Section A (1 Mark)
Conflict of interest should be discussed in ________
Section C (4 Mark)
Read the senario and answer to the question.
If Mahesh has the option of 3 funds whose details are as below, find Jensen’s index for fund A, Treynor index for fund B and Sharpe index for the market
Section B (2 Mark)
Consider the single factor APT. Portfolio A has a beta of 0.2 and an expected return of 13%. Portfolio B has a beta of 0.4 and an expected return of 15%. The risk-free rate of return is 10%. If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio _________ and a long position in portfolio _________.
Section A (1 Mark)
Which of the following is not true about traditional defined benefit plans?
TESTED 27 Dec 2024
