Exercise Sheet 4
Exercise 1
The table provides data on the return and standard deviation for dierent
compositions of a two-asset portfolio. Plot the data to obtain the portfolio
frontier. Where is the
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Chapter 16
Chapter 16
Technical Analysis
Questions to be ans
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Chapter 15
Chapter 15 - Company
Analysis and Stock Valuation
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Chapter 14
Chapter 14
Industry Analysis
Questions to be answ
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Chapter 13
Chapter 13
Stock Market Analysis
Questions to be
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Chapter 12
Chapter 12 Macroeconomic and
Market Analysis: The
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Chapter 11
Chapter 11 - An Introduction
to Security Valuatio
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Chapter 10
Chapter 10
Analysis of Financial Statements
Quest
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Chapter 9
Chapter 9 Multifactor Models of
Risk and Return
Qu
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Chapter 8
Chapter 8 - An Introduction to
Asset Pricing Model
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Chapter 7
Chapter 7 - An Introduction to
Portfolio Managemen
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Chapter 6
Chapter 6
Efficient Capital Markets
Questions to b
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Chapter 5
Chapter 5
Security-Market Indicator Series
Questio
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Chapter 4
Chapter 4
Organization and Functioning of
Securiti
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Chapter 3
Chapter 3 - Selecting
Investments in a Global
Mark
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Chapter 2
Chapter 2
The Asset Allocation Decision
Questions
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Chapter 1
The Investment Setting
Questions to be answered:
Exercise 9
Exercise 1. Consider two call options on the same underlying stock.
Option 1 has an exercise price of $60 and sells for $6 while option 2 has
an exercise price of $55 and sells for $5. Assu
Exercise Sheet 7
Exercise 1
Assume there are two stocks, A and B , with A = 1:4 and B = 0:8. Assume
also that the CAPM model applies.
(i) If the mean return on the market portfolio is 10% and the risk
Exercise Sheet 6
Exercise 1
You manage a portfolio of 50 assets and wish to calculate the e cient frontier. If you decide that a sample of 30 observations is required to calculate each
variance and co
Exercise Sheet 5
Exercise 5.1
If there are three possible future wealth levels, which occur with equal probability, and utility is given by the square root of wealth, what is the expected
utility func
Exercise Sheet 3
Exercise 3.1
The following prices are observed for the stock of Fox Entertainment Group
Inc.
Date
Price
June 00
26.38
June 01
28.05
June 02
25.15
June 03
28.60
No dividend was paid. C
Exercise Sheet 2
Exercise 2.1
A margin account is used to buy 200 shares on margin at $35 per share.
$2000 is borrowed from the broker to complete the purchase. Determine the
actual margin:
a. When th
Exercise Sheet 1
Exercies 1.1
Use the monthly data on historical prices in Yahoo to plot the share price
of LloydsTSB over the past year. If you had invested 10,000 in LloydsTSB in
October 2007 what w
Econbrowser
Analysis of current economic conditions and policy
What Are the Prospects for a Two Recession Bush Presidency? | Main | How low
will Ben go?
January 11, 2008
Mortgage securitization
I th
Investment Analysis and
Portfolio Management
Lecture 11
Gareth Myles
Introduction
This
revision lecture will talk about the 2010
exam paper
The important points about the questions will
be discussed
Investment Analysis and
Portfolio Management
Lecture 10
Gareth Myles
Announcements
There
will be a final lecture on Thursday 17
December
This will cover the solutions to Exercises 7, 8,
and 9
There
Investment Analysis and
Portfolio Management
Lecture 7
Gareth Myles
The Capital Asset Pricing Model
(CAPM)
The
CAPM is a model of equilibrium in
the market for securities.
Previous lectures have add
Investment Analysis and
Portfolio Management
Lecture 6
Gareth Myles
The Single-Index Model
Efficient
frontier
Shows
achievable risk/return combinations
Permits selection of assets
Can
be construct