Residual Yield ZC Price Last Maturity Last Chg 1M Chg 6M Last Chg 1M Chg 6M Change 1 month 2.326% -6.9 bp +219.6 bp 16 Mar 3 months 2.461% -17.0 bp +188.1 bp 16 Mar 6 months 2.667% -28.5 bp +217.2 bp 16 Mar 9 months 2.538% -44.9 bp +150.8 bp 16 Mar 1 year 2.532% -44.1 bp +135.2 bp 97.53 +0.43 % -1.32 % 16 Mar 2 years 2.499% -36.5 bp +97.5 bp 95.18 +0.71 % -1.90 % 16 Mar 3 years 2.301% -35.1 bp +84.7 bp 93.40 +1.03 % -2.46% 16 Mar 4 years 2.142% -40.1 bp +67.0 bp 91.87 +1.58% -2.60% 16 Mar 5 years 6 years 2.213% -32.0 bp 2.163% -28.4 bp +58.8 bp 89.63 +1.58 % -2.85% 16 Mar +54.7 bp 87.95 +1.68 % -3.17 % 16 Mar

Residual Yield ZC Price Last Maturity Last Chg 1M Chg 6M Last Chg 1M Chg 6M Change 1 month 2.326% -6.9 bp +219.6 bp 16 Mar 3 months 2.461% -17.0 bp +188.1 bp 16 Mar 6 months 2.667% -28.5 bp +217.2 bp 16 Mar 9 months 2.538% -44.9 bp +150.8 bp 16 Mar 1 year 2.532% -44.1 bp +135.2 bp 97.53 +0.43 % -1.32 % 16 Mar 2 years 2.499% -36.5 bp +97.5 bp 95.18 +0.71 % -1.90 % 16 Mar 3 years 2.301% -35.1 bp +84.7 bp 93.40 +1.03 % -2.46% 16 Mar 4 years 2.142% -40.1 bp +67.0 bp 91.87 +1.58% -2.60% 16 Mar 5 years 6 years 2.213% -32.0 bp 2.163% -28.4 bp +58.8 bp 89.63 +1.58 % -2.85% 16 Mar +54.7 bp 87.95 +1.68 % -3.17 % 16 Mar

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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Company a Ex return 12% Company b Ex return 8% SD company a 30% SD company b 25% Returns are perf neg correlated Create a zero beta portfolio
Q1. Price and Yield. Yield (%) Price at required yield ( coupon rate/ maturity) 6% / 5 6% / 20 3%/5 3% / 20 0% / 5 0% / 20 year year year year year year 3.00 4.00 5.50 5.90 5.99 6.00 6.01 6.10 7.50 8.00 Assume face value is $100. a. Plot the table. b. What is the shape of the price-yield relationship? c. Describe the general relationship you observe between changes in bond prices and changes in yield to maturity.
Portfolio Expected return Standard deviation Q 7.8% 10.5% R 10.0% 14.0% S 4.6% 5.0% T 11.7% 18.5% U 6.2% 7.5% Q) If you are only willing to make an investment with a standard deviation of 7.0%, is it possible for you to earn a return of 7.0%?
Maturity Periods Years Yield 1 year 1.00 5.37% 2 years 2.00 5.47% 3 years 3.00 5.65% 4 years 4.00 5.71% 5 years 5.00 5.64% 10 years 10.00 5.75% 20 years 20.00 6.33% 30 years 30.00 5.94%
Use the information below to answer the question 52WH 52WLo Ticker Div Yield % P/E Vol 00s High Low Close Net Chg 52.53 28.31 KO 0.65 1.34 13.80 6,412 54.12 32.50? -0.81 What was the previous day's closing price? O $51.32 O $48.74 O $50.10 O $49.32
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Problem 9-21 Risk, Return, and Their Relationship (LG9-3, LG9-4)Consider the following annual returns of Estee Lauder and Lowes Companies: Estee LauderLowes CompaniesYear 123.9%6.0%Year 224.016.6Year 318.14.7Year 450.444.0Year 517.314.0Compute each stocks average return, standard deviation, and coefficient of variation.Note: Round your answers to 2 decimal places.
vv.2
K A portfolio consisting of four stocks is expected to produce returns of 9%, -11%, 13% and 17%, respectively, over the next four years. What is the standard deviation of these expected returns? OA. 12.44% OB. 33.42% O C. 10.05% O D. 11.60%
2Qwest Field SALES FORECAST-3 SCENARIOS Optimistic initial year 10% more than realistic, with 7% annual growth 2004-05 2005-06 2006-07 2007-08 2008-09 & Sales 1,431.000 1.531,000 1,638,000 1,753,000 1,876.000 7 Realistic-Initial based on Safeco history, with a 1.5 % annual growth 2004-05 2005-06 2006-07 2007-08 2008-09 Sales 1.301,000 1,321,000 1,341,000 1,361,000 1,381,000 10 Pessimistic-Initial year 80% of optimistic, with a 1% annual growth 11 2004-05 2005-06 2006-07 2007-08 2008-09 12 Sales 1,041,000 1.051.000 1.062,000 1,073,000 1,084,000 13 Operating Cost information 34 Product costs 20% sales Includes material and labor 15 Payment to Seahawks 40% sales 36 Variable Selling, General and Admin 12% sales Does not include depreciation 17 Belling, General and Admin Supervisor, Ov168 3005 Assume 1.5% annual growth. Does not include depreciation 38 One Time Investment needed 19 Menu, decorations 20 Ovens, fryers, refrigeration, 21 Stainless tables & shelves 22 Exhaust Hood 23 Training…

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