Q11 - QP11-7 RECESSION NORMAL BOOM A 0.25 0.4 0.35 0.06...

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QP11-7 A B RECESSIO 0.25 0.06 -0.04 0.02 -0.01 NORMAL 0.4 0.07 0.1 0.03 0.04 BOOM 0.35 0.13 0.29 0.05 0.1 8.85% 13.15% 0 0.03 0 0 0 0.03 0 0.01 0 0 0 0.01 a ^2 0.09% 1.65% a 3.07% 12.86% QP11-30 ER 0.12 SLOPE 0.56 SD 0.16 RISK 0.03 ERP 6.94% SD1 0.07 SD 30.22% SD2 0.2 QP11-11 BETA 0.6 1 0.33 0.2 2.4 QP11-3 X Y Z PROTFOLI 0.34 0.14 0.52 ER 0.16 0.16 0.1 0.05 0.02 0.05 12.88% QP11-28 A B 0.14 0.00% ER 0.12 0.15 0.00% SD 0.5 0.6 0.16 0.36 PORTFOLI 0.4 0.6 0.16 0.36 CORRELAT 0.5 0.5 0.03 0.13 0 PORTFOLI 0.4 0.6 0.16 COEFFICIE -0.5 -0.5 ER 0.05 0.09 13.80% ER 0.05 0.09 13.80% QP11-22 PRO A B C ER 14.40% BOOM 0.4 0.2 0.32 0.65 33.80% 0.14 0.04 NORMAL 0.4 0.15 0.12 0.1 12.80% 0.05 0 ( «l ¶ * decrease a
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BUST 0.2 0.01 -0.29 -0.5 -21.20% -0.04 0.13 PORTIFOLI 0.4 0.4 0.2 T-BILL 0.04 10.90% SD RR 0.04 1.04 10.90% 114.40% 10.53% 110.90% 7.40% 7.15% QP11-26 PRO J K BEAR 0.24 -0.03 0.05 -0.01 0.01 NORMAL 0.6 0.09 0.06 0.05 0.04 BULL 0.17 0.15 0.08 0.02 0.01 ER 7.29% 6.03% 0 0.01 0 0 0 0 0 0 0 0.01 0 0 VA 0 0 SD 6.03% A B 0.80% 0 0 0 0.000398 COV ### 0.8285 CORR
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This note was uploaded on 12/13/2009 for the course MBA 816 taught by Professor Terry during the Spring '09 term at Fort Hays.

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Q11 - QP11-7 RECESSION NORMAL BOOM A 0.25 0.4 0.35 0.06...

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