Imagine you are a provider of portfolio Insurance. You are establishing a four-year program. The portfolio you manage is currently worth $190 milion, and you promise to provide a minimum rotum of The ecu portfolio has a standard deviation of 25% per year, and T-bill pay 5.5% per year. Assume for simplicity that the portiolo pays no dends for that all dividends are renwested) 3-1. What percentage of the portfolio should be placed in bllo? (input the value as a positive www. Round your answer to a decimal place) Portfolio in bilis 12. What percentage of the portfolio should be placed in equity triput the value as a positive value. Found your answer to 2 decimal place) Portfolio in quity 1. Covers the put data and the amount held in bile the stock portfolo tahs by 3% on to the owy ot vading, botore the hedge is in place input the value as a positive valu. Do not round intermediate calculations. Round your answers to 2 decimal places) Pudota Amountains wilion b 2. What action should the manager take? (Enter your answer in million rounded to 2 decimal places.) The manager music $ mition of lick to and use the proceeds to Cicki Imagine you are a provider of portfolio insurance. You are establishing a four-year program. The portfolio you manage is currently worth $190 million, and you promise to provide a melum of. The equ portfolio has a standard deviation of 25% per year, and T-bits pay 5.5% per year. Assume for simplicity that the portiolo pays no dividends for that all dividends are invested 11. What percentage of the portfolio should be placed in bilis? (Input the value as a positive value. Round your answer to 2 decimal places.) Portfolio in bils 2. What percentage of the portfolio should be placed in equity input the value as a positive value. Round your answer to 2 decimal place.) Portfolio in equity b.1. Calculate the put delta and the amount held in bile the stock portfolio Fults by 3% on the feat day of trading, before the hedge in placa? (input the value ma positive aus. Do not round intermediate calculations. Round your answers to 2 decimal places.) Put delta Amount held in bills million b-2. What action should the manager tako? (Enter your answer in millions rounded to 2 decimal places.) The manager must letos $ milion of ek tot and use the proceeds to Imagine you are a provider of portfolio Insurance. You are establishing a four-year program. The portfolio you manage is currently worth $190 milion, and you promise to provide a minimum rotum of The ecu portfolio has a standard deviation of 25% per year, and T-bill pay 5.5% per year. Assume for simplicity that the portiolo pays no dends for that all dividends are renwested) 3-1. What percentage of the portfolio should be placed in bllo? (input the value as a positive www. Round your answer to a decimal place) Portfolio in bilis 12. What percentage of the portfolio should be placed in equity triput the value as a positive value. Found your answer to 2 decimal place) Portfolio in quity 1. Covers the put data and the amount held in bile the stock portfolo tahs by 3% on to the owy ot vading, botore the hedge is in place input the value as a positive valu. Do not round intermediate calculations. Round your answers to 2 decimal places) Pudota Amountains wilion b 2. What action should the manager take? (Enter your answer in million rounded to 2 decimal places.) The manager music $ mition of lick to and use the proceeds to Cicki Imagine you are a provider of portfolio insurance. You are establishing a four-year program. The portfolio you manage is currently worth $190 million, and you promise to provide a melum of. The equ portfolio has a standard deviation of 25% per year, and T-bits pay 5.5% per year. Assume for simplicity that the portiolo pays no dividends for that all dividends are invested 11. What percentage of the portfolio should be placed in bilis? (Input the value as a positive value. Round your answer to 2 decimal places.) Portfolio in bils 2. What percentage of the portfolio should be placed in equity input the value as a positive value. Round your answer to 2 decimal place.) Portfolio in equity b.1. Calculate the put delta and the amount held in bile the stock portfolio Fults by 3% on the feat day of trading, before the hedge in placa? (input the value ma positive aus. Do not round intermediate calculations. Round your answers to 2 decimal places.) Put delta Amount held in bills million b-2. What action should the manager tako? (Enter your answer in millions rounded to 2 decimal places.) The manager must letos $ milion of ek tot and use the proceeds to
