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Economics Of Financial Markets ECON30024代写案例
Is each of the following statements true or false?
(1) Asset market efficiency means that investors can randomly pick stocks from a stock exchange to form their optimal portfolios.
(2) If the semi-strong form of the efficient market hypothesis holds, no abnormal stock price change can be observed upon the release of a financial report of the stock’s issuing company.
(3) The variance of return on a portfolio of n > 2 genuinely different assets cannot be uniquely determined by the expected return on the portfolio.
(4) If a portfolio’s expected return and its beta-coefficient constitute a point above the security market line, this portfolio is overpriced according to the CAPM.
(5) In the CAPM, the more risk averse an investor is, the lower the expected rate of return on her optimum portfolio.
(6) Both the CAPM and the APT suggest that assets with riskier returns have higher expected returns in equilibrium.
(7) The arbitrage principle implies that expected returns on assets must be equal in equilibrium of frictionless asset markets.
(8) A cross-section test of the CAPM aims to test whether average returns or average excess returns on assets depend linearly and solely on their beta-coefficients.
(9) The arbitrage principle implies that the fair price of an asset can be uniquely determined by the net present value of the dividend stream of the asset.
(10) Shiller’s variance bounds test uses the variance of the ex-post rational asset price as an upper bound to assess the volatility of observed asset price.
(11) According to the consumption CAPM with CRRA utility function, the expected
return on an asset depends linearly on the covariance of its return with the growth rate of aggregate consumption.
(12) In the dynamic asset pricing model, the intertemporal consumption Euler equa-tions that characterise the optimal consumption and investment plan is in fact an NPV equation with a stochastic discount factor.
(13) When investing in bonds, investors should invest in bonds with higher yields to maturity because they give higher expected returns.
(14) The arbitrage principle implies that the yield curve for zero-coupon bonds under certainty is upward sloping. (15) Under the prospect theory, the value function that assigns a utility level to each outcome is generally steeper for gains than for losses.
