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Fins2624-Mockterm-Paper-with-Answers
FINS2624 S2 2012

Mockterm

FAMILY NAME OTHER NAMES STUDENT ID SIGNATURE

THE UNIVERSITY OF NEW SOUTH WALES SCHOOL OF BANKING AND FINANCE

TIME ALLOWED: N/A

To make sure that we can identify your exam if your student ID number is hard to read, please tick the boxes below to fill in your seven digit student ID number. Detailed instructions are on the next page. 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0

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Page 1 of 21 Please see over

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FINS2624 PORTFOLIO MANAGEMENT MOCK MID-TERM EXAMINATION - SEMESTER 2, 2012

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FINS2624 S2 2012

Mockterm

INSTRUCTIONS 1) Write your name, student ID number and signature in the assigned space on the front page. 2) To make sure that we can identify your exam if your student ID number is hard to read, please tick the boxes corresponding to your student ID number on the front page. Do this by marking the box corresponding to each of the digits in your seven digit student ID number, going from left to right. For example, my ID number is z3352704, so I would fill in the boxes as below.

1 2 3 4 5 6 7 8 9 0 3) Fill in the details requested by the generalized answer sheet.

1 2 3 4 5 6 7 8 9 0

4) This paper has two sections: Section A: 30 multiple choice questions (worth a total of 30 marks) Section B: 5 free-format problem (worth a total of 42 marks) 5) Mark your answers to the multiple choice questions of section A in the generalized answer sheet using a 2B pencil. Write down the solution of the free format problem in the answers sheets in the back. All answers and solutions must be written in ink. Pencils may not be used. 6) Notation and terminology in this exam are as defined in the lectures. 7) Assumptions that have been made throughout the lectures may be assumed throughout the exam unless otherwise stated. For instance, unless explicitly relaxed, you may assume that there are no transaction costs, that bonds have no default risk, that investors are rational, that there are no restrictions on

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