Quiz3 Generic without solution 2001

Quiz3 Generic without solution 2001 - FINANCE 100 Corporate...

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FINANCE 100 Corporate Finance Professor Roberts Sample Quiz #3 NAME: SECTION: LOCKER #: Question Maximum Student Score Q u e s t i o n 1 5 0 Question 2 30 Question 3 20 TOTAL 100 Instructions: ¾ You may bring one 8.5x11 inch sheet of paper to the exam with writing on both sides.
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You are a mutual fund manager in charge of the TwoStock growth fund. This fund, which consists of two stocks, has the following return characteristics, based on historical data. Expected Return Standard Deviation Stock 1 6% 25% Stock 2 12.4% 35% The fund is split equally between the two assets (i.e. 50% in each stock). The current market environment is as follows. The average return on one-year T-bills is 4% and the expected return on the S&P500 is 12% with a standard deviation of 20%.
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This note was uploaded on 10/06/2010 for the course FNCE 100 taught by Professor Jaffe during the Spring '10 term at UNC Asheville.

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Quiz3 Generic without solution 2001 - FINANCE 100 Corporate...

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