A stock's returns have the following distribution: Demand for the Company's Products Probability of This Demand Occurring Rate of Return If This Demand Occurs Weak 0.2 (22%) Below average 0.1 (7) Average 0.5 15 Above average 0.1 40 Strong 0.1 68 Assume the risk-free rate is 3%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places. Stock's expected return: Standard deviation: Coefficient of variation: Sharpe ratio:
In: Finance
|
Stocks |
Volatility |
% Portfolio invested |
Average Return |
|
A and B |
27 |
50 |
15 |
|
C |
32 |
50 |
18 |
In: Finance
Using Gaussian dispersion equations, the stability class, and dispersion coefficient data for a source emitting SO2 at a rate of 50 g/sec on a very sunny summer day with a wind speed at anemometer height of 2.9 m/sec, and effective stack height of 30 m at temperature = 293K, determine the stability class and dispersion coefficients for receptor distances of 200, 500, 800 m and 1000 m. Calculate and draw the ground level concentrations in ppbv as a function of distance (T=20 Celsius and P =1atm). The wind exponential coefficient = 0.2. ANSWER: Class B
In: Civil Engineering
(C++) Follow the template given to calculate and print the monthly salary of an employee. We assume the employee works for 50 weeks during the year with an hourly rate of $25. Your program should ask the user the workHoursPerWeek. If it's over 40, then the excess hours (i.e., workHoursPerWeek over 40) are paid with 20% overtime rate. Note: just print out the monthly salary.
Example: If I work for 45 hours with a rate of $30/hr, then my weekly pay is 40x30+(45-40)x(1+0.2)x30=1200+180=1380.
In: Computer Science
Suppose that the production function is given by Y=K^(1/2)L^(1/2)
a. Derive the steady state levels of capital per worker and output
per worker in terms of the saving rate, s, and the depreciation
rate, δ.
b. Suppose δ = 0.05 and s = 0.2. Find out the steady state output
per worker.
c. Suppose δ = 0.05 but s increases to 0.5. Find out the steady
state output per worker and compare your result with your answer in
part b. Explain the intuition behind your results.
In: Economics
In: Mechanical Engineering
A solute A is being absorbed from a binary gas mixture of A and C into a pure solvent B in a packed tower with a cross sectional area of 0.2 m2 at a temperature of 300 K and pressure of 1 atm. The inlet gas contains 3 mol% of A and its desired to remove 85% percent of A from the gas stream. The feed gas flowrate is 14 kmol/h and the solvent flowrate is 45 kmol/h. ky’ah = 0.04 kmol/m3s and kx’ah = 0.06 kmol/m3s. The equilibrium relationship can be assumed y = 1.2x.
What is the packing tower height?
In: Other
130 kg of uniform spherical particles with a diameter of 60 mm and particle density 1500 kg/m3 are fludised by water (density 1000 kg/m3, viscosity 0.001 Pa s) in a circular bed of cross-sectional area 0.2 m2. The single particle terminal velocity of the particles is 0.98 mm/s and the voidage at incipient fludisation is known to be 0.47. Determine:
The minimum fludised velocity and the bed height at incipient fludisation.
The mean fludised bed voidage and height when the liquid flow rate is 2x10-5 m3/s.
In: Other
Consider the following.
a. What is the duration of a two-year bond that
pays an annual coupon of 9 percent and whose current yield to
maturity is 14 percent? Use $1,000 as the face value. (Do
not round intermediate calculations. Round your answer to 3 decimal
places. (e.g., 32.161))
b. What is the expected change in the price of the
bond if interest rates are expected to decrease by 0.2 percent?
(Negative amount should be indicated by a minus sign. Do
not round intermediate calculations. Round your answer to 2 decimal
places. (e.g., 32.16))
In: Finance
You have a portfolio with a standard deviation of 26% and an expected return of 15%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 30% of your money in the new stock and 70% of your money in your existing portfolio, which one should you add?
|
Expected Return |
Standard Deviation |
Correlation with Your Portfolio's Returns |
|
|
Stock A |
15% |
25% |
0.2 |
|
Stock B |
15% |
19% |
0.6 |
Standard deviation of the portfolio with stock A is _%?
Standard deviation of the portfolio with stock B is _%?
In: Finance