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  Stock Price # Shares   X Y Z X Y Z January 13, 2024 20 40 30 1,000 2,000 1,000* January 14, 2024 25 42 18 1,000 2,000 2,000 January 15, 2024 27 45 8 1,000** 2,000 2,000 January 16, 2024 20 40 10 3,000 2,000 2,000 ​ *2:1 Split on Stock Z after Close on January 13, 2024 **3:1 Split on Stock X after Close on January 15, 2024 The base date for index calculations is January 13, 2024   Calculate a value-weighted index for January 15 if the initial index value is 100.

Your expectations from a one-year investment in Wang Computers are as follows:   Probability Rate of Return 0.15 −0.10 0.15 −0.20 0.35 0.00 0.25 0.15 0.10 0.15 ​ The expected return from this investment is

You are provided with the following information:   Nominal return on risk-free asset = 4.5% Expected return for asset i = 12.75% Expected return on the market portfolio = 9.25%   Calculate the risk premium for the market portfolio.

You purchased 100 shares of GE common stock on January 1 for $29 a share. A year later, you received $1.25 in dividends per share and you sold it for $28 a share. Calculate your holding period yield (HPY) for this investment in GE stock.

Which of the following is least likely to move a firm’s position to the right on the Security Market Line (SML)?

A fundamental tenet of the contrarian investment strategy is the notion that

    Price Stock Number of Shares Day T Day T + 1 Q 5,000,000 80 95 R 8,000,000 60 55 S 15,000,000 20 24 ​ ​ Calculate a price weighted average for Day T.

According to the semi-strong-form efficient market hypothesis, which of the following types of information is fully reflected in stock prices?

Stock Rit Rmt ai Beta A 10.6% 15% 0 0.8 Z 9.8% 8.0% 0 1.1 ​ Rit = return for stock i during period t Rmt = return for the aggregate market during period t   What is the abnormal rate of return for Stock Z during period t using only the aggregate market return (ignore differential systematic risk)?

You are provided with the following information:   Nominal return on risk-free asset = 4.5% Expected return for asset i = 12.75% Expected return on the market portfolio = 9.25%   Calculate the risk premium for asset i.