Question
1.What is the price of a bill with 45 days to maturity, a face value of $1000,000 and a yield of 6.75% p.a.? 2.An asset
1.What is the price of a bill with 45 days to maturity, a face value of $1000,000 and a yield of 6.75% p.a.?
2.An asset has a standard deviation of 15% and a correlation with the market portfolio of 0.46. If the market has a standard deviation of 25%, what is the beta of the asset?
3.A portfolio has a return of 5% and a standard deviation of 10%. If the risk-free rate is 2%, calculate the Sharpe index for the portfolio.
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Corporate Finance
Authors: David Hillier, Stephen A. Ross, Randolph W. Westerfield, Bradford D. Jordan, Jeffrey F. Jaffe
3rd Edition
0077173635, 9780077173630
