Sharpe ratio of a fund is the return earned in excess of the risk-free rate per unit of volatility or total risk.
Total Return of Fund J = 15%
Risk-free rate = 3%
Standard deviation of Fund J = 32%
Hence, Sharpe Ratio = (15% - 3%) / 32% = 0.375
information to evaluate Fund J use using the relevant Sharpe's S. By= 1.2 53= 32% RJ...
1.
11UU JUULUI 1. Use the relevant information below to evaluate Fund J using Treynor's T. (5) B) = 1.2 • 0 = 32% • Ry = 15% OM= 20% • RM = 10% • RFR = 3% ant information above to evaluate Fund J using Sharpe's S. (5)
15.8 a. Use Stokes' Theorem to evaluate fF.dr where F(x,y,z) = (32-2y)i + (4x – 3y)j + (z +2y)k and C is the boundary of the triangle joining the points (1, 0, 0), (0, 1, 0), and (0, 0, 1). b. Find F.dr where F = 2zi - xj + 3y2k and S is the portion of the plane 3x + 3y + 2z = 6 in the first octant and C is its boundary.
Question 3 (10 marks) Use Stokes' theorem to evaluate ff(VxG)•dS where G = 2x² yi + 3xy?j + xyzk and S is the hemisphere x2 + y2 + z2 = 4 with z 20.
North West Sr. is creating a college fund for his two kids, South and J-C, ages 5 and 3, respectively. To take over the fashion Empire, they will start college at 18 years old. Today, Harford University of Fashion costs $25,000, per student, and this cost is expected to increa se by 5% each year. West Sr. plans to make 19 annual contributions to the college fund, and he plans to increase the contributions by 8% each year to combat...
Process 2 CSTR Using the same CSTR process from week 3's worksheet: Stream 1: A Mass flow - 100 kg/h Molecular mass = 16 Volumetric flow = 5 m/h Stream 2:8 Mass flow 150 kg/h Molecular mass = 20 Volumetric flow = 10 m/h CSTR A and B undergo the following slow reaction: ABC The reaction is first order with respect to A and has a reaction rate (CA) of 1.2 hand the reactor has a total volume of 20...
3. P. Morgan Asset Management publishes information about financial investments. Over the past 10 years, the expected retum for the S&P 500 was 5.04 %with a standard deviation of 19.45 %and the expected return over that same period for a Core Bonds fund was 5.78 %with a standard deviation of 2.13 %(J. P. Morgan Asset Management, Guide to the Markets, 1st Quarter, 2012). The publication also reported that the correlation between the Sap 500 and Core Bonds is -0.32. You...
Question 3: Evaluate bit format (10 pts). the following Boolean math operations using 2's complement as required. Use 8 a. 101101 1011 b. 00001011-00101011
Use the Divergence Theorem to evaluate ∫∫S F·dS, where F(x,y,z)=z²xi+(y³/3+sin z) j+(x² z+y²) k and S is the top half of the sphere x²+y²+z²=4 . (Hint: Note that S is not a closed surface, First compute integrals over S₁ and S₂, where S₁ is the disk x²+y² ≤ 4, oriented downward, and S₂=S₁ ∪ S.)
3. Use the information in Table 1.2 to determine the items listed below for the Accelerated Depreciation Method and for the Straight Line Depreciation Method. The company has 20,000 shares of stock. Item Revenue Costs Tax Rate (%) Depreciable Investment Depreciation Straight Line Depreciation-Accelerated (MACRS) Amount ($) Amount (%) 1,000,000 800,000 40 400,000 40,000 10 80,000 20 3.1 Use the Accelerated Depreciation method and determine: (a) Gross Profits (b) Net Profits (e) Taxes (d) Cash Flows (e) Net Profits/share 3.2...
Evaluate using MATLAB. The problem has been solved arithmatically
but MATLAB code is needed.
Use Matlab to evaluate: A tube with length of 1 m is made from steel (k 15 W/m/K) having a square cross section with a circular hole through the center, as shown below Calculate the steady state temperature distribution across the cross section and the total rate of heat transfer if the inner surface is held at 20 °C, and the outer surface is held at...