2010 equity market exam solutions

• Business and Economics
• Accounting and Finance
• AFF2731 - equity market

Resource Sample

Question 1 a) b) c) d) e) f) Iv iv i i Iv i Question 2 a) PV=$31,911.81 b) PV= $32,124.55 c)PV at 01 December 2010= $39,784.35 PV at 01 November 2010= $39,784.35/(1.0067)= $39,519.57 Question 3 a) While the fund's return is lower than the market, the fund's risk profile can be much lower than the market. Assume this is a hedge fund with beta=0, this performance clearly indicates significant Jensen alpha. Also the volatility of the fund can be so low that the Sharpe ratio indicates better perfo...

Resource Topics

• Alpha
• Asset allocation
• Beta
• Capital asset pricing model
• Finance
• Financial economics
• Financial markets
• Financial ratios
• Fundamental analysis
• Investment
• Mathematical finance
• Technical analysis

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