What is the non-arbitrage principle?
Explain why might it be a good idea to invest in assets that covariates negatively?
Explain what the problem with the covariance as a measure of relation is and what is the measure that corrects this problem.
You have two assets with standard deviation of returns, 2% and 3%, respectively for assets 1 and 2. If you invest 30% in asset one and the covariance between them is 0.5, what is the standard deviation of this portfolio?
If the weights on your portfolio composed of three assets are 20%, 30% and 50% and the expected return on the same assets are 4%, 6% and 7.5%. what is the expected return on the portfolio?
Compute the correlation between assets A and B IF YOU KNOW THAT THE STANDARD DEVIATION OF B is 50% of the standard deviation of A and the covariance between the two assets is 0.5 times the variance of asset A.
You have three assets A,B and C. The expected returns on those assets are 5%, 8% and 12%. The standard deviations are 2%, 4% and 10%. Your decide to invest 20%,45% and 35% in assets A,B,C, respectively.
What is the expected return on the portfolio?
What is the variance on the portfolio if the covariance among all the assets are zero?
An analyst tells you that the covariances were not well computed. Those are not all zero. The information he provides you is that the correlation between assets A and B is 0.5. all the other correlations are zero, as before, what is the new variance on the portfolio if you use this information?
and iodinated contrast as it flows into the vessels that are feeding the tumor. As treatment in the procedure reaches an endpoint the injection will begin to be met with great resistance as the treated vessels begin to occlude.7 The term “monitoring” should not be mistaken for “treatment assessment”, “monitoring” is solely related to intraprocedural effects and is used to confirm uptake of chemotherapy and “treatment assessment” has to do with the tumor’s response to treatment.7 The term “therapy control” describes the adjustments made during the procedure that optimize therapy delivery while avoiding damage to noncancerous tissue.7 “Therapy control” could include the adjustment of the wire through the catheter based on fluoroscopy, physician knowledge or C-arm cone beam CT findings.7 Throughout a procedure many adjustments are made to ensure as many vessels feeding a tumor are treated as possible. Imaging is finally used to assess treatment outcomes. This typically happens at a predetermined date after a single treatment. The patient will have either a CT or MRI that allows the radiologist to compare to prior studies to see how well the treatment worked. When the scans no longer show evidence of viable tumor, the patient will typically be released from the care of interventional radiology and the liver transplant team will resume care and follow-up. Currently, there are no set guidelines that define the appropriate time frame for follow ups. Research has shown a discrepancy in follow up time points and definitions. One researcher’s meaning of long term may be another researcher’s definition of short term.7 Even though the time frame may not be agreed upon, follow up imaging should be provided to all post TACE procedures. The best method to determine tumor destruction is through these imaging studies.7 Patients and medical professionals often face the challenge of HCC no longer being eligible for curative resection at the time of diagnosis8. TACE has proven to be a safe and efficient therapeutic option in treating intermediate stage HCC. TACE be used as a bridge to other therapies, resection or transplantation, or as a stand-alone treatment. As a fundamental pillar of interventional oncology TACE has proven a key role in the treatment of hepatic malignancies.9 Since 2011, clinical evidence has supported TACE as the first-line treatment for intermediate stage HCC patients, and since neither cTACE and DEB-TACE technique is significantly superior to the other, treatment technique would come down to preference of the physician.1 During my Interventional radiology rotation, I have been able to follow several TACE patients from consult, through the procedure and day one follow-up in the hospital. Others I have followed are coming back for their 4-week follow-up. I have been able to meet them in the interventional radiology clinic for their consult and sit down with them while the radiologist explains the findings of the imaging studies, what their liver functions look like, what the liver transplant team thinks about the treatment, risk and benefits of the procedure and what to expect post proc>GET ANSWER