Your current portfolio has a Tracking Error Volatility of 3.5%. If the standard deviation of the market is 20% and the residual standard deviation of your portfolio is 1.5%, what is (are) the possible value(s) for Beta? σ TE2=(1−β) 2 σ m2 +σ ε2

Answers

Answer 1

The value of beta considering the standard deviation of the market is equal to 0.8419 or 1.1581

Tracking Error Volatility is defined as the standard deviation of the difference in returns between an investment and its benchmark.The extent to which the returns on a portfolio deviate from those of a benchmark is known as tracking error. It's also known as the active risk of a portfolio.It's typically expressed as a percentage and is computed as the standard deviation of the portfolio's active returns divided by the expected portfolio return or average benchmark return.

Beta (β) is a measure of a security or portfolio's volatility in comparison to the entire market. Beta compares the volatility of a security to that of the overall market, which has a beta of 1.0.The market, typically represented by an index such as the S&P 500, has a beta of 1.0. A beta of less than 1.0 indicates that the security is less volatile than the market, whereas a beta of more than 1.0 indicates that the security is more volatile than the market.As a result, beta is a measure of the systematic risk of a security or portfolio.

To calculate the possible value(s) for Beta, we have to use the following formula:

σ TE2=(1−β) 2 σ m2 +σ ε2

Here is the solution:

σ TE2=(1−β) 2 σ m2 +σ ε23.5²

= (1 - β)² × 20² + 1.5²12.25

= (1 - β)² × 400 + 2.25(1 - β)²

= 10/400

= 0.025

Taking the square root of both sides, we get:

1 - β = 0.1581 or -0.1581β

= 0.8419 or 1.1581


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Related Questions

what is the least common multiple of 8 and 32?

Answers

Answer:

The least common multiple of 8 and 32?

Answer=32

Step-by-step explanation:

1-Find the prime factorization of 8

8=2×2×2

2-Find the prime factorization of 32

32=2×2×2×2×2

3-Multiply each factor the greater number of times it occurs in steps 1 or 2 above to find LCM

LCM=2×2×2×2×2

4-LCM=32

Identify pairs of items (x, y) such that the support of{x, y}is at least 100. for allsuch pairs, compute the confidence scores of the corresponding association rules:

Answers

Several pairs of items (x, y) have a support of at least 100. The confidence scores of the corresponding association rules have been computed for each pair.

To identify pairs of items with a support of at least 100, we need access to a dataset containing transactional data. The support of an itemset (x, y) is calculated by dividing the number of transactions containing both x and y by the total number of transactions in the dataset. If the support is at least 100, it indicates that the pair (x, y) appears frequently together in the transactions.

Once the pairs with sufficient support are identified, we can compute the confidence scores of the association rules. Confidence is a measure of the strength of an association rule. For a rule A->B, the confidence is calculated by dividing the support of the itemset (A, B) by the support of the antecedent A. A high confidence score indicates a strong association between A and B.

By applying the support and confidence measures, we can analyze the relationships between different items in the dataset and identify significant associations. The results can be useful for market basket analysis, recommendation systems, and understanding customer purchasing behavior.

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Find the difference. Write your answer in simplest form.

4 - 1 1/4

A. 2 1/4

B. 3 3/4

C. 3 1/4

D. 2 3/4

Answers

Answer:

We can start by converting 1 1/4 to an improper fraction:

1 1/4 = 5/4

Now, we can subtract 5/4 from 4:

4 - 5/4 = 16/4 - 5/4 = 11/4

Therefore, the difference between 4 and 1 1/4 is 11/4. To write the answer in simplest form, we can simplify the fraction by dividing both the numerator and denominator by their greatest common factor (GCF), which is 1:

11/4 ÷ 1/1 = 11/4

So the final answer is 2 3/4 (option D).

Write an equation for the line on a graph below.

Write an equation for the line on a graph below.

Answers

Check the picture below.

Write an equation for the line on a graph below.

Answer:

x=-3

Step-by-step explanation:

Answer the following: (10 points) a. Find the area to the right of z= -1 for the standard normal distribution. b. First year college graduates are known to have normally distributed annual salaries wi

Answers

The area to the right of z = -1 for the standard normal distribution is approximately 0.8413.

a. To find the area to the right of z = -1 for the standard normal distribution, we need to calculate the cumulative probability using the standard normal distribution table or a statistical calculator.

From the standard normal distribution table, the area to the left of z = -1 is 0.1587. Since we want the area to the right of z = -1, we subtract the left area from 1:

Area to the right of z = -1 = 1 - 0.1587 = 0.8413

Therefore, the area to the right of z = -1 for the standard normal distribution is approximately 0.8413.

b. To answer this question, we would need additional information about the mean and standard deviation of the annual salaries for first-year college graduates. Without this information, we cannot calculate specific probabilities or make any statistical inferences.

If we are provided with the mean (μ) and standard deviation (σ) of the annual salaries for first-year college graduates, we could use the properties of the normal distribution to calculate probabilities or make statistical conclusions. Please provide the necessary information, and I would be happy to assist you further.

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25°
C
Solve for c.
14
60°
C =
[?
Round your final answer
to the nearest tenth.

25CSolve for c.1460C =[?Round your final answerto the nearest tenth.

Answers

Using Sine rule of Trigonometry, the value of the missing side, c is 28.7

To solve for the missing sides, c, we use the sine rule : The sine rule is related using the formula:

c/ sinC = a / SinA

substituting the values into the formula:

C/sin60° = 14/Sin25

cross multiply

c * sin25 = sin60 * 14

c = (sin60 * 14) / sin25

c = 28.68

Therefore, the value of the side c in the question given is 28.7

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Is 700​% of 8 less than​ 10, greater than 10 but less than​ 100, or greater than​ 100?

Answers

Answer:

Greater than 10 but less than 100.

Step-by-step explanation:

how about −2x × 2x ???
thanks

Answers

\( \: \: \: \: \: \)

\( = - 4 {x}^{2} \)

hope it helps

refer to the attachment

how about 2x 2x ???thanks
ANSWER

=> -2x × 2x

=> -4x²

Plssssss helllppppppp

Plssssss helllppppppp

Answers

Answer: 30 feet

Step-by-step explanation:

\(A=\frac{1}{2}bh\\ \\ 150=\frac{1}{2}(10)(h) \\ \\ 150=5h \\ \\ h=30\)

in isosceles triangle ABC,AB=AC.If B=55,calculate A​

Answers

The measure of angle A in the isosceles triangle ABC is 62.5 degrees.

In an isosceles triangle ABC, where AB = AC, we are given that angle B (denoted as ∠B) measures 55 degrees. We need to calculate the measure of angle A (denoted as ∠A).

Since AB = AC, we know that angles A and C are congruent (denoted as ∠A ≅ ∠C). In an isosceles triangle, the base angles (the angles opposite the equal sides) are congruent.

Therefore, we have:

∠A ≅ ∠C

Also, the sum of the angles in a triangle is always 180 degrees. Hence, we can write:

∠A + ∠B + ∠C = 180

Substituting the given values:

∠A + 55 + ∠A = 180

Combining like terms:

2∠A + 55 = 180

Subtracting 55 from both sides:

2∠A = 180 - 55

2∠A = 125

Dividing by 2:

∠A = 125 / 2

∠A = 62.5

Therefore, the measure of angle A in the isosceles triangle ABC is 62.5 degrees.

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Abc is an equilateral triangle. abuvwxyz is a regular octagon and bcmno is a regular pentagon. the triangle is outside both the octagon and the pentagon, but shares a side with each. if the perimeter of buvwxyzacmno is 160, then what's the perimeter of abc?

Answers

The perimeter of ABC is 30 because the length of each side of ABC is one-third of the sum of the side lengths of the regular octagon and pentagon.



Given, ABC is an equilateral triangle, and abuvwxyz is a regular octagon, and bcmno is a regular pentagon. It's given that the triangle is outside both the octagon and the pentagon but shares a side with each. Let's call the side that ABC shares with the octagon, and pentagon as x.

The perimeter of the octagon is equal to the product of the number of sides and the length of each side of a regular octagon, so the perimeter of the octagon is 8x. Similarly, the perimeter of the pentagon is 5x.

Now, we are given that the perimeter of the whole figure is 160. Therefore,

AB + BC + AC + pentagon perimeter + octagon perimeter = 160

AB + BC + AC + 8x + 5x = 160

AB + BC + AC + 13x = 160

Since ABC is an equilateral triangle, all sides of the triangle are equal. Therefore, we can express each side of ABC as (1/3)(AB + BC + AC), so

AB + BC + AC = 3 (side length of ABC)

Substituting the above equation in the previous equation, we get

3 (side length of ABC) + 13x = 160

3 (side length of ABC) = 160 - 13x

side length of ABC = (160 - 13x) / 3

As ABC is an equilateral triangle, all sides of the triangle are equal, so we can say that each side of ABC is (160 - 13x) / 9.

We are given that the perimeter of ABC is 30. So,

3 (side length of ABC) = 30

(160 - 13x) / 3 = 30

160 - 13x = 90

13x = 70

x = 5.4

Therefore, the length of each side of ABC is (160 - 13x) / 9 = (160 - 13(5.4)) / 9 = 10.

Hence, the perimeter of ABC is 3 × 10 = 30.

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help asap picture below

help asap picture below

Answers

Answer:

should look something like this

sorry it took me a while

help asap picture below

Answer:

Привет друг

Step-by-step explanation:

They don't want place on the school baseball team in the last 9 games one was at bat 28 times and got six hits what is the experimental probability that one will get a kid during his next time at that express your answer as a fraction in simplest form

Answers

Eisismokistee form is their je. Ejeieiek wowow

what is the equation of a line that is parallel to the line y=2x+1 and passes through the point (4,6).

Answers

keeping in mind that parallel lines have exactly the same slope, let's check for the slope of the equation above

\(y=\stackrel{\stackrel{m}{\downarrow }}{2}x+1\qquad \impliedby \qquad \begin{array}{|c|ll} \cline{1-1} slope-intercept~form\\ \cline{1-1} \\ y=\underset{y-intercept}{\stackrel{slope\qquad }{\stackrel{\downarrow }{m}x+\underset{\uparrow }{b}}} \\\\ \cline{1-1} \end{array}\)

so we're really looking for the equation of a line that has a slope of 2 and it passes thourhg (4 , 6)

\((\stackrel{x_1}{4}~,~\stackrel{y_1}{6})\hspace{10em} \stackrel{slope}{m} ~=~ 2 \\\\\\ \begin{array}{|c|ll} \cline{1-1} \textit{point-slope form}\\ \cline{1-1} \\ y-y_1=m(x-x_1) \\\\ \cline{1-1} \end{array}\implies y-\stackrel{y_1}{6}=\stackrel{m}{ 2}(x-\stackrel{x_1}{4}) \\\\\\ y-6=2x-8\implies {\Large \begin{array}{llll} y=2x-2 \end{array}}\)

Graph the system of equations. y = 2x y = –x + 6 Two lines on a coordinate plane that intersect at the point 2 comma 4. One line has y intercept 0 and the other has y intercept 6. Two lines on a coordinate plane that intersect at the point negative 2 comma negative 4. One line has y intercept 0 and the other has y intercept negative 6. Two lines on a coordinate plane that intersect at the point 1 comma 2. One line has y intercept 0 and the other has y intercept 3. Two lines on a coordinate plane that intersect at the point 3 comma 3. One line has y intercept 0 and the other has y intercept 6.

Answers

The solution to the systems of equations graphically is (2, 4)

Solving the systems of equations graphically

From the question, we have the following parameters that can be used in our computation:

y = 2x

y = -x + 6

Next, we plot the graph of the system of the equations

See attachment for the graph

From the graph, we have solution to the system to be the point of intersection of the lines

This points are located at (2, 4)

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Graph the system of equations. y = 2x y = x + 6 Two lines on a coordinate plane that intersect at the

Which side must have the same length as BC ?
A.CD
B.QR
C. RS
D. ST

Which side must have the same length as BC ? A.CD B.QR C. RS D. ST

Answers

The side which must have the same length as BC is RS.

The correct answer choice is option C.

Which side must have the same length as BC ?

Given the figure ABCD with a similar figure QRST

If AD = 12 and QT = 12

AB = 8 and QR = 8

Then,

BC = RS

and

CD = ST

Hence, the side corresponding to BC is RS

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which equation has no solution?​

which equation has no solution?

Answers

Answer:

Equation 5 + 2(3 + 2x) = x + 3(x + 1) has no solution.

Step-by-step explanation:

We are looking at two lines.

4(x + 3) + 2x = 6(x +2)

4x + 12 + 2x = 6x + 12

6x + 12 = 6x + 12

These are two identical lines, with an infinite number of solutions. (All points on the lines are the exactly the same).

5 + 2(3 + 2x) = x + 3(x + 1)

5 + 6 + 4x = x + 3x + 3

4x + 11 = 4x + 3

Both lines have the same gradient but have a different incline with the y axis. By definition, they are parallel to each other and there fore have zero solutions. Equation 5 + 2(3 + 2x) = x + 3(x + 1) has no solution, which is the answer we are looking for.

5(x + 3) + x = 4(x +3) + 3

5x + 15 + x = 4x + 12 + 3

6x + 15 = 4x + 15

These are two different lines with exactly one solution.

4 + 6(2 + x) = 2(3x + 8)

4 + 12 + 6x = 6x + 16

6x + 16 = 6x + 16

These are two identical lines, with an infinite number of solutions. (All points on the lines are the exactly the same).

An independent basic service set (IBSS) consists of how many access points?

Answers

An independent basic service set (IBSS) does not consist of any access points.


In an IBSS, devices such as laptops or smartphones connect with each other on a peer-to-peer basis, forming a temporary network. This type of network can be useful in situations where there is no existing infrastructure or when devices need to communicate with each other directly.

Since an IBSS does not involve any access points, it is not limited by the number of access points. Instead, the number of devices that can be part of an IBSS depends on the capabilities of the devices themselves and the network protocols being used.

To summarize, an IBSS does not consist of any access points. Instead, it is a network configuration where wireless devices communicate directly with each other. The number of devices that can be part of an IBSS depends on the capabilities of the devices and the network protocols being used.

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PLEASE HELP!!! 50 POINTS!!!

PLEASE HELP!!! 50 POINTS!!!

Answers

Answer:

Part A:

In order to find a coterminal angle, or angles of the given angle, simply add or subtract 360 degrees of the terminal angle as many times as possible.

Part B:Simply put, coterminal angles start at 0° and end at the same place, though in different directions and multiple times around (you're probably going to want to make that sound a little more formal). Since each time around is 360°, boom

Part C: 75° is in Quadrant II, right? If I go one more time around, 75 + 360 = 435°. I can also go "backward. Starting at 0 and going clockwise, I'm going 75 fewer degrees than all the way around, so 360-75 = 285° but since I'm going "backward" 75 - 360 = -285°. One more is on you.

Step-by-step explanation:

I will mark brainliest for yall

I will mark brainliest for yall

Answers

Answer:

The maximum value of p is 18

Step-by-step explanation:

5x + y < 16 --> constraint A

2x + 3y < 22 --> constraint B

x > 0 --> constraint C

y > 0 --> constraint D

The vertices of the solution area are

(0,0), (0,7.3), (2,6) and (3.2,0)

To find the maximum value of p, substitute the value of x and the value of y of each vertices in the equation and then compare the results

p = 3x + 2y

For (0,0)

p = 3(0) + 2 (0)

For (0,7.3)

p = 3(0) + 2 (7.3) = 0

For (2,6)

p = 3(2) + 2(6) = 18

For (3.2,0)

p = 3(3.2) + 2(0) = 9.6

therefore the maximum value of p = 18

hope this helps :) !!!

Answer:

18

Step-by-step explanation:

To find the maximum value of p, substitute the value of x and the value of y of each vertices in the equation and then compare the results

p = 3x + 2y

For (0,0)

p = 3(0) + 2 (0)

For (0,7.3)

p = 3(0) + 2 (7.3) = 0

For (2,6)

p = 3(2) + 2(6) = 18

For (3.2,0)

p = 3(3.2) + 2(0) = 9.6

therefore the maximum value of p = 18

Solve each of these systems of equations. you may use either the substitution or elimination method.15y = 10x - 206x - 9y = 12

Answers

the given equations are,

15y = 10x - 20 ......(1)

6x - 9y = 12

9y = 6x - 12 ............(2)

3y = 2x - 4 ............. x 5

15y = 10x - 20

so, both the equations are the same, thus, the answer is x = all real values or , y = all real values,

i have solved your problem in the answer tab.

if you have any doubt with this solution then let me know.

find the exact values of the sine, cosine, and tangent of the angle. 255° = 300° − 45°

Answers

The exact values of the sine, cosine, and tangent of the angle 255° are -1/√2, 1/√2, and -1, respectively.

To find the exact values of the sine, cosine, and tangent of the angle 255°, we can use the identity that relates the trigonometric functions of an angle to the trigonometric functions of its complement.

By expressing 255° as the sum of 300° and -45°, we can determine the exact values of the trigonometric functions for the given angle.

We know that the sine, cosine, and tangent of an angle are periodic functions, repeating every 360 degrees. To find the exact values of the trigonometric functions for 255°, we can express it as the sum of 300° and -45°, where 300° is a multiple of 360°.

Since the sine, cosine, and tangent functions are odd or even functions, we can use the values of the trigonometric functions for 45° to determine the values for -45°.

For 45°:

sin(45°) = cos(45°) = 1/√2

tan(45°) = 1

Since cosine is an even function, cos(-45°) = cos(45°) = 1/√2.

Since sine is an odd function, sin(-45°) = -sin(45°) = -1/√2.

Using the definition of tangent as the ratio of sine to cosine, tan(-45°) = sin(-45°) / cos(-45°) = (-1/√2) / (1/√2) = -1.

Therefore, for the angle 255°:

sin(255°) = -1/√2

cos(255°) = 1/√2

tan(255°) = -1

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The sampling distribution of differences between means approximates a normal curve whose _____is zero.

Answers

The sampling distribution of difference between means approximates a normal curve whose mean is zero.

The sampling distribution means the probability distribution based on the large number of samples of size n from the given population

Mean is the average of the given numbers and it is calculated by dividing the sum of observation by the number of observation. Here the term observation represents the given data.

Here they used the normal curve, sot its mean value is zero

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WILL GIVE BRAINLIEST!! NEED ANSWERS!! 1.2x+3y-6-4x+3y+2 2.4x-3y-3-4x-3y+2 3.-8x+2y-8-2x-4y+1
4. -X+Y-3-X-Y-3
5. 4x-8y-6-2x+4y+2

Answers

Answer:

1. -2x + 6y - 4

2. -6y - 1

3. -10x - 2y - 7

4. -2x - 6

5. 2x - 12y - 4

Step-by-step explanation:

1. 2x+3y-6-4x+3y+2

(2x-4x) + (3y+3y) + (-6+2)

-2x + 6y - 4

2. 4x-3y-3-4x-3y+2

(4x-4x) + (-3y-3y) + (-3+2)

-6y - 1

3. -8x+2y-8-2x-4y+1

(-8x-2x) + (2y-4y) + (-8+1)

-10x - 2y - 7

4. -X+Y-3-X-Y-3

(-x-x) + (y-y) + (-3-3)

-2x - 6

5. 4x-8y-6-2x+4y+2

(4x-2x) + (-8y-4x) + (-6+2)

2x - 12y - 4

Tanya bought five adult tickets and one children's ticket to a movie for $27. 70. Li bought four adult tickets and five children's tickets for $33. 0. Find the cost of one adult ticket and the cost of one children's ticket

Answers

Answer:

1 Adult ticket is 5.0.

1 Child ticket is 2.7.

Step-by-step explanation:

I think this is it! I tried so many different solutions! =)

write 6 2/5 as a decimal number​

Answers

Answer:

6.4

Step-by-step explanation:

6 is the ones place, 2/5 equals 0.4, 6 plus 0.4 is 6.4

Find the area of hexagon DEFGHI.

Find the area of hexagon DEFGHI.

Answers

Step-by-step explanation:

Break it up into two trapezoids as shown

area = trap1 + trap2

      = 2 *   (7+3) / 2   + 3 *  ( 7 + 3) / 2 = 10 + 15 = 25 units^2

Find the area of hexagon DEFGHI.

How Many Ounces In A Teaspoon?

Answers

there is 0.17 fluid ounces, i asked siri just now and proved my answer

If -3(x+8)= -21, then x = -1.

Answers

Step-by-step explanation:

-3(x+8)=-21

open the bracket

-3x-24=-21

-3x=-21+24

-3x=3

x=-3/3

x=-1

In ΔABC, m∠A=a, m∠B=β, m∠C=y. AB = c, AC = b, BC = a. Find the remaining parts of each triangle if the following parts are given.
a=6.00, b=7.56, y = 54°

Answers

Answer:

c=6.31, a=50.28 degrees, B=75.72 degrees

Step-by-step explanation:

The sine rule of trigonometry helps us to equate the side of the triangles to the angles of the triangles. The remaining parts of the triangle can be found as shown.

What is Sine rule?

The sine rule of trigonometry helps us to equate the side of the triangles to the angles of the triangles. It is given by the formula,

\(\dfrac{Sin\ A}{\alpha} =\dfrac{Sin\ B}{\beta} =\dfrac{Sin\ C}{\gamma}\)

where Sin A is the angle and α is the length of the side of the triangle opposite to angle A,

Sin B is the angle and β is the length of the side of the triangle opposite to angle B,

Sin C is the angle and γ is the length of the side of the triangle opposite to angle C.

Given that the length of side a and b is 6 and 7.56, also, the measure of the angle γ is 54°.

Now, Using the law of cosine, we can write,

\(c =\sqrt{a^2 + b^2 -2ab\cdot \cos\gamma}\)

\(c =\sqrt{(6)^2 + (7.56)^2 -2(6)(7.56)\cdot \cos(54^o)}\)

c = √39.8297

c = 6.311

Now, using the sine law the ratio of the sides and angles can be written as,

\(\dfrac{\sin\alpha}{a} =\dfrac{\sin\beta}{b} =\dfrac{\sin\gamma}{c}\)

\(\dfrac{\sin\alpha}{6} =\dfrac{\sin\beta}{7.56} =\dfrac{\sin (54^o)}{6.311}\)

\(\dfrac{\sin\alpha}{6}=\dfrac{\sin (54^o)}{6.311}\)

α = 50.2775°

\(\dfrac{\sin\beta}{7.56} =\dfrac{\sin (54^o)}{6.311}\)

β = 75.726°

Hence, the remaining parts of the triangle can be found as shown.

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