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What happens to yields of fixed interest securities if: (i) bond prices fall (ii) demand for fixed-interest securities falls (iii) the government issues many more stocks (iv) institutional investors suddenly decide to invest less in equities and more in fixed-interest securities (V) bond prices riseExplain what is wrong with the following derivation a student has used. We know that: Ap = (1 + 1 )(1+ At_1) (1) So, finding the variance of both sides gives: var( A) ) = var[ (1 +7 )(1+ 4._1)] (2) By independence, this is: var( Ax ) = var[(1 + ix )] var[(1 + 4x-)] (3) But we know that var[(1 + i, )] = var(, ) =s and var[(1 + 4,_ )] =var( A-,) (4) So this gives: var( A, ) =$7 var( At-1 ) (5) Applying this equation recursively gives: var( A, ) =s' var( A,_) =s* var(A,-2)=..= $" var(Ag) (6) Since there is definitely no money in the fund at the outset, we know that: var( A) ) =0 (7) So: var( A, ) =$""x0=0 (8)