Markowitz Samenvattingen, Aantekeningen en Examens

chapter 7 questions and answers 100% accurate With a continuous probability distribution,: a. a probability is assigned to each possible outcome. b. possible outcomes are constantly changing. c. an infinite number of possible outcomes exist. d. there is no variance. c The expected value is the: a. inverse of the standard deviation b. correlation between a security's risk and return. c. weighted average of all possible outcomes. d. same as the discrete probability distributi...

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CFA Level 1 Formulas Exams 245 Questions with Answers Price change based on convexity - CORRECT ANSWER -duration(change in yield)+1/2(convexity)(change in yield)^2 Effective Duration - CORRECT ANSWER Required if a bond has embedded options: [(v-)-(v+)]/[2V0(change in curve)] Modified Duration - CORRECT ANSWER [(v-)-(v+)]/[2V0(change in yield)] Future Value - CORRECT ANSWER PV(1+(I/Y)^N) PV - CORRECT ANSWER FV/(1+r)^n PV of perpetuity - CORRECT ANSWER PMT / discount rate Ap...

ISyE 6644 — Fall 2017 Homework #1 Solutions 1. (Deterministic Model.) Suppose you throw a rock off a cliff having height h0 = 500 feet. You’re a strong bloke, so the initial downward velocity is v0 = 100 feet/sec (slightly under 70 miles/hr). Further, in this neck of the woods, it turns out there is no friction in the atmosphere — amazing! Now you remember from your Baby Physics class that the height after time t is When does the rock hit the ground? 2. (Stochastic Model.) Cons...

ISyE 6644 — Fall 2017 Homework #1 Solutions 1. (Deterministic Model.) Suppose you throw a rock off a cliff having height h0 = 500 feet. You’re a strong bloke, so the initial downward velocity is v0 = 100 feet/sec (slightly under 70 miles/hr). Further, in this neck of the woods, it turns out there is no friction in the atmosphere — amazing! Now you remember from your Baby Physics class that the height after time t is When does the rock hit the ground? 2. (Stochastic Model.) Cons...

Beidel et al. Chapter 17 5 Main Points - ANSWER-Most people with alcohol problems are not severely dependent Diagnosis is moving to more of a continuum (from DSM-IV to DSM-5) Changes in the DSM-5 o Removal of abuse vs distinction (alcohol use is now conceptualized as a single construct) o Removal of legal problems criterion o Craving was added as a criterion Name a couple changes from DSM-IV to DSM 5 concerning Alcohol Use Disorder as stated by Beidel. - ANSWER-DSM-IV included a biaxia...

A systematic quiz containing questions in financial risk management to prepare the students for any upcoming examination. The questions have well been prepared by a professional tutor who understands the risk management areas that are highly testable in an examination setup! Be sure to check them out!

INV3701 Exam Answers for June 2019

Macaulay duration, modified duration, convexity, PRESENT VALUE OF MONEY, Functions of Financial Market, Financial Intermediaries, BOND UNDERWRITING, STOCK Vs. BONDS, CREDIT RATING, Financial risk, credit risk, SECURITIZATION, Expected loss and recovery rate, EQUITY VALUATION MULTIPLE, Efficient Market Hypothesis, DIVERSIFICATION AND PORTFOLIO RISK, CAPITAL ALLOCATION LINE, MARKOWITZ PORTFOLIO OPTIMIZATION, Autoregressive (AR) model, Monte Carlo Simulation, Capital Asset Pricing Model, CAPM, Fa...

Macaulay duration, modified duration, convexity, PRESENT VALUE OF MONEY, Functions of Financial Market, Financial Intermediaries, BOND UNDERWRITING, STOCK Vs. BONDS, CREDIT RATING, Financial risk, credit risk, SECURITIZATION, Expected loss and recovery rate, EQUITY VALUATION MULTIPLE, Efficient Market Hypothesis, DIVERSIFICATION AND PORTFOLIO RISK, CAPITAL ALLOCATION LINE, MARKOWITZ PORTFOLIO OPTIMIZATION, Autoregressive (AR) model, Monte Carlo Simulation, Capital Asset Pricing Model, CAPM, Fa...