Fins2624 mockterm paper with answers

Do this by marking the box corresponding to each of the digits in your seven digit student ID number, going from left to right.

You are currently viewing a preview The preview contains 14 out of 21 pages. If one stock disappears, the portfolio has to be adjusted, and it can only be adjusted to a worse position.

Consider a market with the following two bonds: Which of the following statements about the efficient frontier is true? Expectations tie in closely with forward rates. There are 5 other companies on the market.

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Set up a portfolio of bonds that immunizes the liability. The convexity of a bond Should you undertake the investment? To make sure that we can identify your exam if your student ID number is hard to read, please tick the boxes corresponding to your student ID number on the next page.

Similar arguments go for A and B, e.

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C is false as the coupon rate says nothing about default risk. Pencils may not be used.

D is correct Extra space if necessary is provided at the back of this book. Upon return would you still expect to be immunised.

You need a Premium account to see the full document. Do this by marking the box corresponding to each of the digits in your seven digit student ID number, going from left to right. Write your name, student ID number and signature in the assigned space on this page.

The investor will balance expected returns and risk against each other. D is correct, because the standard deviation has a systematic and an unsystematic component.

All answers and solutions must be written in ink. Except calculators according to the UNSW guidelines, no other means are allowed. The resulting cash flows are: You are currently viewing a preview The preview contains 10 out of 15 pages.

Since the duration of a portfolio is the weighted average of the durations of the bonds that it consists of, we have that: D is correct, because the standard deviation has a systematic and an unsystematic component. A mean-variance investor will always choose the asset with the lowest risk.

According to the expectations hypothesis a The term structure of interest rates is upwards sloping b Investors are risk-neutral c Future spot rates are known today d All of the above e None of the above E is correct.

They will therefore plot below the CAL. Suppose a stock that was traded on the market magically disappears. Set up a portfolio of bonds that immunizes the liability. This involves structuring a combination to offset the cash future flows that will be lost when we sell bond C.

First Fins2624 mockterm paper with answers the expected return through the CAPM equation: On the basis of unanimous risk and return perceptions it is the risky portfolio that will be held by all investors.

Since the required return is larger than the expected return, B is correct. The CAPM assumes that investors agree on the statistical properties of all assets. Which of the following statements is false about the CAPM?Work Paper with Answer on Summer's Reading; Work Paper with Answer on Summer's Reading.

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