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1. It is often argued that forward exchange rates should be unbiased predictors of future spot exchange rates if the foreign exchange market is efficient. Is this true or false? Why?
2. What is the prediction of the CAPM for the relationship between the forward exchange rate and the expected future spot exchange rate?
3. If the CAPM explains deviations of the forward exchange rate from the expected future spot exchange rate, explain why one party involved in a forward contract would be willing to enter into a contract with an expected loss.
4. Why is it only the covariance of an asset's return with the return on the world market portfolio that determines whether there is a risk premium associated with the asset's expected return?
5. What is the rational expectations hypothesis, and how is it applied to tests of hypotheses about expected returns in financial markets?
Discuss the difference between direct measurement and indirect measurement. Give examples of each in an accounting context.
One method commonly used by governments and private health insurers to control increments in health care spending are limits to reimbursement to providers.
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Diversifying takeovers are frequently associated with negative announcement returns to the bidders. Why would the market expect diversifying M&As to destroy value?
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Suppose the spot exchange rate for the canadian for the canadian dollar is Can 1.02 and the six month forard rate is Can 1.03.
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