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1 What is wrong in various stock index?  The market value index reflects the influence of large companies too much, and why it distorts the movement of stock prices.  MSCI and FISE are representative global indexes. The index fund that replicates the stock price index is set up based on the price index such as DJIA. In my country, similar to DJIA in the United States, the KTOP30 index was developed.

2 Which of the following is not a stock price index calculated by market value?  KOSPI index  KTOP30 index  S & P500 index  KOSDAQ index

3 Is there anything wrong in the description of PER?  earning multiplier price/EPS expected stock price=PER expected EPS PER EFECT refers to the higher return rate of stocks of companies with larger PER.

4Which of the following is not a market indicator? Stock price index Stock price return rate (PER) Entrusted evidence rate Market value

5What is wrong about my country's KOSPI index?  It is also used as a market combination. It is used as an index in the pre-match period. It can also be used as a reference material for determining loan interest rates.  Become the standard of investment and measurement.

6 The stock holding yield is the sum of which of the following? Trading profit rate + inflation Trading profit rate + dividend yield Current yield + dividend yield Risk premium + dividend yield

7What is wrong in the rate of return of various concepts?  The value-weighted rate of return is the rate of return calculated from the inflow and outflow of cash flow during the investment period. The value-weighted rate of return is similar to the IRR concept of financial management, which is useful for personal over-evaluation of investment. The time-weighted rate of return is the period average rate of return calculated by calculating the holding period rate of return for each period.  The geometric average rate of return is always lower than the arithmetic average rate of return.

8Is the description of the following various return rates wrong?  The geometric mean of the same period is always less than the arithmetic mean. The value-weighted rate of return is also called the amount-weighted rate of return. The bond investment yield can be compared with each other, regardless of holding time. Time-weighted rate of return is very useful for fund managers investment performance evaluation

8Is the description of the following various return rates wrong?  The geometric mean of the same period is always less than the arithmetic mean. The value-weighted rate of return is also called the amount-weighted rate of return. The bond investment yield can be compared with each other, regardless of holding time. Time-weighted rate of return is very useful for fund managers investment performance evaluation

8Is the description of the following various return rates wrong?  The geometric mean of the same period is always less than the arithmetic mean. The value-weighted rate of return is also called the amount-weighted rate of return. The bond investment yield can be compared with each other, regardless of holding time. Time-weighted rate of return is very useful for fund managers investment performance evaluation

Regarding the relationship between 10-year return (APR) and effective return (EAR), please answer the following questions. The monthly 1% stock investment rate of return is 12% based on APR, and ()% based on EAR (The formula can be used). The average annual economic growth rate based on half a year is 2%, then 4% based on APR and annual ()% based on EAR. According to the quarterly statistics, the investment rate of return is 1%, the APR standard is 4%, and the EAR standard is annual ()%. (Can use formula)

1 MSCIFISEglobal index indexDJIA DJIAKTOP30

2 KOSPI KTOP30 S & P500 KOSDAQ

3PER earning multiplier /EPS =PER EPS PER EFECTPER

4(market indicator) (PER)

5KOSPI

6 ++++

7 IRR

8

10(APR)(EAR) 1%APR12%EAR()% () 2%APR4%EAR()% 1%APR4%EAR()%()