11. A Treasury bond is quoted at a price of 101:14 with a current yield of 7.236 percent. What is the coupon rate? (A) 7.20 percent (B) 7.28 percent (C) 7.30 percent (D) 7.34 percent

12. The variance of stock X’s return is 16%, the variance of market return is 6.25%, the correlation coefficient of return on stock X and market is 0.6, and according to CAPM, the beta of stock X is: (A) 0.88 (B) 0.96 (C) 1.0 (D) 1.2 共 3 頁，第 1 頁 Questions (13) ~ (16) Suppose that in the coming year, you expect Exxon-Mobil stock to have a volatility of 42% and a beta of 0.9, and Merck's stock to have a volatility of 24% and a beta of 1.1. The risk free interest rate is 4% and the market's expected return is 12%.

11. A Treasury bond is quoted at a price of 101:14 with a current yield of 7.236 percent. What is the coupon rate?
(A) 7.20 percent
(B) 7.28 percent
(C) 7.30 percent
(D) 7.34 percent

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相關試卷

11. A Treasury bond is quoted at a price of 101:14 with a current yield of 7.236 percent. What is the coupon rate?(A) 7.20 percent(B) 7.28 percent(C) 7.30 percent(D) 7.34 percent

相關試題

相關試卷

11. A Treasury bond is quoted at a price of 101:14 with a current yield of 7.236 percent. What is the coupon rate?
(A) 7.20 percent
(B) 7.28 percent
(C) 7.30 percent
(D) 7.34 percent