aa(){return function(){}}function ba(a){return function(){return this[a]}}var q;function r(a‚b‚c){a=a.split(".");c=c||u;!(a[0]in c)&&c.execScript&&c.execScript("var "+a[0]);for(var d;a.length&&(d=a.shift());)!a.length&&ca(b)?c[d]=b:c=c[d]?c[d]:c[d]={}}fu nction da(a‚b){for(var c=a.split(".")‚d=b||u‚e;e=c.shift();)if(d[e]!=l)d=d[e];else return l;return d}function ea(a){a.i=function(){return a.tc?a.tc:a.tc=new a}} function fa(a){var b=typeof a;if("object"==b)if(a){if(a instanceof Array)return"array";if(a
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increase in risk they require an increase in return True 2) IF a person required return decreases for an increase in risk that person is said to be Risk-Seeking 3.) Risk aversion is the behavior exhibited by managers who require a greater than proportional _________ (a) increase in return‚ for a given decrease in risk. (b) increase in return‚ for a given increase in risk. (c) decrease in return‚ for a given increase in risk. (d) decrease in return‚ for a given decrease in risk. 4.)On Average
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to examine and test the January Effect as a trading strategy. The January Effect is well documented in the literature since Rozeff and Kinney (RK) 1976. Their study showed share returns appear to be abnormally high in January in the United States. In Australia‚ Brown et al (BKKM) 1983 demonstrated that ASX share returns peak in January and July. This trend appears to persist over time and markets across the world so it could be an exploitable trading strategy‚ taking advantage of market inefficiency
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of return for each asset in each of the 10 preceding years‚ and use those v the average annual return for each asset over the 10-year period. Return (X) Return (Y) 15.00% 2.27% 20.95% -1.25% 13.18% 20.00% 2.69% 4.00% 21.25% 19.26% 11.74% 7.50% 8.00% 13.50% 8.57% 13.81% 13.64% 9.13% 13.91% 13.75% 9.60% 11.14% 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 Average Return b. Use the returns calculated in part a to find (1) the standard deviation and (2) the coefficient of v the returns for
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annual returns of the fund and coming up with a conclusion based on the results of the findings. Analysis of the previous ten years’ annual returns will be used to analyze the risk and return of the mutual fund and propose suitable conclusions pertaining to future investments in the mutual funds. The mutual fund under consideration has not displayed a consistent upward or downward trend. It seems that market forces and the external environment have played a great role in influencing the returns of the
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attachment (expected rate of return) b. Based soly on expected returns‚ investment on CPC appears the best‚ for it has 9.70% expected returns‚ yet the investment on MORELY appears the cost‚ which has only 5.70% expected returns. c. Rate of return is mainly connected with the beta coefficient‚ which means if the rate of return is relatively higher‚ then the company will have higher risk. Judging from table1 in the attachment‚ CPC with higher rate of return(9.70%) has higher beta coefficient(1
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The Risk and Return of Venture Capital John H. Cochrane1 Graduate School of Business‚ University of Chicago March 19‚ 2004 School of Business‚ University of Chicago‚ 1101 E. 58th St. Chicago IL 60637‚ 773 702 3059‚ john.cochrane@gsb.uchicago.edu. I am grateful to Susan Woodward‚ who suggested the idea of a selection-bias correction for venture capital returns‚ and who also made many useful comments and suggestions. I gratefully acknowledge the contribution of Shawn Blosser‚ who assembled the
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of the risk and returns that take place through shareholder investments. Shareholders want to know how much the organization is making and how much they can potentially make in the future. Generally‚ the returns of shareholders come in two forms. The first part is in the form of dividends which is paid during the year and is known as the income component of the return (Ross et al‚ 2005). The second part is in the form of capital gain or capital loss on the investment. If the return is given as a percentage
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example the Nairobi Stock Exchange (NSE) in Kenya. Historical market data can be used to compute average returns and a measure of risk or volatility. The distribution of past returns can be useful in estimating the possible future returns for investors. Required Rate of Return Estimate The required rate of return has two basic components: the risk free interest rate and a risk premium. The return earned by investors should compensate them for the risk of the investment. We must estimate future risk
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between stock returns and temperature is found in both U.S and Australian equity market and theory of stock returns and temperature turned out to be true. In contrast to US market‚ Australian stock markets appeared to exhibit a Tuesday effect rather than Monday effect (Weekend effect). For the book-to-market ratio‚ there is significant evidence that the higher book-to-market ratios are related to higher returns in U.S whereas the book-to-market ratios are not significantly related to return in Australian
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