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

Question

1 Approved Answer

In the APT model, what is the nonsystematic standard deviation of an equally-weighted, well diversified portfolio of 160 securities that has an average value (across

image text in transcribed
In the APT model, what is the nonsystematic standard deviation of an equally-weighted, well diversified portfolio of 160 securities that has an average value (across securities) of nonsystematic standard deviation, le), equal to 22%? (Round your answer to 2 decimal places.) Nonsystematic standard deviation %

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

Finance Accumulation And Monetary Power

Finance Accumulation And Monetary Power

Authors: Daniel Woodley

1st Edition

0367338556, 978-0367338558

More Books

Students also viewed these Finance questions

Question

★★★★★
Snowballs are thrown with a speed of 13 m/s from a roof 7.0 m above the ground. Snowball A is thrown straight downward; snowball B is thrown in a direction 25 above the horizontal. (a) Is the landing...

Answered: 1 week ago

Question

★★★★★
Explain the situations where full cost pricing may be appropriate.

Answered: 1 week ago

Question

★★★★★
=+4.10. 3.21 There is in the unit interval a set H that is nonmeasurable in the extreme sense that its inner and outer Lebesgue measures are 0 and 1 (see (3.9) and (3.10)): A,(H)=0 and A*(H)=1. See...

Answered: 1 week ago

Question

★★★★★
Branson Industries conducts operations in five major industries, A, B, C, D, and E. Financial data relevant to each industry for the year ending December 31, 2019, are as follows: Included in the...

Answered: 1 week ago

Question

★★★★★
Frank bought a used car 6 years ago for $15,772. He paid $1,996 for auto insurance, $4,154 for gasoline, and $3,220 for maintenance and repair during that time. He sold the car today for $7,513. What...

Answered: 1 week ago

Question

★★★★★
Contesta todo con tus propias palabras . Establecer la ecuacin del modelo, la cual deber de incluir los siguientes datos: Una variable explicada (Yt). Dos variables explicativas (X1 y X2). Dato del...

Answered: 1 week ago

Question

★★★★★
The critical path assumes four facts. What are they? What is a useful scheduling tool to keep track of the critical path and increase the probability of on time completion?

Answered: 1 week ago

Question

★★★★★
Turner Products develops its manufacturing overhead rate from the current annual budget. The manufacturing overhead budget for 2017 is based on budgeted output of 660,000 ?units, requiring 3,300,000...

Answered: 1 week ago

Question

★★★★★
Record the following transactions in proper journal entry format on the General Journal form provided. Date Dec Transaction 1 James Spartan invested $20,000 in Spartan Repair Services. 10 5 6 220 25...

Answered: 1 week ago

Question

★★★★★
600 lb 20 0.5 ft 30 30 5 ft

Answered: 1 week ago

Question

★★★★★
Problem 1: The nonlinear model of the Skydiver is given by: dv dt = 9 m The exact solution of the expression is gm gc v(t) = tanh m where g = 9.81 m/s, c = 0.25 kg/s, t = 4s, and v = 36 m/s. Use the...

Answered: 1 week ago

Question

★★★★★
3. What constructive coping skills do you want to develop or enhance? Do you want to, for example, start exercising more, learn meditation, manage your time better, develop a new hobby or activity,...

Answered: 1 week ago

Question

★★★★★
3. If some adjustments are in order, then first consider how you might eliminate some activities or time spent on doing things that are less important or out of balance. Then identify some specific...

Answered: 1 week ago

Question

★★★★★
3. Where and how would you begin to work toward getting such an innovation implemented? What factors do you think will support its adoption? What might be the significant barriers?

Answered: 1 week ago

Previous Question Next Question