4. What is the lowest stock price I can expect with 99% confidence on a stock that is priced at $80, has an AA return of 13.5%, a standard deviation of 22% that I plan to hold for 6 years?

Calculate the value of a stock that is expected to pay a constant dividend of $1.05per year if the required return is 11%.

A risk-averse investor will: a. Always accept a greater risk with a greater expected return b. Only invest in assets providing certain returns c. Sometimes accept a lower expected return if it means less ri d. Never accept lower risk if it means accepting a lower expected return

If sales is $100,000 and the change in stock is 40% of sales Calculate value of output

Portfolio ABZ has a daily expected return of 0.0634% and a daily standard deviation of 1.1213%. Assuming that the daily 5 percent parametric VaR is $6 million, calculate the annual 5 percent parametric VaR for a portfolio with a market value of $ 120 million. (Assume 250 trading days in a year and give your answer in Dollars)

Only typed answer  Assume the correlation of returns between KO and the market portfolio equals 0.80, the standard deviation of KO equals 0.60, and the standard deviation for the market portfolio equals 0.30. What is the beta for KO.

5. Find the expected value assuming the risk factor is 30 % and the interest rate is 12% , if you will receive $20,000 one year from today.

A risk-averse investor will: Answer a. Always accept a greater risk with a greater expected return b. Only invest in assets providing certain returns c. Sometimes accept a lower expected return if it means less ri d. Never accept lower risk if it means accepting a lower expected return

5. You have been hired as a portfolio manager for a fancy hedge fund. Your first job is to invest $100,000 in a portfolio of two assets. The first asset is a safe asset with a certain return of 5%. The second asset is shares of a dying video-game store that has become popular with retail investors, it has a 20% expected rate of return, but the standard deviation of this return is 10%. Your manager wants a portfolio with as high a rate of return as possible while keeping the standard deviation at or below 4%. How much of the fund's money do you invest in the safe asset?

QUESTION 2 Elizabeth has decided to form a portfolio by putting 30% of her money into stock 1 and 70% into stock 2. She assumes that the expected returns will be 10% and 18%, respectively, and that the standard deviations will be 15% and 24%, respectively. ​ ​  Describe what happens to the standard deviation of the portfolio returns when the coefficient of correlation ρ decreases. The standard deviation of the portfolio returns decreases as the coefficient of correlation decreases. The standard deviation of the portfolio returns increases as the coefficient of correlation increases. The standard deviation of the portfolio returns decreases as the coefficient of correlation increases. The standard deviation of the portfolio returns increases as the coefficient of correlation decreases.