Obtain information on the following two funds: (i) Colonial First State Imputation (ii) Vanguard Emerging Markets Shares Index Fund Compare the risks to investors presented by each of these fund and identify the types of investors that would favour these funds.
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Obtain information on the following two funds:
(i) Colonial First State Imputation
(ii) Vanguard Emerging Markets Shares Index Fund
Compare the risks to investors presented by each of these fund and identify the types of investors that would favour these funds.
Step by step
Solved in 2 steps
- Consider the following table containing yields for mutual funds in different asset classes (small, mid, and large cap). Small Cap Fund Explorer Value Small-Cap Value Index Admiral Small-Cap Index Admiral Shares Strategic Small-Cap Equity Explorer Small-Cap Growth Index Admiral Explorer Value Small-Cap ETF Yield (%) 1.36 2.46 1.49 1.18 0.17 0.21 2.85 1.44 Fund Yield by Asset Class Mid Cap Fund Capital Value Mid-Cap Value Index Admiral Extended Market Index Admiral Shares Mid-Cap Index Admiral Shares Mid-Cap Growth Capital Value Strategic Equity Capital Opportunity Admiral Shares Yield (%) 0.96 1.15 1.22 1.52 0.93 0.32 1.54 1.64 sum of squares for treatments≈ 1.4369 sum of squares for error 17.8020 Step 1 of 2: What are the degrees of freedom associated with the sum of squares for treatments? Large Cap Fund Equity Income High Dividend Yield Index 500 Index Admiral Shares Diversified Equity FTSE Social Index Growth Equity U.S. Growth Windsor Yield (%) 3.24 3.50 1.15 1.23 1.42 0.24 0.37…Consider the following table containing yields for mutual funds in different asset classes (small, mid, and large cap). Fund Yield by Asset Class Small Cap Mid Cap Large Cap Fund Yield (%) Fund Yield (%) Fund Yield (%) Explorer Value 2.04 Capital Value 0.96 Equity Income 3.24 Small-Cap Value Index Admiral 2.46 Mid-Cap Value Index Admiral 1.57 High Dividend Yield Index 3.50 Small-Cap Index Admiral Shares 1.49 Extended Market Index Admiral Shares 1.22 500 Index Admiral Shares 1.57 Strategic Small-Cap Equity 0.38 Mid-Cap Index Admiral Shares 1.52 Diversified Equity 1.23 Explorer 0.17 Mid-Cap Growth 2.76 FTSE Social Index 1.42 Small-Cap Growth Index Admiral 0.21 Capital Value 0.32 Growth Equity 2.52 Explorer Value 2.55 Strategic Equity 1.54 U.S. Growth 0.37 Small-Cap ETF 1.44 Capital Opportunity Admiral Shares 2.14 Windsor 1.64 sum of squares for treatmentssum of squares for error≈1.5986≈18.4205 Step 2 of 2 : Find the mean square for treatments. Round…Consider the following table containing yields for mutual funds in different asset classes (small, mid, and large cap). Small Cap Fund Explorer Value Small-Cap Value Index Admiral Small-Cap Index Admiral Shares Strategic Small-Cap Equity Explorer Small-Cap Growth Index Admiral Explorer Value Small-Cap ETF Yield (%) 2.93 2.46 1.49 2.91 0.17 0.21 2.67 1.44 Fund Yield by Asset Class Mid Cap Fund Capital Value Mid-Cap Value Index Admiral Extended Market Index Admiral Shares Mid-Cap Index Admiral Shares Mid-Cap Growth Capital Value Strategic Equity Capital Opportunity Admiral Shares Yield (%) 0.96 2.73 1.22 1.52 1.9 0.32 1.54 1.44 sum of squares for treatments≈ 0.6898 sum of squares for error 22.3436 Step 1 of 2: What are the degrees of freedom for the sum of squares for error? Large Cap Fund Equity Income High Dividend Yield Index 500 Index Admiral Shares Diversified Equity FTSE Social Index Growth Equity U.S. Growth Windsor Yield (%) 3.24 3.50 2.73 1.23 1.42 0.58 0.37 1.64
- Consider the following table containing yields for mutual funds in different asset classes (small, mid, and large cap). Small Cap Fund Explorer Value Small-Cap Value Index Admiral Small-Cap Index Admiral Shares Strategic Small-Cap Equity Explorer Small-Cap Growth Index Admiral Explorer Value Small-Cap ETF Yield (%) 2.93 2.46 1.49 2.91 0.17 0.21 2.67 1.44 Fund Yield by Asset Class Mid Cap Fund Capital Value Mid-Cap Value Index Admiral Extended Market Index Admiral Shares Mid-Cap Index Admiral Shares Mid-Cap Growth Capital Value Strategic Equity Capital Opportunity Admiral Shares Yield (%) 0.96 2.73 1.22 1.52 1.9 0.32 1.54 1.44 sum of squares for treatments≈ 0.6898 sum of squares for error 22.3436 Step 2 of 2: Find the mean square for error. Round your answer to two decimal places, if necessary. Large Cap Fund Equity Income High Dividend Yield Index 500 Index Admiral Shares Diversified Equity FTSE Social Index Growth Equity U.S. Growth Windsor Yield (%) 3.24 3.50 2.73 1.23 1.42 0.58 0.37…3. A hedge fund has two trading desks (A and B ) which have different traders with different trading strategies. The hedge fund has up to $10 million in total which it can allocate to the two desks for them to start investing. However, it can only allocate at most $7 million to each desk to follow the diversification information given to investors. After 1 year, it is expected that desk A will make a 5% return (i.e. for every $1 in initial funding it will end with $1.05 for a profit of $0.05) and desk B will make a 10% return. However, for every $1 million in initial funding, desk A requires 3 support staff (for trade execution, risk management, IT, etc) and desk B requires 5 support staff. There are only 40 support staff available. (a) Formulate an LP problem to determine how the fund should best allocate its initial funding to maximise the profit in the first year. (b) Solve the hedge fund's problem using the simplex method. (c) By considering the optimum of the dual problem,…Nicholas Grammas is an investment analyst examining the performance of two mutual funds with Janus Capital Group: the Janus Balanced Fund and the Janus Overseas Fund. The Janus Balanced Fund (JANBX): This “core” fund consists of stocks and bonds and its goal is diversification. It has historically produced solid long-term returns through different market cycles. The Janus Overseas Fund (JAOSX): This fund invests in overseas companies based on their individual merits instead of their geography or industry sector. The following table reports a portion of the annual returns (in percent) for these two funds from 2000–2016. Year. Balanced. Overseas 2000 -2.16 -18.57 2001 -5.04 -23.11 2002 -6.56 -23.89 2003 13.74 36.79 2004 8.71 18.58 2005 7.75 32.39 2006 10.56 47.21 2007 10.15 27.76 2008 -15.22 -52.75 2009 24.28 78.12 2010 7.83 19.28…
- The employee credit union at State University is planning the allocation of funds for the coming year. The credit union makes four types of loans to its members. In addition, the credit union invests in risk-free securities to stabilize income. The various revenue- producing investments together with annual rates of return are as follows. Type of Loan/Investment Annual Rate of Return (%) Automobile loans 9 Furniture loans 11 Other secured loans 12 Signature loans 13 Risk-free securities 10 The credit union will have $2,200,000 available for investment during the coming year. State laws and credit union policies impose the following restrictions on the composition of the loans and investments. Risk-free securities may not exceed 30% of the total funds available for investment. Signature loans may not exceed 10% of the funds invested in all loans (automobile, furniture, other secured, and signature loans). Furniture loans plus other secured loans may not exceed the automobile loans.…You do not need a lot of money to invest in a mutual fund. However, if you decide to put some money into an investment, you are usually advised to leave it in for (at least) several years. Why? Because good years tend to cancel out bad years, giving you a better overall return with less risk. To see what we mean, let's use a 3-year moving average on the Calvert Social Balanced Fund (a socially responsible fund). Year 1 2 3 4 5 6 7 8 9 10 11 % Return 1.78 17.79 7.46 5.95 −4.74 25.85 9.03 18.92 17.49 6.80 −2.38 (a) Use a calculator with mean and standard deviation keys to find the mean and standard deviation of the annual return for all 11 years. (Round your answers to two decimal places.) x = % s = % (b) To compute a 3-year moving average for 1992, we take the data values for year 3 and the prior 2 years and average them. To compute a 3-year moving average for year 4, we take the data values for year 4 and the prior 2 years and average them. Verify that the…] Consider the following table containing yields for mutual funds in different asset classes (small, mid, and large cap). Fund Yield by Asset Class Small Cap Mid Cap Large Cap Fund Yield (%) Fund Yield (%) Fund Yield (%) Explorer Value 1.22 Capital Value 0.96 Equity Income 3.24 Small-Cap Value Index Admiral 2.46 Mid-Cap Value Index Admiral 0.52 High Dividend Yield Index 3.50 Small-Cap Index Admiral Shares 1.49 Extended Market Index Admiral Shares 1.22 500 Index Admiral Shares 0.52 Strategic Small-Cap Equity 2.61 Mid-Cap Index Admiral Shares 1.52 Diversified Equity 1.23 Explorer 0.17 Mid-Cap Growth 0.82 FTSE Social Index 1.42 Small-Cap Growth Index Admiral 0.21 Capital Value 0.32 Growth Equity 1.42 Explorer Value 1.32 Strategic Equity 1.54 U.S. Growth 0.37 Small-Cap ETF 1.44 Capital Opportunity Admiral Shares 1.27 Windsor 1.64 sum of squares for treatmentssum of squares for error≈1.7894≈15.7229 Step 1 of 2 : What are the degrees of freedom…
- last In a survey of 400 individual investors regarding subscriptions to the New York Times (NYT), Wall Street Journal (WSJ), and USA Today (UST), the following data were obtained. 122 subscribe to the NYT.145 subscribe to the WSJ.65 subscribe to the UST.39 subscribe to the NYT and WSJ.28 subscribe to the WSJ and UST.23 subscribe to the NYT and UST.139 do not subscribe to any of these newspapers. (a) How many of the individual investors surveyed subscribe to all three newspapers? investors(b) How many subscribe to only one of these newspapers? investorsThe government is attempting to determine whetherimmigrants should be tested for a contagious disease. Let’sassume that the decision will be made on a financial basis.Assume that each immigrant who is allowed into the countryand has the disease costs the United States $100,000, andeach immigrant who enters and does not have the diseasewill contribute $10,000 to the national economy. Assumethat 10% of all potential immigrants have the disease. Thegovernment may admit all immigrants, admit no immigrants,or test immigrants for the disease before determiningwhether they should be admitted. It costs $100 to test aperson for the disease; the test result is either positive ornegative. If the test result is positive, the person definitelyhas the disease. However, 20% of all people who do havethe disease test negative. A person who does not have thedisease always tests negative. The government’s goal is tomaximize (per potential immigrant) expected benefits minusexpected costs. Use a decision…Discuss two extensions to the original GARCH (p,q) model and explain additional characteristics of financial data they might be able to capture.