Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

7 . compute daily simple returns earned on these portfolios from 2 0 2 2 0 1 0 3 to 2 0 2 3 1

7. compute daily simple returns earned on these portfolios from 20220103 to 20231229 assuming that the portfolio is always rebalanced, at no cost, back to the weights you initially computed.
8.compute the daily simple returns earned on these portfolis from 20220103 to 20231229 assuming that the portfolios are not altered after they are constructed. This is called a static allocation. You may assume that you can buy fractional units of shares and that the price paid for shares is that listed on 20211231.
how should i calculate these two questions. i have the allocation vectors and daily asset return. Just multiply them and add up or what else

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Introductory Course On Financial Mathematics

Authors: M V Tretyakov

1st Edition

1908977388, 978-1908977380

More Books

Students also viewed these Finance questions