You buy a ten-year bond that has a 6.75% current yield and a 5.00% coupon (paid annually). In one year, promised yields to maturity have fallen to 5.75%. What is your holding- period return? 15.85% O 13.53% O 8.31% 14.02% Consider the following $1,000 par value zero coupon bonds. According to the expectations hypothesis, what is the market's expectation of the two-year interest rate two years from now? Years Yield to Maturity Bond Maturity 9% 10% 119 D 12% 11.01% 10.00% QUESTION 11 1.5 You want to evaluate three mutual funds using the Treynor measure for performance evaluation. The risk-free return during the sample period is 6%. The average returns, standard deviations, and betas for the three funds are given below, in addition to information regarding the S&P 500 Index. Average Return Standard Deviation Beta Fund A 13 % 10 0.5 Fund B 19 1.0 Fund C 25 % 30 % S&P 500 18 1.0 The fund with the highest Treynor measure is Fund A Funds A and B (tied for highest). Funds A and C (tied for highest). Fund B. Loaded-Up Fund charges a 12b-1 fee of 0.75% and maintains an expense ratio of 0.80%. Economy Fund charges a front-end load of 2% and a back-end load of 1%, but has ng 12b-1 fee and an expense ratio of 0.20%. Assume the rate of return on both funds' portfolios (before any fees) is 10% per year. How much will an investment of $100 in each fund grow to after 2 years? $108.45 in Loaded-Up Fund, $106.53 in Economy Fund $117.61 in Loaded-Up Fund: $116.97 in Economy Fund $119.25 in Loaded-Up Fund: $116.97 in Economy Fund $119 25 in Loaded-Up Fund $120.56 in Economy Fund The following data are available relating to the performance of Sooner Stock Fund and the market portfolio: Sooner Market Portfolio Average return 20 % 11 Standard deviations of returns 44 % 19 Beta 1.8 1.0 Residual standard deviation 2.0 % 0.0 The risk-free return during the sample period was 3%. What is the Sharpe measure of performance evaluation for Sooner Stock Fund? O 0.0133 O 0.0867 O 0.04 O 0.386 O 0.3714