Posted: August 1st, 2021

Numeric Investors And Dimensional Fund Assignment | Homework For You

A1)Last year the interest rate was 5% but your domestic equity portfolio, which has a beta of 0.9, gave a return of zero; the market index also gave a return of zero. Taking beta as the appropriate measure of risk, the value added equals: (a) 5% (b) 4.5% (c) 2% (d) 0.5% (e) 0% (f) –0.5% A2) A portfolio has an expected return of 20 percent per year and an annual standard deviation of 20 percent.

What is the probability of losing money over the next four years? Ignore compounding of returns over time. (a) About 1 in 40 (b) About 1 in 20 (c) About 1 in 10 (d) About 1 in 6 (e) About 1 in 3 (f) About 1 in 2 When answering parts A1,A2 . Explain Logic and show computations. B1) What are the two main agency problems investors face in delegating portfolio management decisions to managers. How does the mutual funds model solve them? How does the hedge funds model solve them?

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B2)Describe in what different aspects Numeric Investors and Dimensional Fund Advisers differ from each other as fund management houses. B3 Compare and contrast the risks in Numeric Investors’ original long-short fund and Dimensional Fund Advisers’ Small Cap-Value fund. Which is more risky and why? B4 Unlike Dimensional Fund Advisers, why do you think a number of funds offered by Numeric Investors are closed to new investment? How does the nature of the fee structure influence the size of a fund? For part B , be brief using bullet points Please add the following Describe an area of continuing debate in Islamic Finance(max 500 words) Finance homework help

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