Your final course project will be a research paper in which you determine your own tactical response to terrorism at a specific level of government (local, state, tribal, or federal).The research paper will consist of the following six sections:introduction of your topic that will be a homeland security program chosen by you at either the local, state, tribal, or federal levels;U.S. government's role in homeland security programs at the specific level chosen;motivation of terrorist group activities against Americans;strengths and weaknesses of American homeland security's counterterrorism policies at the chosen level;tactical response options to terrorism at the chosen level using available resources and jurisdictional procedures; andconclusion of your paper.The final project will be constructed in stages. The first stage will be in this unit, the second in Unit III, the third in Unit IV, and the final in Unit VIII. When you reach the final stage in Unit VIII, be sure that you have incorporated any feedback that you have received from your professor in the previous units. This will help to ensure a higher grade on the finished project that you submit in Unit VIII.For the first stage of this culminating project, you will need to select a specific homeland security program that you wish your research paper to focus on at either the local, state, tribal, or federal (U.S. military) level and compose a research topic based on that program and the U.S. government's role in that program.Your research topic will consist of the following components:a description of terrorism response operations at the local, state, tribal, and federal levels; anda description of the homeland security program you chose, its level, and the U.S. government's role in the program.This assignment should consist of at least two pages and utilize at least two references from the CSU Online Library.Please be sure to cite and reference your sources using proper APA style.ResourcesThe following resource(s) may help you with this assignment.Citation GuideCSU Online Library Research GuideSubmit Writing Center Request

Using attachment Chapter 1 Answer questions 1-3, Using Attachment Chapter 2 Answer questions 4 & 5, Using attachment Chapter 3 Answer questions 6-8Did this study verify Mintzberg’s description of managerial activities in both the public and private sectors? Explain.What adjustments might a private sector manager have to make to be successful as a public sector manager according to this article?What were the three most important skills, knowledge and abilities for public sector managers according to this study?Discuss the case for individuals having a “personality change.”What are the key personality traits that predict work behaviors?What are blind spots and what causes them?Who has better information for judging internal traits, the self or others? Why?Who has better information for judging external traits, self or others? Why?

This project's purpose is to form a portfolio with 2 risky assets (2 common stocks) and 1 risk-free asset (1-year Treasury Bills), and calculate the optimal portfolio weights among these assets.Pick 2 stocks you are interested in investing (They can be any stock, as long as they are common stocks listed on NYSE/Nasdaq/Amex). For each of the stock, do the following:(1) Obtain its 5-year historical daily prices (1/1/2015 – 12/31-2019) on Yahoo finance and calculate its daily holding period returns.(2) Generate a summary statistics report on its holding period returns.(3) Create a Histogram chart on its holding period returns.(4) Estimate its annualized volatility using all the holding period returns from (1).(5) Use the S&P 500 holding period returns during the same period as market return, run a regression to estimate the beta of this stock. Y: stock return minus risk-free rate. X: market return minus risk-free rate. You can use 1.5% as risk-free rate.(6) Once beta is estimated, calculate the expected return of this stock using CAPM. According to CAPM, Expected return = Rf + beta*(Rm-Rf). Note that Rf should be an annual return, Rm should also be an annualized return, which can be calculated using average of daily S&P 500 returns in part (5) multiplied by 252.(7) Use the expected return and annualized volatility you estimated in part (4) and (6), simulate daily stock prices for the next 252 days, assuming stock prices follow Geometric Brownian Motion.(8) Form a portfolio with both stocks and risk-free asset. Estimate the correlation coefficients between two stocks.(9) Set a target portfolio return, use Solver to estimate the optimal weights for all assets in your portfolio. (Tip: If your solver is unable to give you a solution, consider changing your target portfolio return to a more realistic number, for example, if both your stocks have expected returns around 10% based on CAPM, setting a target portfolio return of 20% will probably not work.)