Test code: 123 1/6
TCH303 MONEY AND BANKING
FINAL EXAM QUESTION BOOKLET
Duration: 75 minutes
Name:
Student ID:
Approved calculators are permitted. This is a CLOSED book exam. You are NOT permitted to
access any other material in either written or electron
TCH303 MONEY AND BANKING
MOCK EXAM
Duration: 75 minutes
The exam consists of 40 multiple choice questions and 5 short questions.
The duration of the exam is 75 minutes. DO NOT OPEN the exams until you are told to do so and
STOP writing when you are told t
20/11/2014
Chapter 3:
Financial intermediaries
Lecturer: Nguyen Thi Hong Nguyen, MBus
Sources:
- Mishkin, F.S. (2010), The Economics of Money, Banking and Financial markets, 9th Ed, The Addison Wesley Series in
Economics.
-Brealey, R., et. al. (2009), Fun
09/12/2014
Chapter 5:
Central bank and
Monetary policy
Lecturer: Nguyen Thi Hong Nguyen, Mbus
Sources:
- Mishkin, F.S. (2010), The Economics of Money, Banking and Financial markets, 9th ed,
The Addison Wesley Series in Economics.
Content
1.
2.
3.
4.
Centr
Chapter 3 Part 1 Multiple choice questions
1. $5,000 invested at 6%, compounded quarterly, will be worth how much after 5 years?
a. $6,691
b. $16,036
c. $6,734
d. $5,386
c. $13,179
d. $13,325
2. Tom deposits $10,000 in a savings deposit paying 4%, compoun
GROUP 9: SWISS NATIONAL BANK
MONEY AND BANKING ASSIGNMENT
SWISS NATIONAL BANK
GROUP 9:
V TH THY LINH
1217150074
NGUYN TR MY
1217150100
PHM THANH NHN
1211150112
HONG TH HNG THO
1212150132
V PHNG THO
1217150131
Table of Contents
1. Historical development of
Financial Statement Model for Apple
$ mm except per share
GENERAL INFORMATION
Company name
Ticker
Share price as of last close
Latest closing share price date
Latest fiscal year end date
Circularity ON/BREAK
Select an operating scenario
INCOME STATEMENT
F
Compiled by Phuong Anh
CHAPTER 5: THE BEHAVIOR OF INTEREST RATE
Tinh thn ca chng 5 l xem li sut thay i nh th no.
How the interest rate is determined and which factors influence their behavior.
Use supply and demand analysis for bond markets and money mark
Compiled by Phuong Anh
CHAPTER 4: UNDERSTANDING INTEREST RATES
4.1 MEASURING INTEREST RATES.
Ni chung cc cng thc tnh li sut u da trn TIME VALUE OF MONEY
v y cng l phn trng tm ca chng.
4.1.1 PRESENT VALUE:
- The concept of PRESENT VALUE is based on the com
HW 8: Performance Measures and Market Timing Ability
Work in a group of two persons. However, each group member must have his/her own
outputs to be submitted.
Download the spreadsheet funddata2.xls on the class website. Open the spreadsheet.
Part 1:
On th
Homework Assignment 1
See the attached question set and solve Questions 1 through 6.
StudY Sessioni2
- Reilly Ecfw_ Brown, chaptet 7
cross-Refernce to cFA Institute Assigncd Reading #53
ion ro PoRrroLIo MANAGEMENT
Use rhe following d"t" to answer Questior
1
HW 7 keys
1. The correlation coefficient between stock returns for two non-overlapping periods
should be zero. If not, one could use returns from one period to predict returns in later
periods and make superior profits or positive abnormal returns.
2. c
HW 6: CAPM and Fama-French 3-factor model
Work in a group of two persons. However, each group member must have his/her own
outputs to be submitted.
1. Download the spreadsheet funddata.xls on the class website.
2. Open the spreadsheet
3. Estimate the CAPM
1
HW 5: Global Diversification with short selling restriction
Work in a group of two persons. However, each group member must have his/her own
outputs to be submitted.
Download the spreadsheet HW5.xls on the class website.
RUS is monthly return on the U.S
HW 4: Efficient Frontier and CAL for the N-asset case
Work in a group of two persons. However, each group member must have his/her own
outputs to be submitted.
In-Class Demonstration
Use information in ch08_n_assets_data.xls and programs in effport.xls an
1
HW3: Efficient Frontier and CAL for the 2-asset case
Work in a group of 2 persons with the spreadsheet HW3.xls on the class website.
However, each group member must have his/her own outputs to be submitted.
1. Open the spreadsheet. You will see the foll
1
HW2: Regression Analysis and Hypothesis Testing
Work in a group of 2 persons with the data set, data1.xls. However, each group member
must have his/her own outputs to be submitted.
1. Open the excel spreadsheet.
RIBM is the monthly return on IBM.
RMSFT
1
Class Notes Set 5:
Security and Portfolio Performance Evaluation
(To be used in conjunction with market timing regression excercise.xls and
performance attribution.xls)
and
Equity Style Analysis
(To be used in conjunction with equity style analysis.xls)
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1
Class Notes Set 3:
Capital Asset pricing Model (CAPM)
Arbitrage Pricing Theory/Model (APT)
Fama-French 3-Factor Model
Further Developments and Issues in Pricing Models
(To be used in conjunction with funddata.xls, FF style indices.xls, Fidelity Magellan
1
Class Notes Set 4:
Market Efficiency and Implications on Portfolio Management
and
Samples of Technical Analysis
(To be used in conjunction with MA Technical Analysis.xls)
Dr. Chanwit Phengpis
California State University, Long Beach
2
Introduction
In eff
1
Class Notes Set 1:
Quantitative Analysis in Finance, Financial Modeling, and
Obtaining and Working with Real-World Data
(To be used in conjunction with data1.xls, ishares.xls, download market data.xls and
download unadjusted historical prices.xls)
Dr. C
1
Class Notes Set 2:
Risk and Risk Aversion
Efficient Frontier
Capital Allocation between the Risky Asset and the Risk-Free Asset
Optimal Risky Portfolios
Construction of Optimal Risky Portfolios with and without Short Selling
(To be used in conjunction w
1
Class Notes Set 0.5:
Important Presetting of Computer
Dr. Chanwit Phengpis
California State University, Long Beach
2
I. Enable Macros and Data Connections
Excel 2007
1. Open a blank Excel spreadsheet
2 Click the Microsoft Office Logo (the circle one) at