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    Risk Mgt of Bank of America

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    | |COMPANY A | | | | | |BANK OF AMERICAN CO | |Date |Open |Close |Dividend |Return | |12/1/2005 |46 |46.15 |0.5 |0.014130435 | |11/1/2005 |43.75 |45.89 |0.5 |0.060342857 | |10/3/2005 |42.47 |43.74 |0.5 |0.041676478

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    Fashion Design Styles

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    FASHION DESIGN STYLES RECOMMENDED BY CONSUMERS’ SENSIBILITY AND EMOTION I. Summary Analysis of customers’ sensibility and preference is important in a market that is becoming increasingly more customer oriented. This study attempted a sensibility ergonomic approach to explore how a consumer’s sensibility is associated with physical attributes of design in the textile and fashion design fields. A sensibility fashion design system‚ which classifies a user’s sensibilities and recommends

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    FINS1613

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    each question is independent of the others and assumptions from one question do not carry over to the others. 4. Use of a calculator is allowed. 5. Some useful equations are printed below. (a) Standard deviation: n (ri − r¯)2 i=1 σ(r) = n−1 (b) Variance of a portfolio: σ 2 = w12 σ12 + w22 σ22 + 2w1 w2 σ1 σ2 cov(R1 ‚ R2 ) = w12 σ12 + w22 σ22 + 2w1 w2 σ1 σ2 ρ1‚2 (c) Weighted average cost of capital: W ACC = ke × D E + kd (1 − t) × V V GOOD LUCK! Q UESTIONS 1 AND 2 (16 MARKS EACH ) 1. Inflation

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    Finance Formula Sheet

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    The value of an annuity of $RM1 per period for t years (t-year annuity factor) is: Measures of Risk: Variance of returns = σ2 = expected value of Standard deviation of returns‚ σ = Covariance between returns of stocks 1 & 2 = σ1‚2 = expected value of Correlation between returns of stocks 1 & 2: Beta of stock i = βi = The variance of returns on a portfolio with proportion xi invested in stock i is: A Growing Perpetuity (Gordon

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    RC Coleman Mnagerial report Managerial Report 1. Activity | Expected time | Variance | A | 6 | 0.44 | B | 9 | 2.78 | C | 4 | 0.44 | D | 12 | 7.11 | E | 10 | 1.00 | F | 6 | 0.44 | G | 8 | 7.11 | H | 6 | 0.44 | I | 7 | 2.78 | J | 4 | 0.11 | K | 4 | 0.44 | Total Expected time 76 weeks Activity | ES | EF | LS | LF | Slack | Critical | A | 0 | 6 | 3 | 9 | 3 | No | B | 0 | 9 | 0 | 9 | 0 | Yes | C | 9 | 13 | 9 | 13 | 0 | Yes | D | 13 | 25 | 17 | 29 | 4 |

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    EG40JQ/12 UNIVERSITY OF ABERDEEN SESSION 2011 – 2012 Degree Examination in EG40JQ SAFETY AND RELIABILITY ENGINEERING Friday 20 January 2012 Notes: (i) (ii) 2.00 p.m. – 5.00 p.m. Candidates ARE permitted to use an approved calculator Data sheets are attached to the paper. Candidates should attempt all FIVE questions. REGULATIONS: (i) You must not have in your possession any material other than that expressly permitted in the rules appropriate to this examination. Where

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    Math Homework

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    d. Calculate 20 p0 . 4. Show that if X is a random variable such that P(X ≥ 0) = 1 then ∞ a. E[X] = € ∫ s(x)dx 0 ∞ 0 € b. E[X 2 ] = 2 ∫ xs(x)dx where s(x) is the survival function for X . € 5. Find the expected value E[X] and the variance Var(X) for the following random variables ( X ): a. X for which µ (x) = 0.5 for x ≥ 0 . € € € x € b. X for which the CDF F(x) = € for 0 ≤ x ≤ 100 . 100 € € 6. Given that px = 0.99 ‚ px +1 = 0.985 ‚ 3 px +1 = 0.95 and qx +3 = 0.02

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    Measures of risk for individual financial asset i: Variance of returns: Standard deviation of returns: Covariance of returns assets i and j: Var (ri ) = σ i2 = Expected value of [ri − E (ri )]2 σ i = σ i2 Cov(ri ‚ rj ) = σ ij = Exp. value of [ri − E (ri )][rj − E (rj )] Correlation between returns i and j: Expected portfolio return (N assets): ρij = σ ij σ iσ j N i =1 N E (rp ) = ∑ wi ri (weights wi) Portfolio variance (N assets): 7. Beta of financial asset i: σ = ∑∑ wi

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    Exam Questions Question 4 (Semester 2‚ 2005) 96633337 Juan (a) Expected Portfolio Return and Risk Expected Return Risk Covariance = (0.002)(0.06)(0.09)=0.0000108 (b) Minimum Variance (Pendix Ltd) The minimum variance for this portfolio is 0.693‚ indicating that risk is minimized when 69.3 percent of the portfolio is invested in Pendix’s shares. A rational investor would not allow Pendix’s shares to account for more than this proportion

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    Beta Management

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    Beta Management Group is a small investment management company based in Boston‚ which was founded by Ms. Sarah Wolfe (The founder and CEO of the Beta Management Group) in 1988. Ms. Wolfe follows a market timing investment strategy based on two portfolios; the Vanguard index and money market instruments. The goals of Beta Management were to enhance returns but reduce risks for clients via market timing. Ms. Wolfe would keep the vast majority of Beta’s funds in no-load‚ low-expense index funds; and

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