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6. A zero-risk portfolio has a standard deviation of A. 0% B. 1% C. 100% D. Infinity 7. According to mean-variance rule A. The expected

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6. A zero-risk portfolio has a standard deviation of A. 0% B. 1% C. 100% D. Infinity 7. According to mean-variance rule A. The expected return of X is at least equal to the expected return of Y, and the variance is less than that of Y. B. The expected return of X is at least equal to the expected return of Y, and the variance is greater than that of Y. C. The expected return of X exceeds that of Y and the variance is equal to or more than that of Y. D. The expected return of X less than that of Y and the variance is equal to or more than that of Y. 8. Choose the correct option related to the information provided below in the table, Standard deviation Security Beta Security X 1.8 Security Y 0.2 0.3 A. Security X is defensive while security Y is aggressive B. Security Y has same risk as market while security X has more risk than market C. Security Y is defensive while security X is aggressive D. Security Y has less risk then market while security X has more risk than market What is the present value of OMR12,500 to be received 10 years from today? Assume a discount rate of 8% compounded annually and round to the nearest value. OMR 5,790 OMR 11,574 OMR 9,210 DOMR 17,010 10. As a manager is assessing the viability of a project in a capital budgeting, the manager wants to ascertain that how change in one variable changes the NPV of the project. The manager is most likely to use: A. Scenario analysis. B. Sensitivity analysis. C. Monte Carlo simulation. D. Learning curve analysis

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