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Answer ALL FIVE of the following questions {10 points each): 1. The following table summarizes the recent performance of three mutual lnds. A B C S&P 500 Tbill Average return (%) 8 14 24 12 8 Standard deviation (%) 9 12 20 10 Beta 0.8 1.2 1.6 Rank these funds based on the Treynor, Sharpe, and Jensen measures of performance. Indicate if any of these funds has outperformed the market on a risk-adjusted basis. A 20-year, 8% coupon bond is currently priced to have a yield to maturity of 10 percent. Use the approximation method to answer the following questions: a) Determine the bonds current price. b) If the band's current price is $800, determine the rate of return on the bond if it is sold 10 years later at $1,200. c) Determine the price at which this bond should be sold 5 years later to earn a holding period yield of 12 percent. Dene the concept of the bond duration and discuss its application to bond price volatility. Is a 3-year, 10% bond more volatile than a 50-50 mix of a 2-year, 10% bond and a 4-year, zero-coupon bond? Why or why not? Assume that the current market interest rate is 10 percent. Consider the following bond portfolio: Bond Value Maturity Coupon Yield A $300 million 3 years 0% 10% B 300 4 6 10 C 400 8 0 10 a) What is the bond portfolio's duration? b) Calculate the capital loss on this portfolio if the yield increases from 10 to 12 percent. c) Suppose the portfolio is to be immunized over an investment horizon of approximately 5.19 years. Determine the market value of the immunized portfolio at the end of 5.19 years. Draw the prot line for each of the following individuals, assuming S = $100, E = $100, and C = P = $10 in all cases, unless otherwise stated: a) The person who buys a stock and buys a put on it. b) The person who buys a call and sells a put on the same stock. c) The person who simultaneously buys a call and a put on the same stock. d) The person who buys a call and sells another call with a higher exercise price on the same stock