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Please show work for all 10 questions. Thanks! HPR% prob'y 5% 20% 45% 30% scenari Severe recession mild recession normal growth 35.00) 10.00) 15.00 30.00
Please show work for all 10 questions. Thanks!
HPR% prob'y 5% 20% 45% 30% scenari Severe recession mild recession normal growth 35.00) 10.00) 15.00 30.00 boom 100% a. calculate expected return b. calculate variance c. calculate standard deviation d. calculate VaR [5%] lease show all computations using the following information, develop a Capital Allocation Line risk free rate risky fund [all stock] expected return risky fund standard deviation 4% 18% 22% a. calculate the risk premium b. calculate the Sharpe ratio If 45% of capital is allocated in the risk free asset and the remainder is allocated to the risky fund a. calculate the expected return of the portfolio b. calculate the standard deviation c. calculate the Sharpe ratio d. comment on the value of the Sharpe ratio at any point on the CAL lease show all computations
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