FREE Trial
Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

how it get .286 for t-bills MMeasure: Example Managed Portfolio P: p= 35% Op = 42% Market Portfolio: rm = 28% OM = 30% T-bill

image text in transcribed

how it get .286 for t-bills

MMeasure: Example Managed Portfolio P: p= 35% Op = 42% Market Portfolio: rm = 28% OM = 30% T-bill return = 6% p* Portfolio: 30/42 = .714 in P and .286 in T-bills rp* = (.714)(.35) + 0.286)x(.06) = 26.7% rp

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

Step: 3

blur-text-image

Ace Your Homework with AI

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

Get Started

Students also viewed these Finance questions

Question

7.54 M&Ms According to the M&M website, the average percentage of brown M&M candies in a pack- age of milk chocolate M&Ms is 13%.15 (This percentage varies, however, among the different types of...

Answered: 1 week ago

Question

★★★★★
Ming Co. started the year with no inventory. During the year, it purchased two identical inventory items. The inventory was purchased at different times. The first purchase cost $2,400 and the other,...

Answered: 1 week ago

Question

★★★★★
Homer Simpson Description Homer Simpson, a very smart guy, likes eating Krusty - burgers. It take sHomer m minutes to eat a Krusty - burger. However, there's a new typ e ofburger in Apu's Kwik - e -...

Answered: 1 week ago

Question

★★★★★
1. How should MM account for the above offering with Stone under the new revenue recognition model? 2. How would your conclusions change if: a. The app sold to Stone is actually downloaded more than...

Answered: 1 week ago

Question

★★★★★
Shares in the Canadian maker of BlackBerry smart phones peaked in August 2007, at two hundred and thirty six dollars. In retrospect, the company was facing an inflection point and was completely...

Answered: 1 week ago

Question

★★★★★
5. (18 points) Solve the following integrals: (a) (4 points) | [+1 + (1.43) 50 + (r)] +=(1.43) - 50+ sec(x) dr. 2 (b) (4 points) (23 2w-cos(w)+ 3 w2 + 1 ) dw. (c) (5 points) [9t(1 + 1)- dt. (d) (5...

Answered: 1 week ago

Question

★★★★★
a) Give an example of a discrete random variable and report its domain. b) Give an example of a continuous random variable and report its domain. c) How many X values can your random variable example...

Answered: 1 week ago

Question

★★★★★
? Learn By Doing Adult male height (X) follows (approximately) a normal distribution with a mean of 69 inches and a standard deviation of 2.8 inches. a. What proportion of males are less than 65...

Answered: 1 week ago

Question

★★★★★
Under the Age Discrimination in Employment Act, how long must employers maintain specific information ( name , address, date of birth, occupation, rate of pay ) for each employee and applicant?

Answered: 1 week ago

Previous Question Next Question