YOU MUST SHOW YOUR WORK, WITHIN THE PROVIDED WORK SPACE. FINAL ANSWERS ONLY WILL NOT CUT IT!         Balance Sheet         ASSETS                                                                                               LIABILITIES                     Cash: $1,160,000                                                                          Current Liabilities: $173,000 A/R: 335,000                                                                                 Non-current...
explain what an efficient frontier is? do you think that the shape and the position of...
explain what an efficient frontier is? do you think that the shape and the position of the frontier would be very different had we used monthly returns instead of annualized returns?
1.Which of the following portfolios can not be on the Markowitz efficient frontier? Portfolio Expected Return...
1.Which of the following portfolios can not be on the Markowitz efficient frontier? Portfolio Expected Return Standard Deviation Q 15%    22.5% R 15.75%    24.75% S 17.25% 27.75% T 18.75%    30% 2.You need to invest $20M in two assets: a risk-free asset with an expected return of 5% and a risky asset with an expected return of 15% and a standard deviation of 45%. You face a cap of 35% on the portfolio’s standard deviation. What is the...
Create 4 Weibull distributions using the data below. Distribution Alpha Beta 1                 1       0.5 2     &nbsp
Create 4 Weibull distributions using the data below. Distribution Alpha Beta 1                 1       0.5 2                 1        1 3                 1         2 4                 4.5     6.2 Please show how to plot the four graphs and all excel commands Thank you!
How do I create a histogram for the following set of data? Legend: Result (1-100) Age...
How do I create a histogram for the following set of data? Legend: Result (1-100) Age and gender are self explanatory Relationship (are you in a romantic relationship?) Medu (Mothers highest lvl of education. 1= year 10; 2= year 12; 3=bachelor; 4= post grad Lectures (how many lectures missed) Tutorials (How many tutorials missed) RESULT Gender Age Medu Relationship Lectures Tutorials 55 F 20 4 NO 4 3 55 F 19 1 NO 2 3 65 M 18 4 NO...
ADVERTISEMENT
Subjects
ADVERTISEMENT
Latest Questions
ADVERTISEMENT