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1. You can acquire convertible bonds from a rapidly growing company or from a utility. Speculate on which convertible bond would have the lower yield and discuss the reason for this difference.
2. Compare the liquidity of an investment in raw land with that of an investment in common stock. Be specific as to why and how the liquidity differs. (Hint: Begin by defining liquidity.)
Describe a bearish price and volume pattern, and discuss why it is considered bearish. Discuss the logic behind the breadth of market index. How is it used to identify a peak in stock prices?
What is the expected return on the market portfolio and what would be the expected return on a zero-beta stock?
1. suppose the yield on short-term government securities perceived to be risk-free is about 3. suppose also that the
How do you determine which portfolio had the superior return and what other information do you need to decide?
What does this mean exactly? From this perspective, what is the real underlying asset: volatility or foreign currency?
Briefly explain how to construct a synthetic Treasury bill position. Calculate the annualized yield for the synthetic Treasury bill in Part a using the mar- ket price data provided.
light sweet petroleum inc. is trying to evaluate a generation project with the following cash flowsyear0 cash flow
you need to present to your client alice cartwright some investment options for her to choose from. her choices are
What is the expected return on a portfolio with weights of 40% in asset A and 60% in asset B? What is the standard deviation of a portfolio with weights of 40% in security A and the remainder in security B?
Cost of debt For each of the following bonds, calculate the after-tax cost of debt. Assume the coupons are paid semi-annually, that the tax rate is 40 percent, and that we are dealing with $1,000 of par value.
What is the yield to maturity on these bonds and what is their expected effective annual return - determine what is the required return on the equity fund
How do American- and European-style options differ from one another? What is the relationship between the Black-Scholes and put-call parity valuation models?
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