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The diagram above shows daily returns on FTSE and a specific asset. Which of the following statements about the beta and idiosyncratic risk (specific risk) of this asset is closest to the truth? a. High idiosyncratic risk and beta 0.51 b. High idiosyncratic risk and beta 1.02 c. High idiosyncratic risk and beta 2.0 d. Very low idiosyncratic risk and beta 2.0 The TWO year spot interest rate is 7.3%. The THREE year spot interest rate is 9%. What is the approximate one year forward rate of interest starting in TWO years' time? a. 10.73% b. 13.60% c. 12.48% d. 11.48% e. 10.98% I calculate that a zero coupon bond which pays 100 exactly one year from now has PV=86. What would I expect the PV to be when I calculate it again in 5 months' time, assuming that my RRR does not change? a. 100 b. 94.17 c. 91.58 d. 91.83 e. 86