ORIE 473 — Final Exam
May 16, 2006, 9 – 11:30, Uris Hall Auditorium
Professor David Ruppert
This exam is closed book. You may use 5 sheets (10 pages)
of notes. Time yourself carefully. Do the problems ﬁrst that
you ﬁnd easiest. You do not need to complete all numerical
calculations. For example, an answer in the form (0.1)(157) +
(0.9)(123) would be just as acceptable as 126.4. Let Φ be the
standard normal cumulative distribution function. You can leave
answers in terms of Φ or Φ

1
.
You may keep this exam. Just turn in your blue book.
In
dicate on the cover of each blue book you use which
problems are contained inside and in what order.
You
will get two points extra credit if you follow this and all other in
structions about the exam. The point value of each subquestion
is in square brackets, for example, [10]. Good luck.
1. An investor purchases 100 shares of Stock A sell
ing at $230/share and 200 shares of Stock B selling
at $12/share. After one year, Stock A is selling at
$250/share and Stock B is selling at $15/share. These
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This test prep was uploaded on 04/06/2008 for the course ORIE 473 taught by Professor Anderson during the Spring '07 term at Cornell.
 Spring '07
 ANDERSON

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