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Some indexes are presented in both U.S. dollar terms and in terms of other currencies. Compare the performance of the DJ Euro STOXX index in terms of euros and the U.S. dollar. Find one other index that will allow a comparison between two different currencies and discuss their relative performance.
Briefly discuss four aspects of the Otunia environment that favor investing actively and four aspects that favor indexing.
Evaluate the Muellers' portfolio in terms of the following criteria: Preference for "minimal volatility", Equity diversification and Asset allocation (including cash flow needs).
Compute the covariance and correlations between the three possible pairs. Compute the mean daily return and the standard deviation of each of the three portfolios.
Compute, under the pure expectations theory, the two-year implied forward rate three years from now, given the information provided in the preceding table.
What is the major difference in approach of international financial reporting standards and U.S. GAM' accounting? What are the advantages and disadvantages of each?
Calculate the six-month horizon return (in percent) for each bond, if the actual EBR bond price equals 105.55 and the actual CRR bond price equals 104.15 at the end of six months.
Describe the difference between a price momentum strategy and an earnings momentum strategy. What are the trade-offs involved when constructing a portfolio using a full replication versus a sampling method?
The information ratio (IR) has been described as a benefit-cost ratio. Explain how the IR measures portfolio performance and whether this analogy is appropriate.
Calculate (1) the overall return to the benchmark portfolio, (2) the overall return to Manager A's actual portfolio, and (3) the overall return to Manager B's actual portfolio.
Identify and briefly discuss three reasons for adding international securities to the pension portfolio and three problems associated with such an approach.
Assuming the bond speculator wants to hedge her net bond position, what is the optimal number of futures contracts that must be bought or sold?
Using the same potential stock prices as in Part a, calculate the expiration date payoffs and profits (net of the initial purchase price) for the following positions: (1) buy one XYZ put option, and (2) short one XYZ put option.
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