9.a

9.b

9.c

9.d

You have collected the following returns data: year 2018 return=5%; year 2019 return=-3%; year 2020 return=10%. What is the sample standard deviation for this security? 4.34% 5.35% 6.56% 8.60% The market required rate of return is 9% and the risk-free rate is 3%. John Smith owns a portfolio with a beta of 1.3267. What is his required rate of return of this portfolio? 8.39% 9.26% 10.96% 14.94% What is the YTM of a seven-year semi-annual coupon bond with a par value of $1,000 and a 6% coupon rate when the bond is priced at $940? 3.55% 7.10% 7.77% 8.38% If you buy a 10-year 6% coupon bond today (right after the coupon payment) and sell it next year (right after the next coupon payment), what is your expected capital gain yield? Assume the bond pays annual coupons, the face value is $1,000 and YTM=8% 01.01% 1.07% 2.86% 3.50%