FNCE90060 - 2018 - S1 - Final Exam Formulas.pdf

ℎ ℎ 5 formulas continued ℎ ℎ

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𝐴𝐴𝐸𝐸𝐵𝐵𝑟𝑟𝐸𝐸𝐺𝐺𝐵𝐵 𝐶𝐶𝐶𝐶𝐸𝐸𝐸𝐸𝑟𝑟𝐵𝐵𝐸𝐸𝐵𝐵𝐷𝐷𝐵𝐵 𝑃𝑃𝐵𝐵𝐵𝐵𝐺𝐺𝐵𝐵𝐵𝐵𝐵𝐵 𝐵𝐵ℎ𝐵𝐵 𝑆𝑆𝐵𝐵𝐶𝐶𝐷𝐷𝑘𝑘𝐵𝐵 ) 𝑆𝑆𝐷𝐷 ( 𝑅𝑅 𝑃𝑃 ) = � 𝐼𝐼 𝑛𝑛 𝑆𝑆𝐷𝐷 ( 𝑅𝑅 𝑛𝑛 ) 𝐶𝐶𝐶𝐶𝑟𝑟𝑟𝑟 ( 𝑅𝑅 𝑛𝑛 , 𝑅𝑅 𝑃𝑃 ) 𝑛𝑛 𝑆𝑆𝐷𝐷 ( 𝑅𝑅 𝑃𝑃 ) = � 𝐼𝐼 𝑛𝑛 𝑆𝑆𝐷𝐷 ( 𝑅𝑅 𝑛𝑛 ) 𝐶𝐶𝐶𝐶𝑟𝑟𝑟𝑟 ( 𝑅𝑅 𝑛𝑛 , 𝑅𝑅 𝑃𝑃 ) 𝑛𝑛 < � 𝐼𝐼 𝑛𝑛 𝑆𝑆𝐷𝐷 ( 𝑅𝑅 𝑛𝑛 ) 𝑛𝑛 𝐸𝐸 [ 𝑅𝑅 𝑥𝑥𝑃𝑃 ] = 𝑟𝑟 𝑓𝑓 + 𝐼𝐼 ( 𝐸𝐸 [ 𝑅𝑅 𝑃𝑃 ] − 𝑟𝑟 𝑓𝑓 ) 𝑆𝑆𝐷𝐷 ( 𝑅𝑅 𝑥𝑥𝑃𝑃 ) = 𝐼𝐼𝑆𝑆𝐷𝐷 ( 𝑅𝑅 𝑃𝑃 ) 𝑆𝑆ℎ𝐸𝐸𝑟𝑟𝑃𝑃𝐵𝐵 𝑅𝑅𝐸𝐸𝐵𝐵𝐵𝐵𝐶𝐶 = 𝑃𝑃𝐶𝐶𝑟𝑟𝐵𝐵𝐵𝐵𝐶𝐶𝐸𝐸𝐵𝐵𝐶𝐶 𝐸𝐸𝐼𝐼𝐷𝐷𝐵𝐵𝐵𝐵𝐵𝐵 𝑅𝑅𝐵𝐵𝐵𝐵𝑃𝑃𝑟𝑟𝐵𝐵 𝑃𝑃𝐶𝐶𝑟𝑟𝐵𝐵𝐵𝐵𝐶𝐶𝐸𝐸𝐵𝐵𝐶𝐶 𝑃𝑃𝐶𝐶𝐸𝐸𝐸𝐸𝐵𝐵𝐵𝐵𝐸𝐸𝐵𝐵𝐵𝐵𝑃𝑃 = 𝐸𝐸 [ 𝑅𝑅 𝑃𝑃 ] − 𝑟𝑟 𝑓𝑓 𝑆𝑆𝐷𝐷 ( 𝑅𝑅 𝑃𝑃 ) 𝐸𝐸 [ 𝑅𝑅 𝑛𝑛 ] = 𝑟𝑟 𝑛𝑛 ≡ 𝑟𝑟 𝑓𝑓 + 𝛽𝛽 𝑛𝑛 𝑒𝑒𝑓𝑓𝑓𝑓 �𝐸𝐸 [ 𝑅𝑅 𝑒𝑒𝑓𝑓𝑓𝑓 � − 𝑟𝑟 𝑓𝑓 ) 𝐸𝐸 [ 𝑅𝑅 𝑛𝑛 ] = 𝑟𝑟 𝑛𝑛 = 𝑟𝑟 𝑓𝑓 + 𝛽𝛽 𝑛𝑛 ( 𝐸𝐸 [ 𝑅𝑅 𝑀𝑀𝑘𝑘𝑡𝑡 ] − 𝑟𝑟 𝑓𝑓 ) 𝛽𝛽 𝑛𝑛 = 𝑆𝑆𝐷𝐷 ( 𝑅𝑅 𝑛𝑛 ) 𝐶𝐶𝐶𝐶𝑟𝑟𝑟𝑟 ( 𝑅𝑅 𝑛𝑛 , 𝑅𝑅 𝑀𝑀𝑘𝑘𝑡𝑡 ) 𝑆𝑆𝐷𝐷 ( 𝑅𝑅 𝑀𝑀𝑘𝑘𝑡𝑡 ) = 𝐶𝐶𝐶𝐶𝐸𝐸 ( 𝑅𝑅 𝑛𝑛 , 𝑅𝑅 𝑀𝑀𝑘𝑘𝑡𝑡 ) 𝑃𝑃𝐸𝐸𝑟𝑟 ( 𝑅𝑅 𝑀𝑀𝑘𝑘𝑡𝑡 )
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