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Economics of Financial Markets

创建日期：2024-07-19 17:45:02

所属分类：经济Economics

标签： Economics

Economics of Financial Markets

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Economics of Financial Markets

Multiple Choice Test

EXAMPLE

1). A rise in individual’s subjective discount factor will _____ the price of assets and, at any interest rate, ______ individual savings:

For each question, identify the statement that you believe to be correct. Note that some of the choices may be partly correct but you will only gain credit for the fully correct choice. You do not have to provide any explanation for your answer.

Section A

Each question is worth two marks

1). A rise in individual’s subjective discount factor will _____ the price of assets and, at any interest rate, ______ individual savings:

a) Decrease, increase

b) Increase, increase

c) Decrease, decrease

d) Increase, decrease

2). For the representative agent 2-period consumption-based CAPM (C-CAPM), an individual will buy more financial asset if her tax rate _____ in the current period and her subjective discount rate_____

a). Falls, falls

Falls, rises

c). Rises, falls

d). Rises, rises

3). An individual who wishes to smooth their consumption will

a). buy financial assets that pay high returns when labour income is low

b). buy the safe asset

c). increase saving

d). all of the above

4).

The impact of habit in the utility function is to ______ risk aversion at any

consumption level and _______ the volatility of the stochastic discount factor for a

specific volatility of consumption:

a) Increase, Increase

b) Increase, Reduce

c) Reduce, increase

d) Reduce, reduce

5). Survivorship bias ______ the long-run returns on firms with _____book/market ratio:

a). raises, high

b). raises, low

c). lowers, low

d). lowers, high

6). A _____ and ______ elasticity of intertemporal substitution means that an individual will reduce savings a lot when the real interest rate rises:

a). small, positive

b). small, negative

c). large, positive

d). large, negative

7). A contingent claim is an asset:

a). which pays one unit in one state and nothing in all other states

b). has an expected price equal to the stochastic discount factor for that state

c). can be used to form portfolios that replicate any asset

d). all of the above

8).

If an individual buys the contingent claims of a particular state they have ______income in a state and/or ______ Stochastic Discount Factor in that state

a). low, low

b). high, low

c). high, high

d). low, high

9). The concept of a portfolio which represent the Stochastic Discount Factor relies on

a). Complete markets and No arbitrage and Law of One Price

b). Complete markets, Contingent claims for all states and No Arbitrage

c). Contingent claims for all states, No Arbitrage and Law of one price

d). none of the above

10). The Rational Valuation Formula sets the price of a share equal to______, if the present value of the price at infinity is ______

a). the present value of the terminal price, infinite

b). the present value of all future dividends, infinite

c). the present value of the terminal price, zero

d). none of the above

11). Suppose we are in year 0 and that Si is the Stochastic Discount Factor for the year i, a zero coupon bond with a price of 100 at maturity that occurs in two years has a price at year zero, given by:

a). 100E(S1)

b). E(S1S2)

c). 100E(S1S2)

d). 100E(S2)

12.

You are given the following information about consumption choice. The individual has a subjective discount factor of 0.9. The individual undertakes consumption to deliver a marginal utility of 4.5 in the current period. The expected marginal utility of consumption in the second period is 5. The expected payoff of the asset is 1. The marginal utility of consumption has a covariance with the payoff of the asset of zero. If the consumer is maximising utility over the two periods the price of the asset is:

a). 0.95

b). 1

c). 1.01

d). 0.9

13.

In a two state world you are told the following. The individual chooses consumption in the first period to deliver marginal utility of 1.6. In the second period they choose consumption in state 1 to deliver marginal utility of 3 and consumption in state 2 to deliver marginal utility of consumption of 2. The states have equal probabilities of occurring and the individual’s subjective discount factor is 0.8. The difference in the two contingent claim prices p(1)-p(2) is:

a). 0

b). 0.2

c). 0.25

d). 0.5

14.

A portfolio has the following properties. It has an expected return of 8% and a standard deviation of return of 50%. If you are told this is the SDF and it has a correlation of return with another asset of -0.8 which has a standard deviation of return of 20%. What is the expected gross return on the other asset?

a). 1.02

b). 1.05

c). 1

d). 1.01

15.

You are told the following. An asset with a (constant) growth rate of dividends of 5% and a current dividend of 100 has a price of 5250. The (constant) expected return on the asset is:

a). 3%

b). 5%

c). 7%

d). 8%

16.

You are given the following information. A firm which pays a constant dividend of 22 with an expected return of 10% announces it will not pay a dividend at the end of this year but will resume next paying next year. The price will fall by

a) 42

b) 22

c) 20

d) 15

17.

You are given the following information. An asset which pays a constant dividend of 10 and an expected return of 10%, has a price today of 110. The price next period is forecast to be 122 with probability π and 100 with probability 1-π. What is π if a rational bubble exists.

a). 1/3

b). 1/2

c). 2/3

d). 3/4

18.

You are told that a zero coupon bond with a payment of 1 unit has twenty years left to maturity. The price of the bond falls such that the log yield goes up from 3% to 6% with no change in the current one period log interest rate. You deduce that investors expect an average rise per period, in one period log interest rates, over the maturity of the bond given by:

a). 0.05%

b). 0.1%

c). 0.15%

d). None of the above

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BCPM0008 ECN 620 QBUS6830 ECSE-415 ECON5102 MGMT20005 MAT 653 ECO 480 COMP 5/600 CSSE 5600 ME 571 7CCMMS61 CS 550 COMP2865 MATH3075 STATS 506 QTM 220 ISYS2120 FIT5106 STAT 153 MKTG3112 ECON2102 ELE2018 COMP3031 MSIN0010 SCC461 MATH237 CS246 CSC3065 CSE 101 ICTWEB411 COMP9313 ECOS 2025 FN620 MATH11111 MATH 3018 KE1068 FINA 6112 C++ MISM 6202 MSIN0105 CSC8631 MECO6935 COMP4121 ACCT2011 DPBS1150 EEL 3701C F19PL OPM 661 CSE 310 CS918 BIOL30001 ACCT3563 BANK3600 MET CS622 MATH367 ACCT5907 Continuing COMP5048 COMP61021 CS3334 GSOE9210 CSCI-570 COMP 5322 HW 2 ALY-6020 IEOR 4706 DATA 200 EBUS504 CGE12412 COMP4108 7SSMM800 ECMM171P MATE50002 CS225 RS 6003 BH2274 ELEC3111 MAT6669 ECON-UA 227 PHIL 1012 7SSMM603 TB028A P6 ECS708 CSC 427 CS6476 CSE 250A A1A2 ITS61504 EECS 376 model HW6 UV0010 ECON 6074 MG4F7 CMP-7030Y INFO3008 BFIP013 ECON 5068 MATH6002 CS3483 PSTAT 131 C31FM CSOR W4246 AAEC 5307 DATA ELEC362 COMSM0047 ECN6006 MA20224 BST351 MATH 323 MATH323 AA2021 COMP3811 COMP2013 IB9X60 INVP001 EMATM0051 COMP220 BLAW1002 E20 TCP8001 ECON61001 EART40005 ECONM1022 MATH 365 MATH 367 ELEC6218 COMP 5812M EDUC 5061M ELEC ENG 1101 equation MATH6174 ST334 C4 EC9570 A33648 EBUS603 ECON47815 stata WFMS0001 PEM102 INF6060 ionically ELECTRICAL MATH 375 MMW 12 MKTG860 ECON60401 ALY6010 SOST20131 Introduction COM3524 MME2 GGR305 JNB 538 EECS101 COMM5030 IEOR E4601 2B CSC336 EN2315 LAW 432 CSC263 MATH2001 OLET1143 CSCB63 SIT772 COMM1170 STAT 441 MS930 INFT3050 GLBH0030 Stat 120B MAST10007 MGEC61 Machine GGR 252H1S ECON7030 Financial Marketing MGMT30019 ECON5120 SDSC 8009 CSC165H1S DSCI 551 3081W ACM41000 ECA 5304 MATH 1064 ECSE444 DATA 604 COMP7105 MIE1615 ECON4004 ENV200H1S EC481 MKT 306 EC1B1 MATH08051 ALY6140 CS260C CSE30 MSIN0226 CS4103 CSC3064 AM16 COMP11212 CSE4101 PSTAT 174 Math 380W CNT 5106C STAT 310 FIN2028 CS5014 STAT 425 COMP 4102A ELEC2140 MANF9544 QRM 9 QRM 8 ECON 457 COMPSCI 4091 MATH 523 DNSC-4211 PEAS 6000 MSIN0180 COMP2119 A2A HT 2022 IB93F0 MAS316/414 ACCT2522 MSIN0181 ATMS 201 COMP3425 MATH7861 SOLA2060 MA 325 7CCEMCTH ECON 432 INFT2051 SOLA 2060 ECOS2002 Stats141XP BIOA02H3 S2022 MA4601 K5 COMP5329 EG 284 IB3A70 WECO1020 COMP3027 Energy ACS61011 MAST20026 STAT 533 MATA31 ENVS257 BEM2031 EC 486 COMP0172 CS3214 EECE5644 IB2B20 COSC2536 COSC1147 COMP6214 5CCM242A COMP0130 AMME2000 MTMG50: EG238 ACF6006 QBUS2810 COSC2391 ECON7560 MATH377 STA305 CS 486 COMP1117B EL648 ELEC3909 ECON 241 COMP 4901W BUSI4428 ENEN20002 ENGN4524 ELEC3115 CSC 413 PSYC 100B ECON1002 MATH256 ANSC20005 MTHS2008 MATH40082 COSC 2406 FIT3174 STA 238 CMT202 Differential Equations MTHM017 GARCH 101 MATH2069 CSC336S ACSC12 ETF2121 CEME 2001 DB B474F ARHT1001 EECS 3311 3220 STATS 786 CS 484 COMP20008 MATH4091 ECE 455 CSCI 204 BUS B200F BA 875 BU5562 COSC 1147 X11 GEOG 101 IMM250F CSE 584A MATH38172 LAB 4 ELEC5882M FINS5523 EE 430 COMP 465 6CCS3PRE 7CCSMNSE FINANCE ACMB02H3 ENGG2112 ELEC5616 SCM B371 CHEM3120 CS22 ECMT2130 MAST30011 ADSPBF706 CENG0013 ACCOUNTING BUSS1040 CHEM 181 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ECOS3003 ELEC6252 C2511C PHY328 EC1060 ECON32202 COMP4002-E1 MATH3063 EFIMM0124 QBUS2310 ECON4411 FUNDAMENTALS ACCT20001 18YX RPM COMP 2711 QBUS6600 BUSS5221 ST3189 FIT1047 MAT344 EGB375 MATH60013 MATH96011 COMP3557 MAST20029 ECM159 EAE1011 ENSCEN 105 SECTION A STA 141C SOSE 2022 PAM006 COMP0048 M40007 ISOM2500 CMPE 142 A06472 MCC150 ACST 8083 GEOG6087 ECON920 FINM7008 ENVENG 4110 COMPSCI 361 ENGRCEE 21 PHYS 1112 ACF2100 ECMM108 COMPS267F MAT00050M MAST30025 CSIT970 MSCI 224 INT202 PUBL0054 MSDM5004 BMAN 21020 BMAN21020 MGMT1002 MATH11150 LAWS7023 ACTL30002 CIVL3340 MATH1002 ECON 8069 COMPSCI 351 IBUS7302 STAT4528 CHEM1101 STAT3925 BUSN 7008 Comp 3120 ECOS2040 SWEN90010 ENGN6528 ECM158 ECON20022 COMP6452 Calculation CITS1401 S1889112 BUS 351 ACTL30008 FIT2091 ECON6002 IBUS6020 PHI 001 ECON30290 MATH7501 ECON10004 MFIN7017 ISYS90043 LAWS7012 ECON30025 COMP30023 COMM1190 ECOM20001 GSBS6009 STAT 337 EMET8002 ECOM90001 ECOM30001 FINC 2012 BUSINESS ENGCV512 ECO 101H1 IB9520 FINM 3008 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