An investment has been found to have two different IRRs, one at 14% and the other at 20%. When a required return of 17% is used, the NPV of the investment is negative. Knowing this:     ​a. What range of required returns will generate a negative NPV?     ​b. What range of required returns will generate a positive NPV?

Consider two different assets. Asset A has a mean expected return of 6% with a standard deviation of 22%. Asset B has a standard deviation of returns of 32%. What should be the mean expected return on asset B for a rational investor to be indifferent about these two investments? Answer only if you are 100% sure, other wise i will report your answer.

I asked this question before, and got an answer, but I have a question about the response that was given.  The original question was: For an initial investment of 100, an investment yields returns of X1 and X2, where X1 and X2 are independent normal random variables with mean 60 and variance 25.  What is the probability that the rate of return of this investment is greater than 10%? In the answer that was given it says that the gain of the investment is X1+X2.  My question is why can we just group those together as one amount?  I was given a formula in my class that says the return on the investment would be the solution to the equation: -100+  X1/(1+r) +   X2/(1+r)2=0.  If this formula is used, a different solution would result for this problem.

Just the manual solution, please. Thank you!

The returns on assets C and D are strongly correlated with a correlation coefficient of 0.80. The variance of returns on C is 0.0009, and the variance of returns on D is 0.0036. What is the covariance of returns on C and D? Give typing answer with explanation and conclusion

The following results were obtained in a decision problem where payoffs are profits: EVSI EVwithPI 612 4300 If the efficiency of sample information is 30%, what is the maximum expected monetary value? Maximum EMV =

What is the Variance of returns for Security XYZ?

Chose one of the options below The Mean-Variance Optimization (MVO) model finds the portfolio weights with the smallest variance for a given level of expected return, given the individual assets' expected returns, variances and correlations. The Black-Litterman model is the mean-variance optimization model run backwards, that is, the MVO model solved for variables other than the weights. The Black-Litterman model solves for the A. asset pairwise correlations B. asset standard deviations C. portfolio weights D. asset expected returns

How do you use the CAPM model to find the rate of return if you are not given a Beta coefficient? Is it even possible to do so?