International Financial Management
International Financial Management
14th Edition
ISBN: 9780357130698
Author: Madura
Publisher: Cengage
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Assume the following information: Predicted Value of Realized Value of Period New Zealand Dollar New Zealand Dollar 1 $.52 $.50 2 .54 .60 3 .44 .40 4 .51 .50 Given this information, What is absolute forecast error as a percentage of the the second period? a. 6.5% b. 6% c. 26% d. 10% e. 1.5%
Based on the following information, what is the standard deviation of returns?  State of Economy Probability of Stateof Economy Rate of Return ifState Occurs Recession .28 − .096   Normal .41   .111   Boom .31   .221
Historical rate of returns: years, return: 1, 7% 2,14% 3,26% 4,-11% What is the standard deviation? If real rate interest is 3.1% and expected inflation is 7.3% then exact nominal rate of return is?
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  • Use the following output from a market model regression of the weekly percentage returns on the AIG commodities index on a market index to answer questions a. - f.   a. What is the formula for the Commodities Index' characteristic line? b. You forecast a market return of 1.0% for next week. What is next week's expected return for the commodities index? c. What is the correlation between the return on the commodities index and the return on the market Index? d. How much of the variation in the commodities index's returns are explained by the model? e. Based on these regression results, the commodities index would be considered what kind of an investment? f. Does this regression have much explanatory power?  Why or why not?
    Use the following information on states of the economy and stock returns to calculate the standard deviation of returns. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.)   State of Economy Probability ofState of Economy Security Returnif State Occurs Recession 0.40   −4.50 % Normal 0.50   13.00   Boom 0.10   25.00
    what has been the standard deviation of annual returns (volatility) of these markets?       Year Emerging 1988 40.4% 1989 65.0% 1990 -10.6% 1991 59.9% 1992 11.4% 1993 74.8% 1994 -7.3% 1995 -5.2% 1996 6.0% 1997 -11.6% 1998 -25.3% 1999 66.4% 2000 -30.6% 2001 -2.4% 2002 -6.0% 2003 56.3% 2004 26.0% 2005 34.5% 2006 32.6% 2007 39.8% 2008 -53.2% 2009 79.0% 2010 19.2% 2011 -18.2% 2012 18.6% 2013 -2.3% the standard deviation of annual returns (volatility) of these markets?
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