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

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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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The Blackwell mutual fund has a stock portfolio that are consists of the following companies..   Answer follow image. Don,t copy from anywhere.Do all calculation step by step.

You have recently been appointed as the investment analyst of Investalot (Pty) Ltd.You are given a table with a list of companies, their stocks and their possible payoffsfor every rand invested as follows:Stock Year 1 (R) Year 2 (R) Year 3 (R)Discovery Ltd 0.8 0.2 0.1Foschini Group Ltd 0.7 0.75 0.55Famous Brands Ltd 0.4 0.15 0.75Required:Using the Minimax regret method choose the stock that will minimise yourmaximum regret.

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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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Use the information for the question(s) below.   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 three shares of International Business Machines (IBM), five shares of Apple (AAPL), and eight shares of Tesla (TSLA). Suppose the current market price of each individual stock is shown below:   Stock Current Price IBM $145.60 Apple $180.00 Tesla $267.50   What is the price per share of the ETF in a normal market? Assume that the ETF is trading for $3,700.00. What (if any) arbitrage opportunity exists? What (if any) trades would you make?

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

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(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.)

You are tasked with comparing two Icelandic equity funds. The other fund is called the RU IS Equity Fund (RIS). The other fund is called HÍ IS Equity Fund (HIS). It is known that the funds had the following ratios in certain shares over the period 2018 to 2021 (it is not assumed that they received dividends during the period). The proportions did not change over the period. The price of individual shares over the period can be found in the red box down below the text.  a) What was the average annual return of RIS and HIS over the period

​(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.)

You are a portfolio manager. John Smith, one of your clients, by providing you the following formation requested you to calculate standard deviation of Shah Corporation stock and High Fly Corporation.  Based on the given information, what is the standard deviation of the returns on i) Shah Corporation and ii) High Fly Corporation? Which stock has higher standard deviation? Why? Please provide your reasoning. Please show all the calculations by which you came up with the final answer.

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!

You won in a lottery $500 000 and are considering to invest the amount in any one of the following: a fund that mimics the ASX200 index, purchasing shares in AGL Energy Ltd, or shares in CSL Ltd. In order to make the decision you are required to use the following information: Stock/Index Beta AGL Energy Ltd 1.45 CSL Ltd 0,65 ASX200 Index 1.00 The expected return on the market portfolio is 1196 and the risk- free rate is 5%. Perform the necessary calculations in order to determine which asset to invest in to obtain the highest return. E(Ri) = Rf. + Beta x (Rm - Rf) For the toolbar, press ALT+F10 (PC) or ALT+FN+F10 (Mac). 10pt E v. Av e I & O Q Arial BIU s Paragraph Clase Window. Save All Answers Save and Submit to saye and submit. Click Save All Answers to save all answers. DELL 27°C AQI 66 A Ge D g0 12 P 7/202 pe here to search

As a fund manager in Bull & Bear Securities, you are given the following information regarding your portfolio. Rate of Return if State Occurs {:[" State of "],[" Economy "]:} {:[" Probability of "],[" State of Economy "]:} Stock A Stock B Stock C Boom .72 .06 .11 .17 Bust .28 .19 -.04 .23 Based on the above information, compute the following: i) The expected return in boom economy for all the three stocks. ii) The expected return in bust economy for all the three stocks. iii) The expected return for the portfolio that invest 30 percent each in A and B and 40 percent in C. iv) The standard

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?

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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?