FIN 5550 - Jack De Jong: Quantitative Problem Set #1:
Fall I 2016:
Name:
Answer Key
Problem:
Points Questions Your Answers:
Period 0
Period 1
Period 2
(4)
PWI
$
32.67 $
39.67 $
47.39
(4)
Divisor
3.0000
3.0000
1.9412
(2)
Change? Yes
(2)
Why?
Stock C split
FIN 5550 - Jack De Jong: Chapter 9: The Capital Asset Pricing Model:
Quiz #7: October 10, 2016 WB1
1.
Security A has an expected rate of return of 15.25% and a beta of Varies. The riskfree rate is 2.50% and the
market risk premium is 6.50%. What is the al
Question 1
2 out of 2 points
As the number of securities in a portfolio is increased, what happens to the average
portfolio standard deviation?
Selected Answer:
Correct It decreases at a decreasing rate.
Correct Answer:
Correct It decreases at a decreasin
1. The iniital investment is $1,500. NPC has the opportunity to
invest in a project that has a 75% chance of generating
$500 per year for 7-years under good conditions or a 25%
chance of generating $25 per year for 7-years. Assuming
that all cash flows ar
false
Question 2
1 out of 1 points
ABC Corporation's bonds have a 10-year maturity, a 9.50% coupon rate with
interest paid semiannually, and a par value of $1,000. If your
nominal required rate of return on these bonds is 8.75%, what is the maximum
price
CHAPTER 3: HOW SECURITIES ARE TRADED
CHAPTER 3: HOW SECURITIES ARE TRADED
PROBLEM SETS
2.
The dealer sets the bid and asked price. Spreads should be higher on inactively traded
stocks and lower on actively traded stocks.
3.
a.
In principle, potential loss
CHAPTER 5: INTRODUCTION TO RISK, RETURN, AND
THE HISTORICAL RECORD
CHAPTER 5: INTRODUCTION TO RISK, RETURN, AND
THE HISTORICAL RECORD
PROBLEM SETS
2.
If we assume that the distribution of returns remains reasonably stable over
the entire history, then a l
Chapter 2 - Asset Classes and Financial Instruments
CHAPTER 2: ASSET CLASSES AND FINANCIAL
INSTRUMENTS
PROBLEM SETS
1.
Preferred stock is like long-term debt in that it typically promises a fixed payment
each year. In this way, it is a perpetuity. Preferr
CHAPTER 4: MUTUAL FUNDS AND
OTHER INVESTMENT COMPANIES
CHAPTER 4: MUTUAL FUNDS AND
OTHER INVESTMENT COMPANIES
PROBLEM SETS
3.
Open-end funds are obligated to redeem investor's shares at net asset value, and thus
must keep cash or cash-equivalent securitie
false
Question 1
1 out of 1 points
A bond investor is considering two 10 year maturity bonds both rated AAA: the municipal
bond is yielding 1.35% and the corporate bond is yielding 2.10%. At what marginal tax rate
would the bond investor be indifferent be
FIN 5550 -Online - Jack De Jong: Chapters 4 & 5:
Quiz #3: September 14, 2015 WB2
1.
A noload mutual fund had NAV per share of $Varies on January 1. On December 31 of the same year the
fund's NAV was $25.32. Income distributions were $0.85 and the fund had
QUESTION 1
You put 75% of your money in a stock portfolio that has an expected return o
put the rest of you money in a risky bond portfolio that has an expected retu
The stock and bond portfolio have a correlation 0.35. What is the standard d
answer round
FIN 5620 - Jack De Jong: Chapter 6: Risk Aversion and Capital Allocation to Risky Assets:
Example #1:
a. Suppose you forecast that the standard deviation of the market return will
be 20% in the coming year. If A = 4, what would be a reasonable guess for
t
List of Stocks in the S&P 500 Index on September 20, 2014:
Ticker No. Ticker Symbol Company
21st Century Fox
1 FOXA
3M Co
2 MMM
ACE Limited
3 ACE
AES Corp
4 AES
AFLAC Inc
5 AFL
AGL Resources
6 GAS
AT&T Inc
7T
AbbVie Inc.
8 ABBV
Abbott Laboratories
9 ABT
A
Question #1: Capital Allocation:
Consider the following capital market: a risk-free asset yielding 1.50% per
year and a mutual fund consisting of 75% stocks and 25% bonds. The
expected return on stocks is 10.50% per year and the expected return on
bonds i
FIN 5550-EVT or WB1 - Jack De Jong: Quantitative Problem Set #2:
Fall I 2016:
Name:
Answer Key
Problem: Points Questions Your Answers:
Capital Allocation: (50 points)
1 (5)
Exp. Ret.
8.81%
2 (5)
Std. Dev.
26.39%
3 (5)
Std. Dev.
27.07%
(5)
High/Low Higher
Financial Analysts Journal
Volume 72 Number 2
2016 CFA Institute
PERSPECTIVES
Deactivating Active Share
Andrea Frazzini, Jacques Friedman, and Lukasz Pomorski
The authors investigate active share, a measure meant to determine the level of active managemen
Assignment for Course:
FIN 5550 Investments
Submitted to:
Dr. Jack De Jong
Submitted by:
Elvis Amoah
Date of Submission:
10/16/2016
Title of Assignment:
Project 2
CERTIFICATION OF AUTHORSHIP:
I certify that I am the author of this paper and
that any assis
Nova Southeastern University
Wayne Huizenga Graduate School
of Business & Entrepreneurship
Assignment for Course:
Investment Principles and Policies FIN 5550
Submitted to:
Dr. Jack De Jong
Submitted by:
Elvis Amoah
Date of Submission:
10/2/2016
Title of A
Question 1
1 out of 1 points
You purchased shares of a mutual fund at a price of $36.75 per
share at the beginning of the year and paid a front-end load of
6.5%. If the securities in which the fund invested increased in
value by 10.5% during the year, an
Question 1
1 out of 1 points
You invest $100,000 in a complete portfolio. The complete portfolio is
composed of a risky asset with an expected rate of return of 12% and a
standard deviation of 35% and a treasury bill with a rate of return of 3.0%.
How mu
Question 1
1 out of 1 points
You put 70% of your money in a stock portfolio that has an
expected return of 11.75% and a standard deviation of 28%. You
put the rest of you money in a risky bond portfolio that has an
expected return of 2.65% and a standard
COVER PAGE REQUIRED
Sample of Cover Page to be Used for All Assignments
Nova Southeastern University
Wayne Huizenga Graduate School
of Business & Entrepreneurship
Assignment for Course:
Submitted to:
Submitted by:
Date of Submission:
Title of Assignment:
Nova Southeastern University
H. Wayne Huizenga School
of Business & Entrepreneurship
Assignment for Course: Investment Principles and Policies
Submitted to:
Albert Williams
Submitted by:
Luis Cedeno
N01680074
Date of Submission: February 14, 2016
Title of