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Please help. Thank you! 11.You buy a T-bill maturing in 6 month. The effective annual rate (EAR) is 15%. What is the APR(annual percentage rate)

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11.You buy a T-bill maturing in 6 month. The effective annual rate (EAR) is 15%. What is the APR(annual percentage rate) from this T-bill. A) 14.48% B) 15.48% C) 16.48% D) 17.48% 12. The dividend yield plus the capital gains yield equals holding period of return of a stock A) True B) False 13. Suppose you pay $9,500 for a Treasury bill maturing in 3 months. What is the effective annual rate of return for this investment? A) 5.8% B) 10.8% C) 17.8% D) 22.8% 14. Standard deviation of returns is a measure of ( ) risk. A) total B) market C) idiosyncratic D) diversifiable 15. Beta is a measure of ( ) risk. A) total B) market C) idiosyncratic D) diversifiable 16. Small firm effect (size effect) is most pronounced in a) December b) January c) February d) March 17. Consider the following two investment alternatives. First, a risky portfolio that pays 15% rate of return with a probability of 60% or 5% with a probability of 40%. Second, a treasury bill that pays 6%. The risk premium on the risky investment is A) 1% B) 5% C) 9% D) 11% 18. If the simple CAPM is valid, which of the situation is possible? a) b) \begin{tabular}{lcc} \hline Portfolio & Expectedreturn & StandardDeviation \\ \hline A & 30% & 35% \\ B & 40% & 25% \\ \hline \end{tabular} c) d) Portfolio Expected Beta retur n \begin{tabular}{lll} \hline Risk free & 10% & 0 \\ Market & 18% & 1.0 \\ A & 16% & 0.9 \\ \hline \end{tabular}

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