answers_chance_1_eleum

answers_chance_1_eleum - Investment Analysis and Portfolio...

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Unformatted text preview: Investment Analysis and Portfolio Management 3019B & 6005V 2004, Chance 1 Answers True / False 1. False 2. True 3. False. 4. False. 5. False. 6. False 7. False 8. True 9. False 10. False 11. True 12. False 13. True 14. True 15. False 16. False 17. False 18. True 19. False 20. True 21. True 22. False 23. True 24. True 25. True Price can deviate from NAV. BKM chapter 4, pp101 BKM chapter 4, pp103 All day. BKM chapter 4, pp112 They are mainly intended to pay brokers. BKM chapter 4, pp108 Higher, 5% as opposed to 2%. BKM chapter 4, pp108 Only market, SMB and HML. Otten & Bams (2002) pp83 Otten & Bams (2002) pp97 Otten & Bams (2002) pp91 They are not, unlike mutual funds. Fung & Hsieh, page 316. They have to report positions larger than 5%. Fung & Hsieh, page 317. Fung & Hsieh, page 317. Perform best in volatile markets. Fung & Hsieh, page 325. Fung & Hsieh, page 327. Tremont Partners report, page 4. No incentive fees. Tremont Partners report, page 23. Most likely returns go down. Tremont Partners report, page 27. Lecture Piet Eichholtz Lecture Piet Eichholtz Low correlation. Lecture Piet Eichholtz Lecture Piet Eichholtz Geltner & Miller pp542 Other way around. Lecture Piet Eichholtz Lecture Piet Eichholtz Lecture Piet Eichholtz Lecture Piet Eichholtz Objections to the True/False questions can be handed in until Thursday 28 October 13.00, 2004. Please use one page per question. Objections are to be delivered to the white mailbox outside the secretariat office of the finance department (room 1041). Objections by e-mail a will not be considered. Answers open questions are not given. During the inspection of the test you will have the opportunity to review your answers. The date of the inspection will be announced together with the final test results. 1 ...
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This note was uploaded on 11/06/2011 for the course ECONOMICS ebc2034 taught by Professor Vaartjes during the Spring '11 term at Maastricht.

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