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all parts, please Check my we Imagine you are a...

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Finance

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Check my we Imagine you are a provider of portfolio insurance. You are establishing a 4-year program. The portfolio you manage is currently worth $128 million, and you hope to provide a minimum return of 0%. The equity portfolio has a standard deviation of 23% per year, and T- bill pay 8% per year. Assume for simplicity that the portfolio pays no dividends (or that all dividends are reinvested). a-1. How much should be placed in bills? (Enter your answer in millions rounded to 2 decimal places.) T-bills million a-2. How much in equity? (Enter your answer in millions rounded to 2 decimal places.) Portfolio in equity million b-1. What is the delta if the new portfolio falis by 5% on the first day of trading? (Negative value should be indicated by a minus sign. Round your answer to 4 decimal places.) Delta of the portfolio 6-1. What is the delta if the new portfolio falls by 5% on the first day of trading? (Negative value should be indicated by a minus sign. Round your answer to 4 decimal places.) Delta of the portfolio b-2. Complete the following: (Enter your answer in millions rounded to 4 decimal places.) Assuming the portfolio does foll by 5%, the manager should in stock

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