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NO.PZ2023010409000026 问题如下 Foresight InternationalAssuranis internationmultiline insuranconglomerate. Unr itsoverall strategic financiplan, it computes the annualizestanrviationof returns on investment assets 5.0% anon liabilities 2.5%. The bulk ofits liabilities are constitutethe net present value of expecteclaimspayouts. The correlation between asset anliability returns is therefore avery low 0.25. Foresight’s common equity to financiassets ratio is 20.0%.Whis thestanrviation of changes in the value of Foresight’s shareholrcapitalization? We use Equation 9 recognizing thA ÷ E = 1/0.20 = 5; (A ÷ E) –1 = 4;the stanrviation of asset returns;the stanrviation of changes in liability values;anthe correlation between asset anliability value changes (ρ)= 0.25.the varianof shareholrs’ capitvalue changes: The stanrviation of shareholr capitvaluation change is the square root of the variance. the stanrviation of changes in the value of Foresight’s shareholr capitalization is 24.49%

NO.PZ2023010409000026问题如下 Foresight InternationalAssuranis internationmultiline insuranconglomerate. Unr itsoverall strategic financiplan, it computes the annualizestanrviationof returns on investment assets 5.0% anon liabilities 2.5%. The bulk ofits liabilities are constitutethe net present value of expecteclaimspayouts. The correlation between asset anliability returns is therefore avery low 0.25. Foresight’s common equity to financiassets ratio is 20.0%.Whis thestanrviation of changes in the value of Foresight’s shareholrcapitalization? We use Equation 9 recognizing thA ÷ E = 1/0.20 = 5; (A ÷ E) –1 = 4;the stanrviation of asset returns;the stanrviation of changes in liability values;anthe correlation between asset anliability value changes (ρ)= 0.25.the varianof shareholrs’ capitvalue changes: The stanrviation of shareholr capitvaluation change is the square root of the variance. 忘记了考的知识点，求ppt