-
+1 - 312-224-1615
Get in touch with us
-
support@helpwithassignment.com
Send us an e-mail
Solution Library
Calculation Of DEARs Of Bank’s Trading Portfolio
Question
Sumitomo Bank’s risk manager has estimated that the DEARs of two of its major assets in its trading portfolio, foreign exchange and bonds, are –$150,000 and –$250,000, respectively.
1. What is the total DEAR of Sumitomo’s trading portfolio if the correlations among assets are ignored?
a. –$100,000.
b. –$291,548.
c. –$350,000.
d. –$380,789.
e. –$400,000.
2. What is the total DEAR of Sumitomo’s trading portfolio if the correlation among assets is assumed to be 1.0?
a. –$100,000.
b. –$291,548.
c. –$350,000.
d. –$380,789.
e. –$400,000.
3. What is the total DEAR of Sumitomo’s trading portfolio if the correlation among assets is assumed to be 0.80?
a. –$100,000.
b. –$291,548.
c. –$350,000.
d. –$380,789.
e. –$400,000.
Summary
These short questions belong to Finance and it is about calculation DEARs of bank’s trading portfolio which includes correlation.
Total Word Count 57
Download Full SolutionWHAT OUR STUDENTS SAY
Being a computer science engineer is my dream and it wouldn’t have possible for me to minutely understand the basics of C++ programming without the help of TheReliableTutor.com and the engineering assignment tutors. I grasped C programming on my own, but for C++ and Java, I am definitely grateful to TheReliableTutor.com
Joseph Gordon Student
I had few hours to submit my Role of Telecommunications in IT assignment and I was panicking to finish it. But no matter how much effort or research I was not getting the standard that I was aiming for. I put my faith in TheReliableTutor.com and what can I say its been an amazing journey ever since. The quality of the paper was exactly what my professor was looking for and it has helped improve my grades a lot.
Rubina Ahmed Student
I am pursuing my masters in finance management from New Zealand. Even though I had an idea of most of the concepts of finance from my undergrad days, I was still looking for some guidance and help with my finance assignment. I had great results with the New Zealand finance assignment expert during my undergraduate days and let me tell you that I got the exact same quality of work for my masters assignments also
Leslie Irvine Student
I was finding it very hard to deal with the object oriented languages in the form of C++ and Java. I did well with C programming but in the latter semester I needed constant assistance from HwA and they had helped me tremendously.
Emma Williams Student
The prices for the assignment help at HwA are very reasonable and the quality of electric field assignment writing that I received was of a very high quality. There is never any compromise in the quality of work by the electric field assignment experts and they are extremely professional in their approach to any kind of electric field assignment questions.
Gloria Carter Student
Comments
this is a very good website
I have 50 questions for the same test your page is showing only 28
hi can you please help or guide me to answer my assignments. thanks
hi can anyone help or guide me to my assignments. thanks
This solution is perfect ...thanks
Hello Allison,I love the 2nd image that you did! I also, had never heard of SumoPaint, is something that I will have to exolpre a bit! I understand completely the 52 (or so) youtube videos that you probably watched. Sometimes they have what you want, sometimes they don't! However, it is always satisfying when you are able to produce something that you have taught yourself. Great job!Debra 0 likes
Perfect bank of solution.
great !
thanks for the quick response. the solution looks good. :)
thnx for the answer. it was perfect. just the way i wanted it.
works fine.