FINS2624 PORTFOLIO MANAGEMENT Week 6 CAPM: The covariance of an assets returns with the market and the required return of the asset. Assumptions: * Investors are price takers * Investors have identical investment horizons * Perfect capital markets * Investors are rational mean-variance optimizers β: Measures how much risk an asset contributes in the market portfolio. * β > 1 asset contributes more risk than the average asset * β < 1 asset contributes less risk
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B) I will allocate my capital with the following weights OPTIMAL PORTFOLIO Riskless 33.06% XOM -61.38% GE -6.52% PFE 60.99% WMT 25% GOOG 48.86% Question 5 The answers are as follows: A) ii‚ 7% B) iii‚ 2.0 C) ii‚ false D) i‚ true E) iii‚ +1 F) iii‚ a positive weight in the risk free asset and a negative weight in the market G) i‚ more idiosyncratic risk than market portfolio Question 6 A) The return data of the four funds is given below. It is
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Carry Out Data Entry Procedures Portfolio TITLE PAGE ------------------------------------------------- Runaway Bay HEART Hotel and Training Institute ITICOR0011A Carry Out Data Entry & Retrieval COMMIS CHEF 5 LEVEL 2 January 2013- March 2013 Carry Out Data Entry & Retrieval Portfolio Presented in Partial Fulfilment of the Requirements of the Unit ITICOR0011A Carry Out Data Entry & Retrieval Presented to: Ms Dacia Clarke Presented by: Jodi Russell
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Challenges and Strategies of Matrix Organizations: Top-Level and Mid-Level Managers’ Perspectives Thomas Sy‚ College of Business Administration‚ California State University‚ Long Beach; Laura Sue D’Annunzio‚ A.T. Kearney Inc. U sing surveys‚ inter- views‚ and workshops with 294 toplevel and mid-level managers from seven major multinational corporations in six industries‚ we identified the top five contemporary challenges of the matrix organizational form: (1) misaligned goals
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Disadvantages of the CIO ’s Expanded Role The role of the Chief Information Officer (CIO) has dramatically changed within the past ten years. Several years ago CIO ’s were choosing new computer systems‚ making sure everyone had an internet connection and troubleshooting technical computer problems. In today ’s world‚ CIO ’s are taking on much more responsibility‚ which can often hinder their overall job performance. I will go over some of the disadvantages to the CIO ’s changing role in the office
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active-passive management Investors often debate on whether a portfolio should have active or passive exposure to assets. Interestingly‚ the active-passive exposure is much more than just a binary choice. It actually falls into a 4-box matrix. In this discussion paper‚ we show how investors can adopt this 4-box matrix to active-passive management. Active management is a function of security selection and market timing factors. The portfolio manager of a diversified active fund‚ for instance‚ first selects
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Decision Tree Portfolio 1 Decision Tree Portfolio Psy 410 Kathleen McCabe University of Phoenix January 21‚ 2012 Lara Ashbaugh Decision Tree Portfolio 2 The Portfolio for my Decision Tree is concerning a residential fire. The first place that would be called is 911. The dispatchers in our area immediately contact the local and closest fire station(s) to respond. The following takes place after 911 has been called. The 911 dispatchers contact the police and fire departments
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Exodus vs. The Matrix The Matrix and Exodus share some familiarity that can be recognized by anyone. With similar themes and plot they can be closely related. However‚ both go about their situation very differently from each other. The literal parallels between Exodus and The Matrix both share a story centered on a man who is called upon to set his people free from slavery to salvation. In Exodus‚ Moses is assigned by God from the talking burning bush that he must rescue the Hebrews from Pharaoh
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COM3708: Advertising and Public Relations Portfolio Unique Number: 831276 Student Number: 48743305 N.P.O. 016 874 Declaration Unique Number: 831276 I‚ the undersigned‚ hereby affirm that the portfolio contains my personal work. Signature: C.A. Grater Student number: 487 433 05 Date: 1 April 2013 Witness’s signature: K.L. Grater 1 PHASE 1: ASSESS 1 1.1 Identify the communicator
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Photography Portfolio Essay In photography you learn a lot‚ and your creativity shows in your work. There are a lot of rules‚ and elements that are important for your photo to be unique and different because no picture is alike. Many photos have different contrast‚ different rules‚ different elements or different subjects and backgrounds. But all of those things make up a photo. In my photo‚ there is a background but it is blurred focusing in onto the candle which is the main subject of this photo
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