What is the bank discount yield for a T-bill that is selling for $99,000, with a face value of $100,000 and 90 days remaining until maturity?

Select one: A. 4.06%. B. 4.04%. C. 4.00%. : For a $1 billion portfolio, the expected 1-week portfolio return and standard deviation are 0.16% and 0.54% respectively. The 1-week VaR at 5% significance is closest to:

Select one: A. -0.7282%. B. 0.8882%. C. 1.0482%.

An investor buys 1,000 shares of a stock on margin at a price of $50 per share. The initial margin requirement is 40% and the margin lending rate is 3%. The investors broker charges a commission of $0.01 per share on purchases or sales. The stock pays an annual dividend of $0.4 per share. One year later, the investor sells the 1,000 shares at a price of $56 per share. The investors rate of return is closest to:

Select one: A. 22.5%. B. 27.4%. C. 27.5%.

Kim Rogers manages a risky portfolio with an expected rate of return of 12% and a standard deviation of 25%. The T-bill rate is 2%. The Sharpe ratio of this risky portfolio is closest to:

Select one: A. 0.48. B. 0.40. C. 2.50.

An investment has a mean return of 10% and a standard deviation of returns equal to 5%. If the distribution of returns is approximately normal, the probability of obtaining a positive return is:

Select one: A. 97.72%. B. 99.87%. C. 84.13%.