Advice Bus325 Ts 2013
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Transcript of Advice Bus325 Ts 2013
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Q M Part 1 /50
21 /12.5 22 /12.5 23 /12.5 24 /12.5
Total
BUS325 DERIVATIVE SECURITIES
ADVICE
IN-TERM TEST SEPTEMBER TRIMESTER 2013
TIME ALLOWED: 90 MINUTES
AIDS ALLOWED: FINANCIAL CALCULATOR
This paper has two parts. Part A contains 20 multiple choice questions worth a total of 50 marks, and Part B contains 4 questions worth 12.5 marks each.
Answer Part A on the answer sheet, and Part B on the question paper in the space provided. Show all calculations for Part B.
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Part A Answer these questions on the answer sheet.
1 -20 Multiple choice. Mostly qualitative with minor calculations. [50 marks]
Part B Answer these questions on the question paper in the space provided.
21. Calculation interest rates and bond pricing [12.5 marks]
22. Calculation futures hedge [12.5 marks]
23. Calculation valuation of futures position [12.5 marks]
24. Calculation equilibrium futures prices [12.5 marks]
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END OF PAPER
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