FNCE30001 Study Guide - Final Guide: Mutual Fund, Investment Performance, Standard Deviation
21 Nov 2018
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The bigger and better australia fund (bbaf) is an open-ended mutual fund that invests in a wide range of assets. It is fully invested at all times and revalues its funds under management monthly. As at 31 december 2017, funds under management stood at. Bbaf"s month-by-month record (in thousands of dollars) for 2017 is shown in the table below. Illustrate your answer by esrtimating the dollar-weighted rate of return that would have been achieved if the fees had been 0. 3% per month. Problem 2. 1 [question 3 on page 552 of bodie, et al principles of investments] Problem 2. 2 [question 5 on page 552-3 of bodie, et al principles of investments] Based on current dividend yields and expected capital gains, the expected rates of return on portfolios a and b are 11% and 14%, respectively. The beta of a is 0. 8, while that of b is. The t-note rate is currently 3. 5%, while the expected rate of return of the s&p/asx.
