EC3333 - EC3333 NATIONAL UNIVERSITY OF SINGAPORE EC3333 FINANCIAL ECONOMICS I MID-TERM(SEMESTER I AY2011-2012 Time Allowed 1.5 Hours INSTRUCTIONS

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Unformatted text preview: EC3333 NATIONAL UNIVERSITY OF SINGAPORE EC3333 FINANCIAL ECONOMICS I: MID-TERM (SEMESTER I : AY2011-2012) Time Allowed: 1.5 Hours INSTRUCTIONS TO CANDIDATES 1. This examination paper contains 3 questions and comprises 6 printed pages including this front page. The last page provides a formula which you may find useful. 2. Answer all questions. 3. Total marks are 30 . 4. Use question paper to answer. Write down your Matriculation Number, Name and Tutorial Group Number (e.g. W1, W2 etc.) on your question paper. 5. This is a CLOSED BOOK examination. EC3333 2 1. (16 marks) There are 3 assets for an investor to form his/her portfolio. A T-bill has a rate of return of 1%; Risky asset A’s rate of return has an expectation of 3% and a standard deviation of 1%; Risky asset B’s rate of return has an expectation of 5% and a standard deviation of 2%. The rates of return of assets A and B are independent....
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This note was uploaded on 10/30/2011 for the course ECON EC3333 taught by Professor Lu during the Spring '11 term at National University of Singapore.

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EC3333 - EC3333 NATIONAL UNIVERSITY OF SINGAPORE EC3333 FINANCIAL ECONOMICS I MID-TERM(SEMESTER I AY2011-2012 Time Allowed 1.5 Hours INSTRUCTIONS

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