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-   -   Science Smart People: Help me do math homework (https://www.chiefsplanet.com/BB/showthread.php?t=270214)

Dayze 02-20-2013 04:02 PM
The answer you're looking for is:
Nicaragua

Sorter 02-20-2013 04:11 PM
The answer is:

on Near RT Zip- Lucky 860 H Shoot Swing "zorro", your first progression is H, followed by Z and Y. If M OL, X is first read.

Thig Lyfe 02-20-2013 04:18 PM
Just write "CASH RULES EVERYTHING AROUND ME CREAM GET THE MONEY DOLLAR DOLLAR BILL Y'AAAALLLLLL"

Jenson71 02-20-2013 04:19 PM
Quote:
Originally Posted by Thig Lyfe (Post 9419754)
Just write "CASH RULES EVERYTHING AROUND ME CREAM GET THE MONEY DOLLAR DOLLAR BILL Y'AAAALLLLLL"
Cak'n padna?

Nickel D 02-20-2013 04:37 PM
My name is Leonard Cooper (formerly Leon Sandcastle) and my response is:

"Who is some guy in Normandy. But I just won $75,000!"

Pepe Silvia 02-20-2013 04:45 PM
God I hated math, my worst subject.

Coogs 02-20-2013 07:56 PM
La l,

I had to rush off this afternoon before I could really finish some details. Hope it makes more sense now. The solution I gave you is just one of many, but it will work for any amout of money that you would choose to invest.

Bowser 02-20-2013 08:11 PM
Whatever you do, don't let the legbreakers find out you're skimming off the top.

cdcox 02-20-2013 08:14 PM
This is a stupid problem. Why would you want less than the maximum expected rate of return?

Now a more interesting question would be to develop a portfolio that maximizes the rate of return while mitigating risk. To properly answer this question we would need to know the uncertainty or expected variance of each of the investments. Also, we need to know the extent to which the various holdings are correlated with one another. We could then present various portfolios match the career stage and risk tolerance of an individual investor. Do you have a problem like that?

DaKCMan AP 02-20-2013 08:17 PM
Quote:
Originally Posted by cdcox (Post 9420457)
This is a stupid problem. Why would you want less than the maximum expected rate of return?

Now a more interesting question would be to develop a portfolio that maximizes the rate of return while mitigating risk. To properly answer this question we would need to know the uncertainty or expected variance of each of the investments. Also, we need to know the extent to which the various holdings are correlated with one another. We could then present various portfolios match the career stage and risk tolerance of an individual investor. Do you have a problem like that?
You somewhat answered your own question: the risk necessary to earn a greater expected return may be too high for an investor. That is why, with the other information you mentioned, one would find the efficient frontier and invest at the defined level of risk. I'm certain whatever class this is for they are building up to that analysis.

cdcox 02-20-2013 08:23 PM
Quote:
Originally Posted by DaKCMan AP (Post 9420465)
You somewhat answered your own question: the risk necessary to earn a greater expected return may be too high for an investor. That is why, with the other information you mentioned, one would find the efficient frontier and invest at the defined level of risk. I'm certain whatever class this is for they are building up to that analysis.
Knowing La Lit, I'm pretty sure its not. He's a word geek, not a numbers geek.

DaKCMan AP 02-20-2013 08:25 PM
Quote:
Originally Posted by cdcox (Post 9420476)
Knowing La Lit, I'm pretty sure its not. He's a word geek, not a numbers geek.
Then I agree that it's a pointless assignment.

KC Jones 02-20-2013 08:28 PM
Quote:
Originally Posted by La literatura (Post 9418908)
Mostly I'm trying to figure out how you came up with that answer, and how I can come up with other answers.
not 100% certain, but I think he used math.

Coogs 02-20-2013 08:38 PM
Quote:
Originally Posted by Saul Good (Post 9419644)
You're making this too hard. You don't have to blend all four. It's a lot easier to blend 2 and put it into a simple algebraic equation.

For example, you can use holdings 1 (x) and 3 (y).

x(8.5) + y(3.1) = 6.5% is your equation.

Now, you have to express x in terms of y. Because x+y= 100% (1.00) of your investment, x=1.00-y

Now, you re-write the equation with only the y variable:

(1-y)(8.5)+y(3.1)=6.5

Do the multiplication:

8.5-8.5y+3.1y=6.5

Simplify further

8.5-5.4y=6.5

Subtract 6.5 from both sides of the equation

2-5.4y=0

Add 5.4y to both sides

2=5.4y

Divide both sides by 5.4 to solve for y

.37=y

37% of your investment should be in y. The rest (1-y) should be in x.

Check your work: .37(.031)+.63(.085)=.065
That's all good if he is allowed to only use 2 of the 4 options. But if he is required to use all 4 of the percentages listed, he better go with something like along the lines I provided for him.

EDIT: We are essentially doing the same thing... I just eliminated 2 of the options by giving each a 25% value. Didn't mean to come across as my way was better Saul Good! Hope you didn't take it that way.

KC native 02-20-2013 09:28 PM
Quote:
Originally Posted by DaKCMan AP (Post 9420465)
You somewhat answered your own question: the risk necessary to earn a greater expected return may be too high for an investor. That is why, with the other information you mentioned, one would find the efficient frontier and invest at the defined level of risk. I'm certain whatever class this is for they are building up to that analysis.
Ugh efficient frontier is such a flawed concept. They finally dropped it from the CFA curriculum.

Not saying your wrong, just nitpicking about my least favorite part of portfolio management theory in modern finance.


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