330.214 Project and Enterprise Financing (VU 2,0) 2025S
Looking for 330.214 Project and Enterprise Financing (VU 2,0) 2025S test answers and solutions? Browse our comprehensive collection of verified answers for 330.214 Project and Enterprise Financing (VU 2,0) 2025S at tuwel.tuwien.ac.at.
Get instant access to accurate answers and detailed explanations for your course questions. Our community-driven platform helps students succeed!
A longer investment horizon ..… the probability of losing part if the original investment.
The 5% value at risk (VaR(0.05)) of an assets with a market value of 100, a mean return of zero and a return standard deviation of one is ..… .
The CAPM shows that a risk premium is the reward for taking ..… .
The beta (β) coefficient of the market portfolio is ..… .
The following information are available for stock B and the market portfolio:
| Market Portfolio | Stock B | ||
E[R] (% p.a.) | 8 | 15 | ||
σ (% p.a.) | 15 | 30 | ||
ρi,M | - | 0.5 |
ρi,M ... Correlation between stock i and the market portfolio.
The risk free rate is 4% p.a.
Task: According to the CAPM the expected return of stock B should be 8 % p.a. Is in this case stock B undervalued or overvalued according to the CAPM?
Common shares have in general a ..… regarding dividend payments compared to preference shares.
Higher risk aversion is associated with ..… (utility) indifference curves.
The most common share types are ..… .
On May 26th, 20xx (ex-date), SolarWord AG paid a dividend of €4 per share. SolarWorlds stock price for the sub-period:
Trade Date | Close Price |
25.05.20xx | 199.01 |
26.05.20xx | 204.09 |
29.05.20xx | 214.1 |
Task: Calculate the Buy and Hold Return for the period May 25 to May 29, in %, with 3 decimal places (like, e.g., 7.123 (English TUWEL version) or 7,123 (German TUWEL version)), without %-sign.
Lower risk aversion in the market leads to ..… .
Want instant access to all verified answers on tuwel.tuwien.ac.at?
Get Unlimited Answers To Exam Questions - Install Crowdly Extension Now!