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Suppose security C has a payoff of $600 when the economy is weak and $1800 when the economy is strong. The risk-free interest rate is 4%.
a. Security C has the same payoffs as what portfolio of the securities A and B in problem A.1?
b. What is the no-arbitrage price of security C?
c. What is the expected return of security C if both states are equally likely? What is its risk premium?
d. What is the difference between the return of security C when the economy is strong and when it is weak?
e. If security C had a risk premium of 10%, what arbitrage opportunity would be available?
Given a 10 percent interest rate, compute the year 9 future value if deposits of $10,000 and $20,000 are made in years 1 and 5 respectively, and a withdrawal of $5,000 is made in year 7.
Four pages written about "what are globalized portfolio risks"?
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