1. An investor buys ASIl stock at Rp. 7,100 per share and exactly one year later sells it at Rp. 7,000 per share. A month before selling it, the investor received a dividend of Rp. 700 per share. a. What is the total return earned by the investor in a year? b. What is the dividend yield? c. What is the capital gain on the investment?
2. An investor buys Apple stock and earns the following returns: year 1 9.00%, year 2: 13.15%, year 3: -7.5%, year 4: -2.12%, year 5: 7.2%. a. What is the total holding period for the 5 years? b. What is the annual average arithmetic return of the investment? c. What is the annual average geometric return of the investment?
3. An investor buys MTEL shares for Rp. 7,000,000 and ADRO shares for Rp. 3,000,000. A year later the price of MTEL rose from Rp. 700 per share to Rp. 780 per share. While ADRO shares rose from Rp. 300 per share to Rp. 700 per share in the same period. in the same period. a. What is the return of MTEL in that year? b. What is the return of ADRO in that year? c What is the return of the investor's portfolio consisting of these two stocks?
4. PGAS shares on the Indonesia Stock Exchange have an expected return for the next year of 12.6% and a beta of 1.15. The SPN interest rate (risk free) for the next year is 4.5%. a. What is the risk premium of PGAS stock? b. What is the market risk premium prevailing in the stock market? c. What is the market expected return (Rm) aka the return of the JCI for the next one year? d. How is systematic risk different from unsystematic risk? Give an example? e. Which can be eliminated by diversification: systematic or unsystematic risk? f. Which is measured by beta: systematic or unsystematic risk?
5. In the APT model using 3 factors, it is known that Astra International (ASII) stock has sensitivity to GDP per capita, inflation, and interest rates as follows:

The expected return of ASIl before the announcement of the actual value of the data of the three factors above is 10.5%. a. What is the systematic risk of ASII? b. If in the next one year, management announces that the sales of electric cars will increase rapidly so that it will add 1percent to the expected return of ASIl? will increase the expected return of ASIl by 1percent, what is the revised expected return after the announcement of the new information (increase in ASII performance, GDP per capita, inflation, and interest rate)?

\begin{tabular}{|l|r|r|r|} \hline Factor & \multicolumn{1}{|c|}{ Beta } & Expected Value & Actual Value \\ \hline GDP per capita (USD/capita) & 0.00006 & 4,200 & 4,400 \\ \hline Inflation & 0.1 & 3.30% & 3.40% \\ \hline Interest rates & -0.2 & 4.50% & 4.60% \\ \hline \end{tabular}