Questions
A stock's returns have the following distribution: Demand for the Company's Products Probability of This Demand...

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

You are shown the following data. If the correlation coefficient between the combined portfolio of A+B...

  1. You are shown the following data. If the correlation coefficient between the combined portfolio of A+B and C is 0.2, what would happen to the overall volatility of the new portfolio if we invested 50% in A+B and the remaining 50% in C? You could potentially avoid computations.

Stocks

Volatility

%

Portfolio invested

Average Return

A and B

27

50

15

C

32

50

18

  1. Volatility will lie somewhere between 32% and 40%.
  2. Volatility will lie somewhere between 27% and 32%.
  3. Volatility will be below 27%.
  4. Volatility will be above 40%.
  5. Volatility will become zero.

In: Finance

Using Gaussian dispersion equations, the stability class, and dispersion coefficient data for a source emitting SO2...

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...

(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...

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

A geothermal single effect water lithium bromide is operating between 10 kPa and 1 kPa, and...

A geothermal single effect water lithium bromide is operating between 10 kPa and 1 kPa, and between lithium bromide concentrations of 60% and 55 0/0 . The solution heat exchanger effectiveness is 0.9. The generator temperature is 110 degrees * C and the absorber temperature is 45.81 degrees * C . The refrigerant mass flow rate is 0.2 kg/ s. Calculate

a. The cooling load of the evaporator
b. The mass flow rate of the rich solution leaving the generator
c. The condenser heat removal rate d. The coefficient of performance
e. The maximum coefficient of performance

In: Mechanical Engineering

A solute A is being absorbed from a binary gas mixture of A and C into...

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...

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...

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 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