MIDTERM
S1, 2015
FAMILY NAME
OTHER NAMES
STUDENT ID
SIGNATURE
THE UNIVERSITY OF NEW SOUTH WALES
SCHOOL OF BANKING AND FINANCE
FINS2624 PORTFOLIO MANAGEMENT
MID-TERM EXAMINATION - SEMESTER 1, 2015
TIME ALLOWED: 2 HOURS AND 30 MINUTES
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
Page 1 of 3
Please see over
FINS2624
MIDTERM
S1, 2015
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
1
2
3
4
5
6
7
8
9
0
3) Fill in the details requested by the generalized answer sheet.
4) Total number of pages: ...
5) Mark your answers to the multiple choice questions in the generalized answer sheet using a
2B pencil.
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 short positions etc.
8) Total number of marks for this paper is ... For each mark, you should work about ...
9) This is a closed book exam. Except calculators according to the UNSW guidelines, no other means are allowed.
10) This question sheet and the generalized answer sheet must be returned in full. Do not tear the pages.
11) You