Question
QUESTION 24 A portfolio with a rate of return 15%, residual standard deviation 2% and alpha 1.6%, , whats the portfolios information ratio? A. 0.80
QUESTION 24 A portfolio with a rate of return 15%, residual standard deviation 2% and alpha 1.6%, , whats the portfolios information ratio? A. 0.80 B. 0.50 C. 0.60 D. 1.00
QUESTION 23
-
A portfolio generates an annual return of 10%, a beta of 1.1, and a standard deviation of 15%. The market index return is 5% and has a standard deviation of 8%. What is Jensen's alpha of the portfolio if the risk-free rate is 1%?
A. 0.027
B. 0.038
C. 0.056
D. 0.046
QUESTION 25 Suppose the initial margin requirement for the oil contract is 20%. Contract size is 1000 barrels. Current future price for march is $62.48. If the spot oil price at maturity date is 65.48, whats your return if you long the contract? A. 24.01% B. 28.00% C. 20.01% D. 35.00%
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access with AI-Powered Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started
College Accounting A Contemporary Approach
Authors: David Haddock, John Price, Michael Farina
3rd edition
978-0077639730
