MA270 Report 3 Lab Notes
Bonds:
A written contract between the issuer (borrower) and the investor (lender) which promises to pay a stated amount (or
amounts) of money at some future date (or dates). L
MA270 Lab Report 2 - Yield Rates; Zero-Coupon Bonds
Student Number:
Name:
Lab:
Winter 2015
1. [15 marks] A 20-year, $100 000 is purchased on January 1st, 2015. It is redeemable at par and pays quarter
MA270 Lab Report 1 - Annuities; Bonds
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Winter 2015
1. [? marks] Suppose that you purchased a house for $400000 on January 1st, 2015. The mortgage on the home requires monthly
MA270 Lab Report 3 - Duration of Bonds; Utility Functions
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Winter 2015
1. [14 marks] Recall the following ve Government of Canada bonds (each with a face value of $100 that p
MA270 Lab Report 4 Notes
Portfolios of Two Assets:
Previously we discussed the amount of "wealth" that should be invested in a single asset. Now, we will look at a
"portfolio" consisting of two assets
MA270 Lab Report 6 Notes
Option Contracts:
When a forward contract is issued, the agreement must be fullled at the delivery time T: For an option contract, the
agreement does not need to be fullled. I
MA270 Lab Report 5 Notes - Portfolio Managment II
Portfolios of n Assets:
1. Notation: For 1
i
n;
Rn ]T is the return vector where Ri is the return on asset i:
(a) R = [R1 R2
(b) m = [
(c)
i
(d)
ij
=
MA270 Lab Report 4 - Portfolio Management I
Name:
Student Number:
Lab:
Winter 2015
Note: Before you get started, please be aware that every question on the assignment pertains to the portfolio describ
MA270 Lab Report 6 - Options
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Winter 2015
1. [14 marks] Recall "Take-Home Assignment 6" where the price of one Google stock was $570.19 on March 24th, 2015 and 6
available op
MA270 Lab Report 1 Notes
Annuities
1. Notation:
(a) C - Periodic payments
(b) n - The number of compounding periods over the term of the annuity.
(c) i - annual interest (compounded annually)
(d) i(m)
MA270 Lab Report 3 Notes
Bonds:
A written contract between the issuer (borrower) and the investor (lender) which promises to pay a stated amount (or
amounts) of money at some future date (or dates). L
MA240 Week 11 Report Functions of Random Variables Continued
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Fall 2012
1. [10 marks] Let X1 ; X2 ; X3 be three independent random variables with the following distributions:
MA270 Week 10 Report Portfolio Management II
Name:
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Winter 2013
Throughout this lab assignment, a number of calculations will be completed using Maple and the
with(LinearAlgebra):
MA270 Week 9 Report Portfolio Management
Name:
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Lab:
Winter 2013
1. [15 marks] An investor has a portfolio of two risky assets. The following table shows three scenarios and the
probabi
MA270 Week 7 Report Portfolio Management I
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Lab:
Winter 2013
1. [10 marks] Which of the following functions satisfy the conditions to be a utility function for x > 0? If the
funct
MA270 Week 5 Report - Bonds
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Winter 2013
1. [10 marks] Markham city council recently approved the building of a $325 million arena. Suppose that in order
to pay for a portion
MA270 Week 3 Report - Annuities
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Winter 2013
1. [4 marks] Starting 3 months from now, suppose that Catherine deposited C dollars every 3 months for 3 years.
At that point, sh
MA270 Week 1 Report Probability Review
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Winter 2013
1. [1 mark] Suppose that when ipping a "loaded" coin the probability that a heads comes up is P (Heads) = 0:3.
Determine P
MA270 Week 3 Lab Notes
Bonds:
A written contract between the issuer (borrower) and the investor (lender) which promises to pay a stated amount (or
amounts) of money at some future date (or dates). Len
MA270 Week 2 Lab Notes
Bonds:
A written contract between the issuer (borrower) and the investor (lender) which promises to pay a stated amount (or
amounts) of money at some future date (or dates). Len
MA270 Week 2 Report Simple and Compound Interest
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Winter 2013
1. [5 marks] Changing his ways, Captain Jack Sparrow purchases a 3 month treasury bill (instead of searching the