Maurice Tutor

(5)

$15/per page/Negotiable

About Maurice Tutor

Levels Tought:
Elementary,Middle School,High School,College,University,PHD

Expertise:
Algebra,Applied Sciences See all
Algebra,Applied Sciences,Biology,Calculus,Chemistry,Economics,English,Essay writing,Geography,Geology,Health & Medical,Physics,Science Hide all
Teaching Since: May 2017
Last Sign in: 408 Weeks Ago, 6 Days Ago
Questions Answered: 66690
Tutorials Posted: 66688

Education

  • MCS,PHD
    Argosy University/ Phoniex University/
    Nov-2005 - Oct-2011

Experience

  • Professor
    Phoniex University
    Oct-2001 - Nov-2016

Category > Management Posted 05 Jan 2018 My Price 9.00

covariance matrix

Suppose we have the expected daily returns (in terms of U.S. dollars), standard deviations, and correlations shown in the table below.

 

U.S., German, and Italian Bond Returns
 

U.S. Bonds

German Bonds

Italian Bonds

Expected Return

0.029

0.021

0.073

Standard Deviation

0.409

0.606

0.635
       
   

Correlation Matrix

  
 

U.S. Bonds

German Bonds

Italian Bonds

U S. Bonds

1

0.09

0.10

German Bonds

  

1

0.70

Italian Bonds

    

1
             

A. Using the data given above, construct a covariance matrix for the daily returns on U.S., German, and Italian bonds.

B. State the expected return and variance of return on a portfolio 70 percent invested in U.S. bonds, 20 percent in German bonds, and 10 percent in Italian bonds.

C. Calculate the standard deviation of return for the portfolio in Part B.

Answers

Maurice Tutor
(5)
Status NEW Posted 05 Jan 2018 02:01 PM My Price 9.00

Hel-----------lo -----------Sir-----------/Ma-----------dam-----------Tha-----------nk -----------You----------- fo-----------r u-----------sin-----------g o-----------ur -----------web-----------sit-----------e a-----------nd -----------acq-----------uis-----------iti-----------on -----------of -----------my -----------pos-----------ted----------- so-----------lut-----------ion-----------.Pl-----------eas-----------e p-----------ing----------- me----------- on-----------cha-----------t I----------- am----------- on-----------lin-----------e o-----------r i-----------nbo-----------x m-----------e a----------- me-----------ssa-----------ge -----------I w-----------ill----------- be-----------

Not Rated(0)
Relevent Questions