Stock Fund Analysis

Fund F has been investing in stocks and bonds. You are evaluating the performance of Fund F by comparing its performance with the performance of an appropriate benchmark portfolio B. The performance and weights of F and B over the last year are given in the table below: Asset Class Weight in F Weight in B 0.6 Stocks 0.5 Bonds 0.5 Attribute the performance of Fund F against benchmark portfolio B in the stock class. What is the attribution due to the asset allocation in the stock class? What is the attribution due to the security selection in the stock class? 0.4 Return from F O a. -0.005, -0.008 O b. 0.003; 0.004 O c. 0.012, 0.008 O d. 0.008; 0.012 10% Return from B 3% 8% 5%

Suppose you manage an equity fund with the following securities. Use the following data to calculate the information ratio of each stock.                           Input Data Vogt Industries Isher Corporation Hedrock, Incorporated       Alpha 0.012 0.006 0.016       Beta 0.277 1.015 1.630       Standard Deviation 0.156 0.168 0.181       Residual Standard Deviation 0.117 0.048 0.113                     Required:             Using the information in the table above, please calculate the information ratio for each stock.                           (Use cells A5 to D8 from the given information to complete this question.)                             Vogt Industries Isher Corporation Hedrock, Incorporated       Information Ratio

Using an internet search engine, review the Vanguard 500 Index Fund (VFIAX) overview, performance and fees. VFIAX url:  https://investor.vanguard.com/mutual-funds/profile/VFIAX Please answer the following questions What is the investment objective of VFIAX? What does the term "market efficiency" mean as applied to the U.S. stock market? If an investor had invested $10,000 in VFIAX 10 years ago, what would that investment have grown to by the last day of last month? What are the three largest economic sectors represented in VFIAX? What is the expense ratio associated with VFIAX? Which approach to mutual fund investing, passively-managed index funds or actively-managed mutual funds, relies on inefficiencies in the U.S. capital markets? Explain your response Explain lessons from capital market history Evaluate the implications of market reactions to market efficiency.

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Suppose you manage an equity fund with the following securities. Use the following data to help build an active portfolio.                   Input Data Vogt Industries Isher Corporation Hedrock, Incorporated   Alpha 0.012 0.006 0.016   Beta 0.277 1.015 1.630   Standard Deviation 0.156 0.168 0.181   Residual Standard Deviation 0.117 0.048 0.113   Information Ratio 0.1026 0.1250 0.1416   Alpha/Residual Variance 0.877 2.604 1.253             Market Data S&P 500 Treasury Bills     Expected Raturn 12.00% 2.50%     Standard Deviation 20.00% 0.00%               Required:         Using the information in the table above, please first calculate the initial weight of each stock in an active portfolio, using the Treynor Black approach. Then adjust each weight for beta.           (Use cells A5 to D14 from the given information to complete this question.)                   Treynor-Black Model Vogt Industries Isher Corporation Hedrock, Incorporated…

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. Portfolio beta and weights Brandon is an analyst at a wealth management firm. One of his clients holds a $5,000 portfolio that consists of four stocks. The investment allocation in the portfolio along with the contribution of risk from each stock is given in the following table: Stock Investment Allocation Beta Standard Deviation Atteric Inc. (AI) 35% 0.750 38.00% Arthur Trust Inc. (AT) 20% 1.500 42.00% Li Corp. (LC) 15% 1.100 45.00% Baque Co. (BC) 30% 0.300 49.00%   Brandon calculated the portfolio’s beta as 0.818 and the portfolio’s required return as 8.4990%. Brandon thinks it will be a good idea to reallocate the funds in his client’s portfolio. He recommends replacing Atteric Inc.’s shares with the same amount in additional shares of Baque Co. The risk-free rate is 4%, and the market risk premium is 5.50%.   Suppose instead of replacing Atteric Inc.’s stock with Baque Co.’s stock, Brandon considers replacing Atteric Inc.’s stock with the equal…

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Consider the following information and then calculate the required rate of return for the Global Investment Fund, which holds 4 stocks. The market's required rate of return is 17.50%, the risk-free rate is 3.00%, and the Fund's assets are as follows (Do not round your intermediate calculations.): please show work in excel Stock   Investment   Beta A   $200,000   1.50 B   $300,000   -0.50 C   $500,000   1.25 D   $1,000,000   0.75

(Using the CAPM to find expected returns) Sante Capital operates two mutual funds headquartered in Houston, Texas. The firm is evaluating the stock of four different firms for possible inclusion in its fund holdings. As part of their analysis, Sante's managers have asked their junior analyst to estimate the investor-required rate of return on each firm's shares using the CAPM and the following estimates: The rate of interest on short-term U.S. Treasury securities is currently 3.5 percent, and the expected return for the market portfolio is 9.5 percent. What should be the expected rates of return for each investment? Security ABCO D Beta 1.57 0.76 1.35 0.89 a. The expected rate of return for security A, which has a beta of 1.57, is %. (Round to two decimal places.)

​(Using the CAPM to find expected​ returns) Sante Capital operates two mutual funds headquartered in​ Houston, Texas. The firm is evaluating the stock of four different firms for possible inclusion in its fund holdings. As part of their​ analysis, Sante's managers have asked their junior analyst to estimate the​ investor-required rate of return on each​ firm's shares using the CAPM and the following​ estimates: The rate of interest on​ short-term U.S. Treasury securities is currently 4 ​percent, and the expected return for the market portfolio is 10 percent. What should be the expected rates of return for each​ investment?   Security Beta A 1.67 B 0.58 C 1.14 D 0.78 ​(Click on the icon    in order to copy its contents into a spreadsheet.​)       Question content area bottom Part 1 a. The expected rate of return for security​ A, which has a beta of 1.67​, is enter your response here​%. ​(Round to two decimal​ places.) Part 2 b. The expected…

(Using the CAPM to find expected returns) Sante Capital operates two mutual funds headquartered in Houston, Texas. The firm is evaluating the stock of four different firms for possible inclusion in its fund holdings. As part of their analysis, Sante's managers have asked their junior analyst to estimate the investor-required rate of return on each firm's shares using the CAPM and the following estimates: The rate of interest on short-term U.S. Treasury securities is currently 2.5 percent, and the expected return for the market portfolio is 10 percent. What should be the expected rates of return for each investment? Security A B Beta 1.72 0.77 a. The expected rate of return for security A, which has a beta of 1.72, is %. (Round to two decimal places.)

Give typing answer with explanation and conclusion  In evaluating the performance of your Canadian equity mutual fund, the most appropriate comparison would be its performance relative to the   Question 57 options:   Dow Jones Industrial Average.   S&P 500 index.   S&P/TSX composite index.   cost of living (CPI) index.

Are these correct? Need help with C, Thank you!

An exchange traded fund (ETF) is a security that represents a portfolio of individual stocks.  Consider an ETF for which each share represents a portfolio of two shares of International Business Machines (IBM), three shares of Merck (MRK), and three shares of Citigroup Inc. (C).  Suppose the current market price of each individual stock are shown below:   Stock Current Price IBM $121.57 MRK $36.59 C $3.15   Assume that the ETF is trading for $366.00, what (if any) arbitrage opportunity exists?  What (if any) trades would you make?

Pls show all parts or skip

You are managing a mutual fund with the following stocks: Stock Investment Beta A $1,266 -0.2 B $1,222 -0.9 What is the beta for this mutual fund (i.e. what is the portfolio beta)? answer format: show your answer to 1 decimal place.

In the chapter opener, you learned that Bill Miller's investment performance was alternating between the very top and the very bottom of his profession. What aspect of his investment strategy would lead you to expect that his performance might exhibit greater volatility than that of other mutual funds? The following table shows the annual performance from 2009 to 2012 of Miller's Opportunity fund and the S&P 500 index. Opportunity Year 2009 2010 2011 2012 S&P 500 Fund Return 76.0% 16.6% -34.9% 39.6% Return 26.5% 15.1% 2.11% 16.0% Calculate the average annual return of the Opportunity fund and the S&P 500. Which performed better over this period? If you had invested $1,000 in each in- vestment at the beginning of 2009, how much money would you have in each investment at the end of 2012? Calculate the standard deviation of the Opportu- nity fund's return and those of the S&P 500. Which is more volatile?

Can you please answer and kindly show detailed human working.