Question

The financial account consists of which four components? stock investment, bond investment, derivative investment, and mutual...

The financial account consists of which four components?

stock investment, bond investment, derivative investment, and mutual fund investment

direct investment, stock investment, net financial derivatives, and bond investment

direct investment, portfolio investment, net financial derivatives, and other asset investment

mutual fund investment, portfolio investment, derivative investment, and stock investment
Business   Finance   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

Answer: Direct investment, portfolio investment, net financial derivatives, and other asset investment

Financial account is one of the components of balance of payments (BOP) of a country.
It consists of direct investment, portfolio investment, net financial derivatives, and other asset investment
The direct investment here refers to a type of international investment, portfolio investments could be like investments in equity etc.
Financial derivatives refers to contracts that are usually settled by cash payments and the other asset investment refers to the assets held locally or in other countries.

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 15 % 32% Bond fund (B) 9 % 23% The correlation between the fund returns is 0.15. 1. What would be the investment proportions...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 3%. The probability distribution of the funds is as follows: Expected Return Standard Deviation Stock Fund 20% 40% Bond Fund 10% 15% Risk-free 3% Correlation 20% Find the investment proportions in the minimum variance portfolio (MVP) of the two risk asset...
A U.S. mutual fund buys stock issued by a corporation in Colombia. A U.S. grocery store...
A U.S. mutual fund buys stock issued by a corporation in Colombia. A U.S. grocery store chain builds and manages a new warehouse in Honduras. Which one(s) of these is foreign direct investment? Which one(s) would be taken into account when computing U.S. net capital outflows?
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 8%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 17 % 35 % Bond fund (B) 14 18 The correlation between the fund returns is 0.09.    Solve numerically for the proportions...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 5.5%. The probability distribution of the risky funds is as follows:    Expected Return Standard Deviation Stock fund (S) 15% 32% Bond fund (B) 9 23 The correlation between the fund returns is 0.15. Solve numerically for the proportions of each...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 9%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 17 % 38 % Bond fund (B) 13 18 The correlation between the fund returns is 0.12. Solve numerically for the proportions of...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 8%. The characteristics of the risky funds are as follows: Expected Return Standard Deviation Stock fund (S) 16 % 35 % Bond fund (B) 12 15 The correlation between the fund returns is 0.13. Solve numerically for the proportions of each asset and for...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 7%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 19 % 31 % Bond fund (B) 14 23 The correlation between the fund returns is 0.10.    Solve numerically for the proportions...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 4.5%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 15% 35% Bond fund (B) 6 29 The correlation between the fund returns is 0.15. Solve numerically for the proportions of each asset...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 8%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 18 % 35 % Bond fund (B) 15 20 The correlation between the fund returns is 0.12. What are the investment proportions in...
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT