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: 401 Weeks Ago, 2 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 > Accounting Posted 29 Jul 2017 My Price 8.00

illiquid shares.

21.14 Suppose that a trader has bought some illiquid shares. In particular, the trader
has 100 shares of A, which is bid $50 and offer $60, and 200 shares of B, which is bid
$25 offer $35. What are the proportional bid–offer spreads? What is the impact of the
high bid–offer spreads on the amount it would cost the trader to unwind the portfolio?
If the bid–offer spreads are normally distributed with mean $10 and standard
deviation $3, what is the 99% worst-case cost of unwinding in the future as a
percentage of the value of the portfolio

Answers

Maurice Tutor
(5)
Status NEW Posted 29 Jul 2017 08:07 PM My Price 8.00

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 -----------sol-----------uti-----------on.-----------Ple-----------ase----------- pi-----------ng -----------me -----------on -----------cha-----------t I----------- am----------- on-----------lin-----------e o-----------r i-----------nbo-----------x m-----------e a----------- me-----------ssa-----------ge -----------I w-----------ill----------- be----------- ca-----------tch-----------

Not Rated(0)