Essay French

2) shew 11, 2011: 1 month| 0.04| 3 month| 0.08| 6 month| 0.13| 1 year| 0.24| 2 year| 0.64| February 11, 2011 1 month| 0.08| 3 month| 0.12| 6 month| 0.16| 1 year| 0.30| 2 year| 0.85| 3a) The bond is a elan Nextel bond expiring on work 15, 2012 with a coupon of 8.375% annually, or 4.1875% semi-annually. b) Bid equipment casualty: $105.89 Ask Price: $106 c) Date: March 15, 2011 Price: $106/share (BOUGHT) issuance of Shares: 20 TOTAL outlay: standard Paid: -$106 x 20 = -$21,200.04 accrued pastime: -$837.50 way: -$1.0116 native Paid: -$22,038.55 Date: March 16, 2011 Price: $105.8878 (SOLD) Number of Shares: 20 TOTAL GAIN: Amount Gained: $105.8878 x 20 = $21,177.56 Accrued Interest: $9.1033 Commission: $1.01137 Coupon: $837.50 Total Gained: $22,025.17 d) Total button = $22,038.55 - $22,025.17 Total Loss = 13.38 Therefore the aggregate loss is $13.38 4a) ON SEPARATE SPREADSHEETS b) PORTFOLIO 1: important: 0.001782024 beta: 1.070527265 R-Squared: 0.45905931 T-Stat(alpha = 0) = (0.001782024 - 0)/0.003000419 T-Stat(Alpha = 0) = 0.5939 T-Stat(Beta = 1) = (1.070527265 - 1)/0.11506363 T-Stat(Beta = 1) = 0.6129 Since both positive values are slight than 2 you fail to freeze off the opening PORTOLIO 2: Alpha: -0.

0007334 Beta: 0.93115019 R-Squared: 0.71188253 T-Stat(Alpha = 0) = (-0.0007334 0)/ 0.001529481 T-Stat(Alpha = 0) = -0.4795 T-Stat(Beta = 1) = (0.93115019 1)/ 0.058654357 T-Stat(Beta = 1) = -1.1738 Since both supreme values are less than 2 you fail to dissent the hypothesis PORTFOLIO 3: Alpha: -0.004153492 Beta: 0.283378544 R-Squared: 0.218748028 T-Stat(Alpha = 0) = (-0.004153 492 0)/ 0.00138272 T-Stat(Alpha = 0) = -3.! 0038 T-Stat(Beta = 1) = (0.283378544 1)/ 0.053026183 T-Stat(Beta = 1) = -13.5145 Since both arrogant values are greater than 2 you reject the hypothesis c) Portfolios 1 appears to have an alpha which is present. This could be due to the fact that this portfolio has...If you ask to get a safe essay, order it on our website: OrderEssay.net

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