Consider a Two-Asset Portfolio Invested with $10 in Each Asset $10 \%$

question 6

Multiple Choice

Consider a two-asset portfolio invested with $10 in each asset. The mean returns of the two assets are $10 \%$ and $15 \%$ . The correlation of returns is 50%. The standard deviation of returns is 20% and 30%, respectively. What are the risk-contribution proportions of each asset to the 99%-VaR of this portfolio?

• A) 33:67
• B) 36:64
• C) 48:52
• D) 50:50

Understand the role and process of employee assistance programs (EAPs) in addressing personal problems affecting work.

Recognize the importance of privacy and respect in the disciplinary process.

Know the appropriate first steps and procedural measures in confronting and assisting troubled employees.

Understand the principles of effective discipline, including treating behaviors not personalities, and the importance of solving problems without resorting to dismissal.