题目内容（请给出正确答案）

[主观题]

Assume a stock index consists of many firms who have recently split their stock. Which of

the following weighting schemes will see a bias due to the impact of stock splits？

A.Unweighted price series.

B.Price-weighted series.

C.Market value-weighted series

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更多“Assume a stock index consists …”相关的问题

第1题

Consider a one-period binomial model of 6 months. Assume the stock price is $45.00, σ = 0.

20, r = 0.06 and the stock’s expected return is 12.0%. What is the discount rate for a $45.00 strike European call option （）？

A．38．2%

B．39．1%

C．42．5%

D．45．6%

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第2题

“股票指数明天会大涨，这绝对错不了”最贴的译文是___________.

A.The stock index will soar tomorrow, depending on it.

B.The stock index will soar tomorrow, depend on it.

C.The stock index will soar tomorrow, depending of it.

D.The stock index will soar tomorrow depend of it.

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第3题

Assume that a $50 strike call has a 3.0% continuous dividend, σ = 0.27, r = 0.06 and 60 days from expiration. What is the gamma for a stock price movement from $48.00 to $49.00？

A.0．046

B.0．074

C.0．089

D.0．099

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第4题

Continuing with the previous question, assume the stock market went up by 20%last year. Ignore the riskfree rate and idiosyncratic risk, and assume the average beta of both long and short positions is one. Over the same period, the return on the fund should be ().

A.20%

B.15%

C.10%

D.5%

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第5题

Assume that a $60 strike call has a 2.0% continuous dividend, r = 0.05, and the stock price is $61.00. What is the theta of the option as the expiration time declines from 60 to 50 days？

A.–0．52

B.–0．42

C.–0．32

D.–0．22

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第6题

Assume that a $50 strike put pays a 2.0% continuous dividend, r = 0.07, σ = 0.25 , and the stock price is $48.00. What is the profit or loss, per share, for a short put position if the option expires

A.＄1．05 loss

B.＄1．05 gain

C.＄1．12 gain

D.＄1．12 loss

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第7题

When the stock market turns down, holders of common stocks traditionally begin to move som

e portion of their (61) out of stocks and into (62) to protect themselves against further declines in the market, PI programs attempt to hedge against the possibility of a market decline by (63) stock index futures contracts or stock index options (buying stock index put options). The more the market falls, the more futures and options contracts are sold by PI programs. If the market continues to fall, the rise in the value of the portfolio' futures and option positions cushions the decline in the value of the portfolio' common stocks. PI managers believe that such hedging programs using futures and options involve lower transaction costs and provide greater (64) than the traditional method of actually selling stocks and buying treasury (65)

(46)

A．treasure

B．assets

C．investment

D．capital

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第8题

An analyst uses a stock screener and selects the following metrics: a global equity i

ndex, P/E ratio lower than the median P/E ratio, and a price-book value ratio lower than the median price-book value ratio. The stocks so selected would be mostappropriate for portfolios of which type of investors？

A. Value investors.

B. Growth investors.

C. Market-oriented investors.

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第9题

（c) Without changing the advice you have given in （b), or varying the terms of Luke’s will

could further reduce her eventual inheritance tax liability and quantify the tax saving that could be made.

(3 marks)

The increase in the retail prices index from April 1984 to April 1998 is 84%.

You should assume that the rates and allowances for the tax year 2005/06 will continue to apply for the

foreseeable future.

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第10题

（ii) Write a letter to Donald advising him on the most tax efficient manner in which he ca

(ii) Write a letter to Donald advising him on the most tax efficient manner in which he can relieve the loss

incurred in the year to 31 March 2007. Your letter should briefly outline the types of loss relief available

and explain their relative merits in Donald’s situation. Assume that Donald will have no source of income

other than the business in the year of assessment 2006/07 and that any income he earned on a parttime

basis while at university was always less than his annual personal allowance. (9 marks)

Assume that the corporation tax rates and allowances for the financial year 2004 and the income tax rates

and allowances for 2004/05 apply throughout this question.

Relevant retail price index figures are:

January 1998 159·5

April 1998 162·6

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