A.A fiveyear IBM credit default swap on which he pays fixed and receives a payment in the event of default
B.A fiveyear IBMcredit default swap onwhich he receives fixed andmakes a payment in the event of default
C.A fiveyear U.S. Treasury bond plus a fiveyear IBM credit default swap on which he pays fixed and receives a payment in the event of default
D.A fiveyear U.S. Treasury bond plus a fiveyear IBM credit default swap on which he receives fixed and makes a payment in the event of default
第1题
第2题
A.Earnlessreturnthanonthemarketportfolio
B.Earnmorereturnthanonthemarketportfolio
C.Havelesssystematicriskthanthemarketportfolio
第3题
A.3.75%.
B.8.43%.
C.8.75%.
第4题
第5题
A、Capital gain
B、Principal payment
C、Reinvestment of coupon payments
D、空
第6题
A、Yes
B、No,because the company releases information while the market is closed
C、No,because investor briefing and press release information are identical
第7题
A.$101,500.
B.$102,500.
C.$103,000.
第8题
A、Yes
B、No,because investor briefing and press release information are identical
C、No,because the company releases information while the market is closed
第9题
A、Above 15 percent whether or not any change occurs in the standard deviation of the portfolio.
B、Below 15 percent whether or not any change occurs in the standard deviation of the portfolio.
C、Above 15 percent only if the covariance of the new security is lower than the covariance of the security that was sold.
第10题
A.$1,672,000
B.$1,842,000
C.$2,010,000
D.$2,218,000
第11题
A、New Companys expected return relative to the returns of ABC and XYZ.
B、The average covariance of New Companys returns with the returns of ABC and XYZ.
C、The total variance of New Companys returns relative to the variance of returns for ABC and XYZ.
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