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CARLETON UNIVERSITY DEPARTMENT OF ECONOMICS ECON 3706 A: ASSIGNMENT 1
Please read the following instructions carefully: 1. Read the questions carefully and show all your work clearly. 2. The assignment must be written in pen only. If you write in pencil t
T HE E CONOMICS OF F INANCIAL M ARKETS
R. E. BAILEY
Exercises for Chapter 4 Decision making under uncertainty
1. Consider an investor who makes decisions according to a mean-variance objective. (a) Sketch indifference curves for the investor (with expecte
EC371-mock 1 UNIVERSITY OF ESSEX
FINAL YEAR EXAMINATIONS 2008
EC371-3-AU ECONOMIC ANALYSIS OF ASSET PRICES
Time allowed: 2 hours.
Section A: Answer any TEN questions Section A contains TWELVE questions. Section B: Answer ONE question. Section B contains T
Take Home QUIZ #2 E3050A To be handed in to my mailbox no later then December 22, 2010 All questions are worth 10 marks each The Quiz is worth 20% of your Final Mark. 1. Vincent Van Gogh sold only one painting during his lifetime, for about $30. A sunflow
T HE E CONOMICS OF F INANCIAL M ARKETS
R. E. BAILEY
Solution Guide to Exercises for
Chapter 8 Factor models and the arbitrage pricing theory
1. The following information is provided for a stock market in which asset returns respond to
two factors:
Asset
A
T HE E CONOMICS OF F INANCIAL M ARKETS
R. E. BAILEY
Solution Guide to Exercises for Chapter 6 The capital asset pricing model
1. The following information is provided for a stock market: j 6.6% 9.8% 12.2% j 0.4 1.2 1.8
Asset 1 Asset 2 Asset 3
Notation: j
T HE E CONOMICS OF F INANCIAL M ARKETS
R. E. BAILEY
Solution Guide to Exercises for Chapter 4 Decision making under uncertainty
1. Consider an investor who makes decisions according to a mean-variance objective. (a) Sketch indifference curves for the inve
Carleton University Department of Economics Economics 3706 A APPLIED ECONOMETRICS Winter 2011
INSTRUCTOR: Dr. Gubhinder Kundhi OFFICE: D 886 Loeb Building PHONE: 613 520 2600 x 3759 EMAIL: [email protected] OFFICE HOURS: Mondays, 11:35am 12.35pm
ECON 3808 Economies in Transition
Instructor: Crina Viju TA: Sara Rose
Defining an economy
Economic system: set of mechanisms guiding resource allocation
Decision-making structure; Information and coordination mechanisms; Property rights; Incentives.
E
The Social History of Alcohol HIST 3109A , 3109T Course Outline
Lectures Instructor Office E-mail Office hours Tuesdays, 6:05-8:55 PM Professor Rod Phillips Paterson Hall, Room 409 [email protected] Mondays 10:00-11:30AM, or by appointment
Fal
History 3019 Fall Term 2010
Social History of Alcohol
Weekly readings from the textbook
By each week’s lecture, you should read the following chapters of the textbook: Drink by Iain
Gately
Week 1
Introduction
no readings
Week 2
Ancient and Classical
Chapt
History of Alcohol Lecture 3
Period 1000 1500s There was alsways a distinction between wine/beer and spirits Spirits didnt have the same associations with religion or health (no tradition) Monasteries had the privilege to distil Privilege means private
T HE E CONOMICS OF F INANCIAL M ARKETS
R. E. BAILEY
Solution Guide to Exercises for
Chapter 9 Empirical appraisal of the CAPM and APT
1. The following table contains ten years of excess return data for the ordinary shares of ABC plc
and the market portfol
T HE E CONOMICS OF F INANCIAL M ARKETS
R. E. BAILEY
Solution Guide to Exercises for
Chapter 10 Present value relationships and price variability
1. Suppose that the relationship between the rate of interest, dividends and an asset price is given
by:
dt+i+
T HE E CONOMICS OF F INANCIAL M ARKETS
R. E. BAILEY
Exercises for Chapter 9 Empirical appraisal of the CAPM and APT
1. The following table contains ten years of excess return data for the ordinary shares of ABC plc and the market portfolio. Discuss how co
ECON 3808 The economics of transition
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Outline
Marxism System prototypes Common attributes before revolution Power ideology Centrally planned economy Criticism Costs and benefits of central planning Failures of market system
Marxism
T HE E CONOMICS OF F INANCIAL M ARKETS
R. E. BAILEY
Exercises for Chapter 5 Portfolio selection: the mean-variance model
1. An investor uses the mean-variance criterion for selecting a portfolio of two risky assets. Asset 1 has an expected return of 20% a
T HE E CONOMICS OF F INANCIAL M ARKETS
R. E. BAILEY
Exercises for Chapter 3 Predictability of prices and market efciency
1. In the following table the probabilities of an assets payoffs are given, according to whether the information available to the inve
T HE E CONOMICS OF F INANCIAL M ARKETS
R. E. BAILEY
Exercises for Chapter 2 Asset market microstructure
1. Distinguish between order-driven and quote-driven asset markets. Discuss their relative strengths and weaknesses.
2. To what extent is there a trade
T HE E CONOMICS OF F INANCIAL M ARKETS
R. E. BAILEY
Exercises for Chapter 1 Asset markets and asset prices
1. Consider the following foreign exchange rates: 1 = e 2 1 = $1.5 $1 = e 1 Examine the opportunity for arbitrage prots if such prices were observed
T HE E CONOMICS OF F INANCIAL M ARKETS
R. E. BAILEY
Exercises for Chapter 10 Present value relationships and price variability
1. Suppose that the relationship between the rate of interest, dividends and an asset price is given by: dt+i+1 pt+i+1 pt+i rt+i