The two most important determinants of a Global Portfolio's Total Risk are: (select two)
Group of answer choices
a.) FP#2
b.) FP#1
c.) fs#1
d.) fs#2
e.) fx#1
f.) fx#2
g.) Corrfs#1,fx#1
h.) Corrfs#2,fx#2
i.) CorrFP#1,FP#2
j.) WFP#1, WFP#2
Tools Data Window 82%) Wed 1:26 PM Tony Laaksonen Q E Excel File Edit .. AutoSave OFF Home Insert Draw View Insert Format E v o Page Layout Formulas Help AS#14-GlobalPortfolioRisk-1 Data Review View A A = = Verdana BIV 14 A LU = E 1 aby O Insert X Delete Custom $ % Share 2 470 Sort & Find & X V Filter Select Comments 47 Ideas 438.88 Conditional Format Cell Formatting as Table Styles ||| Format V Check for Updates KL MN Office Update To keep up-to-date with security updates, fixes, and improvements, choose Check for Updates. AS X fx 8/25/2019 A B C D E F G Table 14.3 Initial Investment Information Date Security Position Quantity Trade Margin FX Price 25-Aug BP Stock Short 1 Block 27.102 60% GBP 25-Aug US T-bond 50,000 Par 145.1406 n/a USD 25-Aug FX For student consideration Omar Saudi SAR Long 1 Block = 100 round lots 1 round lot = 100 shares of stock Positions Data SPI T PI + E B - O + 100% Tools Data Window 81% Wed 1:27 PM Tony Laaksonen Q E Excel File Edit 000 AutoSave OFF Home Insert Draw View Insert Format HESU Page Layout Formulas Help AS#14-GlobalPortfolioRisk-1 Data Review View Share 2.480 A = = p Verdana BIV 10A A = E Insert X Delete Custom $ % Comments 4 Ideas Paste O 438.88 Conditional Format Cell Formatting as Table ||| Format V Sort & Filter Styles X Find & Select V Check for Updates Office Update To keep up-to-date with security updates, fixes, and improvements, choose Check for Updates. A28 x fx 11/3/2019 Table 14.1 STUDENTS COMPLETE Date BP Stock ROPC FP#1 FP#2 GP 25-Aug 1-Sep A-Sep 27.102 27.143 30.908 27.364 25.12 22.057 22.099 22.965 23.4502 24.6307 25.374 Weekly Price Information GBP) ROPC.1 USD T-bond ROPCZ || USD/ SAR SAR ROPC | GBP SAR/USD Short 145.1406 Long 0.8389 0.2666 4.4713 Long 3.7509 -0.001510518 145.4768 0.0023301540.8214 0.2687 4.5308 0.013323173 [ 3.7215 -0.121813123 145.6201 0.000971276 0.8134 0.2631 4.6728 0.031329282 3.2006 0.129513229 145.7324 0.000771165 0.8078 0.2514 4.92410.053794419 3.9777 0.089331210 145.0375 -0.004768329 0.7842 0 .2476 5.150z | 0.045903566 4,03BB 0.138867480 144.8325 -0.001413428 0.7969 0 .2499 5.0215 -0.02499376 4 .0016 -0.001900538 144.9878 0.001072273 0.7812 0.2414 5.3027 0.056016205 4.1425 -0.03770955 145.2461 0.001781529 0.8113 0.2347 5 .2518 -0.0096129924.2608 -0.020690655 144.8262 1,002890955 0.8165 0.2404 5.0946 -0.029928126 4.1597 -0.047927992 145.3655 0.003723774 0.8109 0.2463 5.0069 -0.017214018 4 .0601 -0.029293765 145.9121 0.003760177 0.8141 0.2589 4.7445 -0.052406862 3.8625 Given Given Pip = 4 Pip = 4 Given 22 500 29-Sep -Oct 13-Oct 20- 0 27 Oct 3-Nov Long -0.007815408 0.021284683 0.046539379 0.015347331 -0.009203691 0.035211268 0.028547081 -0.023710493 -0.023954527 -0.049667439 Given G 9 10 11 12 13 1 Repeat Lessons from M#2 M#4 LESSONS Enter 9 decimal solutions for all ROPC STU FM#1 4 18 19 20 Table 14.2 Market Index Values FTSE Date S&P 500 GBP FX ROPCI ROPC. TASI R OPC TASIROPCsarsmindav ROPCbp.m Tode ROPC,bp.m 25-Aug 2142.05 Long 7867.01 Long 47307 L ong 1.48941 Long - Sep 2153.74 | 0.005457389 7622.23 -0.03111474442149 -0.109032490 1.46037 -0.019497653 Sup 2168.27 0.006746404 7 568.84 -0.007004512 426320.0114593471.47646 0.011017756 Positions Data SPI T P + | USD FX Todo 85.635 84.992 8 4,016 I ROPCusd.xml US GMB Index Long Long 1200.14 1200.14 -0.009676359 1204.5 -0.010318994 1191.89 ROPCusd, bo Long 0.003632909 -0.010469074 E E - A + 80% Tools Data Window 81% Wed 1:27 PM Tony Laaksonen Q E Excel File Edit 000 AutoSave OFF Home Insert Draw View Insert Format HESU Page Layout Formulas Help AS#14-GlobalPortfolioRisk-1 Data Review View Share 2.480 Comments 4 10 AA = = = L B L Verdana BI U D ? ale SE Insert X Delete Custom $ % Paste A 88-98 Sort & Filter Find Select Ideas Formatting as Table Styles ||| Format V X V Check for Updates * Office Update To keep up-to-date with security updates, fixes, and improvements, choose Check for Updates. A28 x fx 11/3/2019 MN Enter 9 decimal solutions for all ROPC able 14.2 Market Index Values STUD Date S&P 500 ROPC.am TASI ROPC, GBP FX Index ROPC.tum ROPC, US GMB Index ROPC FM#1 25 LC 1-Sep FTSE ROPCA Index Long 47307 -0.03111474442149 -0.00700451242632 -0.00762071943914 0.002213267 4 6478 7867.01 7622.23 7568.84 7511.16 7565.34 3-Sep Long -0.109032490 0.011459347 0.03007130B 0.058386847 1.18941 Long 1.46037 -0.019497653 1.476460.011017755 1.51033 0.022940005 1.49242 -0.011856336 Long -0.008676359 -0.010318994 0.02169824a -0.001281469 15-Sep 22-Sep 29 Sep 2142.05 2153.74 2168.27 2119.12 2160.43 2013.63 2096.61 2074.51 1991.68 2002.01 2091.34 Long 0.005457389 0.006746404 -0.022667841 0.019493941 -0.054063311 0.021031204 -0.00579868 -0.019927501 0.005186576 0.041620157 7324.05 -0.031894130 48111 0.0351349031.48813 -0.002874526 0.024285831 USD FX Index 85.635 84.892 84,016 85.639 85.729 87.811 88.127 86.455 8 0.635 81.025 8 3.515 USD FX Market Index 1200.14 1204.5 1191.59 1189.21 1171.38 1167.01 1178.96 1170,52 168.29 1197.67 1209.38 Long 0.003632909 -0.010469074 -0.00224a53 -0.014993147 -0.003730612 0.010239844 -0.007158852 -0.001905136 0.025147866 0.010194795 1 13-Oct 20-Oct 27-Oct 7289.17 7280.67 7285.56 7 303.42 7389.99 -0.00476239247476 -0.001138675 53013 0.00064415446505 0.002451424 46525 46525 0.01185335145991 -0.013198645 0.116627349 -0.122762341 0.00043 0.000430061 -0.011477700 1.50008 1.49164 1.52014 1.52562 1.51301 0.008030212 -0.005626367 0.019106487 0.003604931 -0.0082654192 0.003598638 -0.018972619 -0.067312258 0.004836609 0.030731256 1 3 Noy US Stock Market Given Saudi Stock Market Given British stock market Given GBP FX Market Index Given Given US Gov't Bond Index Given Repeat Lessons Positions Data SPI TPI + E E - A + 80% 90900 190. WIM &0938wex BDU Data Window 81% Wed 1:27 PM Tony Laaksonen Q E Help AS#14-GlobalPortfolioRisk-1 Excel File Edit View Insert Format Tools .. AutoSave OFF OE U Home Insert Draw Page Layout Formulas Data Verdana (Body) 12 AA = BI U D A View Review = = S General $ % Insert X Delete Share 2 470 Sort & Find & v Filter Select Comments 47 Ideas E , 38- Conditional Format Cell P 70 .000 Formatting as Table Styles Format v X Check for Updates Office Update To keep up-to-date with security updates, fixes, and improvements, choose Check for Updates. 114 x fx HI Table 14.4 Sharpe's Performance Index Asset HPR fs#1 5.28% fx#1 FP#1 6.11% 11.71% 1.34% 2.97% 4.35% 9.69% fs #2 SPI 0.2177 0.0994 0.3205 0.0821 0.0809 0.566 b) Insert 7.93% 3.68% 9.44% 0.26% 2.91% 2.86% a) Insert fx#2 FP#2 Table 14.5 Rank Asset/ ES#1 fx# 1 FP#1 s#2 HPR 5.28% 6.11% 11.71% 1.34% 2.97% 4.35% 9.69% Sharpe's Performance Index O SPI 7.93% 0.2177 3.68% 3.68% 0.0994 9.44% 0.3205 0.26% 0.0821 2.91% 0.0809 2.86% 0.566 a) Insert b) Insert fx#2 FP#2 Positions Data SPI T P + E E - A + 80% . Tools Data Window 81% Wed 1:27 PM Tony Laaksonen Q E Excel File Edit 000 AutoSave OFF Home Insert Draw View Insert Format HESU Page Layout Formulas Help AS#14-GlobalPortfolioRisk-1 Data Review View Share E-49- O A Comments 4 = = p General insert v Verdana BIV Po Cell 14A A = E X Delete Paste O $ % 438.88 Conditional Format Sort & Filter Find Select Ideas Formatting as Table Styles Format X V Check for Updates Office Update To keep up-to-date with security updates, fixes, and improvements, choose Check for Updates. C19 x fx 0.3674 Table 14.6 Treynor's Performance Index Asset fs#1 HPR 5.28% 6.11% 11.71% FP#1 , 0.2177 0.0994 0.3205 0.0821 0.0809 0.566 0.2424 0.615 0.3653 0.1629 0.3674 | -0.0769|| a) Previous solution 1.34% 2.97% 4.35% 9.69% fx#2 b) Insert Table 14.7 Treynor's Performance Index Asset i HPR; B; TPI Rank fs#1 5.28% 0.2177 fx #1 0.2424 0.615 0.3653 0.0994 6.11% 11.71% 1.34% FP#1 0.3205 fs#2 0.0821 fx#2 2.97% 4.35% 9.69% FP#2 0.1629 10.3674 1-0.0769 a) Insert 0.0809 0.566 GP b) Insert Positions Data SPI TPI + E E - A + 80% . Tools Data Window 82%) Wed 1:26 PM Tony Laaksonen Q E Excel File Edit .. AutoSave OFF Home Insert Draw View Insert Format E v o Page Layout Formulas Help AS#14-GlobalPortfolioRisk-1 Data Review View A A = = Verdana BIV 14 A LU = E 1 aby O Insert X Delete Custom $ % Share 2 470 Sort & Find & X V Filter Select Comments 47 Ideas 438.88 Conditional Format Cell Formatting as Table Styles ||| Format V Check for Updates KL MN Office Update To keep up-to-date with security updates, fixes, and improvements, choose Check for Updates. AS X fx 8/25/2019 A B C D E F G Table 14.3 Initial Investment Information Date Security Position Quantity Trade Margin FX Price 25-Aug BP Stock Short 1 Block 27.102 60% GBP 25-Aug US T-bond 50,000 Par 145.1406 n/a USD 25-Aug FX For student consideration Omar Saudi SAR Long 1 Block = 100 round lots 1 round lot = 100 shares of stock Positions Data SPI T PI + E B - O + 100% Tools Data Window 81% Wed 1:27 PM Tony Laaksonen Q E Excel File Edit 000 AutoSave OFF Home Insert Draw View Insert Format HESU Page Layout Formulas Help AS#14-GlobalPortfolioRisk-1 Data Review View Share 2.480 A = = p Verdana BIV 10A A = E Insert X Delete Custom $ % Comments 4 Ideas Paste O 438.88 Conditional Format Cell Formatting as Table ||| Format V Sort & Filter Styles X Find & Select V Check for Updates Office Update To keep up-to-date with security updates, fixes, and improvements, choose Check for Updates. A28 x fx 11/3/2019 Table 14.1 STUDENTS COMPLETE Date BP Stock ROPC FP#1 FP#2 GP 25-Aug 1-Sep A-Sep 27.102 27.143 30.908 27.364 25.12 22.057 22.099 22.965 23.4502 24.6307 25.374 Weekly Price Information GBP) ROPC.1 USD T-bond ROPCZ || USD/ SAR SAR ROPC | GBP SAR/USD Short 145.1406 Long 0.8389 0.2666 4.4713 Long 3.7509 -0.001510518 145.4768 0.0023301540.8214 0.2687 4.5308 0.013323173 [ 3.7215 -0.121813123 145.6201 0.000971276 0.8134 0.2631 4.6728 0.031329282 3.2006 0.129513229 145.7324 0.000771165 0.8078 0.2514 4.92410.053794419 3.9777 0.089331210 145.0375 -0.004768329 0.7842 0 .2476 5.150z | 0.045903566 4,03BB 0.138867480 144.8325 -0.001413428 0.7969 0 .2499 5.0215 -0.02499376 4 .0016 -0.001900538 144.9878 0.001072273 0.7812 0.2414 5.3027 0.056016205 4.1425 -0.03770955 145.2461 0.001781529 0.8113 0.2347 5 .2518 -0.0096129924.2608 -0.020690655 144.8262 1,002890955 0.8165 0.2404 5.0946 -0.029928126 4.1597 -0.047927992 145.3655 0.003723774 0.8109 0.2463 5.0069 -0.017214018 4 .0601 -0.029293765 145.9121 0.003760177 0.8141 0.2589 4.7445 -0.052406862 3.8625 Given Given Pip = 4 Pip = 4 Given 22 500 29-Sep -Oct 13-Oct 20- 0 27 Oct 3-Nov Long -0.007815408 0.021284683 0.046539379 0.015347331 -0.009203691 0.035211268 0.028547081 -0.023710493 -0.023954527 -0.049667439 Given G 9 10 11 12 13 1 Repeat Lessons from M#2 M#4 LESSONS Enter 9 decimal solutions for all ROPC STU FM#1 4 18 19 20 Table 14.2 Market Index Values FTSE Date S&P 500 GBP FX ROPCI ROPC. TASI R OPC TASIROPCsarsmindav ROPCbp.m Tode ROPC,bp.m 25-Aug 2142.05 Long 7867.01 Long 47307 L ong 1.48941 Long - Sep 2153.74 | 0.005457389 7622.23 -0.03111474442149 -0.109032490 1.46037 -0.019497653 Sup 2168.27 0.006746404 7 568.84 -0.007004512 426320.0114593471.47646 0.011017756 Positions Data SPI T P + | USD FX Todo 85.635 84.992 8 4,016 I ROPCusd.xml US GMB Index Long Long 1200.14 1200.14 -0.009676359 1204.5 -0.010318994 1191.89 ROPCusd, bo Long 0.003632909 -0.010469074 E E - A + 80% Tools Data Window 81% Wed 1:27 PM Tony Laaksonen Q E Excel File Edit 000 AutoSave OFF Home Insert Draw View Insert Format HESU Page Layout Formulas Help AS#14-GlobalPortfolioRisk-1 Data Review View Share 2.480 Comments 4 10 AA = = = L B L Verdana BI U D ? ale SE Insert X Delete Custom $ % Paste A 88-98 Sort & Filter Find Select Ideas Formatting as Table Styles ||| Format V X V Check for Updates * Office Update To keep up-to-date with security updates, fixes, and improvements, choose Check for Updates. A28 x fx 11/3/2019 MN Enter 9 decimal solutions for all ROPC able 14.2 Market Index Values STUD Date S&P 500 ROPC.am TASI ROPC, GBP FX Index ROPC.tum ROPC, US GMB Index ROPC FM#1 25 LC 1-Sep FTSE ROPCA Index Long 47307 -0.03111474442149 -0.00700451242632 -0.00762071943914 0.002213267 4 6478 7867.01 7622.23 7568.84 7511.16 7565.34 3-Sep Long -0.109032490 0.011459347 0.03007130B 0.058386847 1.18941 Long 1.46037 -0.019497653 1.476460.011017755 1.51033 0.022940005 1.49242 -0.011856336 Long -0.008676359 -0.010318994 0.02169824a -0.001281469 15-Sep 22-Sep 29 Sep 2142.05 2153.74 2168.27 2119.12 2160.43 2013.63 2096.61 2074.51 1991.68 2002.01 2091.34 Long 0.005457389 0.006746404 -0.022667841 0.019493941 -0.054063311 0.021031204 -0.00579868 -0.019927501 0.005186576 0.041620157 7324.05 -0.031894130 48111 0.0351349031.48813 -0.002874526 0.024285831 USD FX Index 85.635 84.892 84,016 85.639 85.729 87.811 88.127 86.455 8 0.635 81.025 8 3.515 USD FX Market Index 1200.14 1204.5 1191.59 1189.21 1171.38 1167.01 1178.96 1170,52 168.29 1197.67 1209.38 Long 0.003632909 -0.010469074 -0.00224a53 -0.014993147 -0.003730612 0.010239844 -0.007158852 -0.001905136 0.025147866 0.010194795 1 13-Oct 20-Oct 27-Oct 7289.17 7280.67 7285.56 7 303.42 7389.99 -0.00476239247476 -0.001138675 53013 0.00064415446505 0.002451424 46525 46525 0.01185335145991 -0.013198645 0.116627349 -0.122762341 0.00043 0.000430061 -0.011477700 1.50008 1.49164 1.52014 1.52562 1.51301 0.008030212 -0.005626367 0.019106487 0.003604931 -0.0082654192 0.003598638 -0.018972619 -0.067312258 0.004836609 0.030731256 1 3 Noy US Stock Market Given Saudi Stock Market Given British stock market Given GBP FX Market Index Given Given US Gov't Bond Index Given Repeat Lessons Positions Data SPI TPI + E E - A + 80% 90900 190. WIM &0938wex BDU Data Window 81% Wed 1:27 PM Tony Laaksonen Q E Help AS#14-GlobalPortfolioRisk-1 Excel File Edit View Insert Format Tools .. AutoSave OFF OE U Home Insert Draw Page Layout Formulas Data Verdana (Body) 12 AA = BI U D A View Review = = S General $ % Insert X Delete Share 2 470 Sort & Find & v Filter Select Comments 47 Ideas E , 38- Conditional Format Cell P 70 .000 Formatting as Table Styles Format v X Check for Updates Office Update To keep up-to-date with security updates, fixes, and improvements, choose Check for Updates. 114 x fx HI Table 14.4 Sharpe's Performance Index Asset HPR fs#1 5.28% fx#1 FP#1 6.11% 11.71% 1.34% 2.97% 4.35% 9.69% fs #2 SPI 0.2177 0.0994 0.3205 0.0821 0.0809 0.566 b) Insert 7.93% 3.68% 9.44% 0.26% 2.91% 2.86% a) Insert fx#2 FP#2 Table 14.5 Rank Asset/ ES#1 fx# 1 FP#1 s#2 HPR 5.28% 6.11% 11.71% 1.34% 2.97% 4.35% 9.69% Sharpe's Performance Index O SPI 7.93% 0.2177 3.68% 3.68% 0.0994 9.44% 0.3205 0.26% 0.0821 2.91% 0.0809 2.86% 0.566 a) Insert b) Insert fx#2 FP#2 Positions Data SPI T P + E E - A + 80% . Tools Data Window 81% Wed 1:27 PM Tony Laaksonen Q E Excel File Edit 000 AutoSave OFF Home Insert Draw View Insert Format HESU Page Layout Formulas Help AS#14-GlobalPortfolioRisk-1 Data Review View Share E-49- O A Comments 4 = = p General insert v Verdana BIV Po Cell 14A A = E X Delete Paste O $ % 438.88 Conditional Format Sort & Filter Find Select Ideas Formatting as Table Styles Format X V Check for Updates Office Update To keep up-to-date with security updates, fixes, and improvements, choose Check for Updates. C19 x fx 0.3674 Table 14.6 Treynor's Performance Index Asset fs#1 HPR 5.28% 6.11% 11.71% FP#1 , 0.2177 0.0994 0.3205 0.0821 0.0809 0.566 0.2424 0.615 0.3653 0.1629 0.3674 | -0.0769|| a) Previous solution 1.34% 2.97% 4.35% 9.69% fx#2 b) Insert Table 14.7 Treynor's Performance Index Asset i HPR; B; TPI Rank fs#1 5.28% 0.2177 fx #1 0.2424 0.615 0.3653 0.0994 6.11% 11.71% 1.34% FP#1 0.3205 fs#2 0.0821 fx#2 2.97% 4.35% 9.69% FP#2 0.1629 10.3674 1-0.0769 a) Insert 0.0809 0.566 GP b) Insert Positions Data SPI TPI + E E - A + 80%
