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es price on a particular stock-indes portfolio is 1.218, the stock index currently ,the ore-year risk-free interest rate is 4%, and the year end dividend

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es price on a particular stock-indes portfolio is 1.218, the stock index currently ,the ore-year risk-free interest rate is 4%, and the year end dividend that will be paid on a $1,200 investment in the index portfolio is $15. By how much is the contract mispriced A) 1.23% 8)-15 % 915 D-121% 23) Assume you purchased a rental property for $140.000 and sold it 1 year later for $150.000 (there was no mortgage on the property). At the time of the sale, vou paid $4.200 in commissions and $1,4A00 in taes f you received $6,800 in rental income (all received at the end of the yearl, what annual rate of return did you earn? A) 12.00% 8) 8.00 % C ) 3.14 %% D) 0.90% 24) A managed portfolio has a standard deviation equal to 22% and a beta of .9 when the market portfolio's standard deviation is 26 %. The adjusted portfolio P needed to calculate the Mz measure will have A) 84.6 % invested in the managed portfolio and the rest in T-bills. 118% D) 15.4 % 8) 18% 25) The average returns, standard deviations, and betas for three funds are given below along with data for the $&P 500 Index. The risk-free return during the sample period is 6%. You want to evaluate the three mutual funds using the Jensen measure for performance evaluation. The fund with the highest Jensen measure of performance is Std Dey 40% 25% 30% 15% Beta Avg 13.6% 13.19% 12.4% 12.0% Fund 1.1 1.0 13 1.0 S&P 500 C) fund CD) S&P 500 B) fund A fund B

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