Consider a market value-weighted index consisting of 3 stocks: A, B, and C. The stocks' prices at time 0 (p0) and time 1 (p1) are given below, along with the number of shares outstanding. Calculate the index levels at time 0. Round your answer to 4 decimal places. For example, if your answer is 3.205%, then please write down 0.0321. stock p0 p1 outstanding shares 43 45 200 69 50 500 11 12 600 A B C

An index consists of the following securities and has an index divisor of 3.0. What is the price-weighted index return? Index Stock Shares Outstanding 1,000 Beginning Share Price $26 Ending Share Price 4,000 $32 $28 $30 3,000 $19 $ 22 DEF 9.33% 10.35% 11.54% 12.33% 13.00%

Consider the following information: Stock Return if Market Return Is: Stock –13% 10% A 0 14 B –5 21 C –25 36 D 10 8 E 15 -10   What is the beta of each of the stocks? (Leave no cells blank - be certain to enter "0" wherever required. Use decimals, not percents, in your calculations. A negative value should be indicated by a minus sign. Round your answers to 1 decimal place.)       Stock Beta A   B   C   D   E

Consider the three stocks in the following table. Pt represents price at time t, and Qt represents shares outstanding at time t. Stock C splits two for one in the last period. Stock A B C Po 90 45 80 90 425 450 650 a. Rate of return b. New divisor c. Rate of return P1 95 40 90 91 425 450 650 % P2 Required: a. Calculate the rate of return on a price-weighted index of the three stocks for the first period (t = 0 to t= 1). Note: Do not round intermediate calculations. Round your answer to 2 decimal places. b. Calculate the new divisor for the price-weighted index in year 2. Note: Do not round intermediate calculations. Round your answer to 2 decimal places. c. Calculate the rate of return for the second period (t=1 to t = 2). Note: Round your answer to 2 decimal places. % 92 425 450 95 40 45 1,300

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.6% + 1.2RM + eA RB = -1.6% + 1.5RM + eB OM = 16%; R-squarea = 0.25; R-square; = 0.15 What is the covariance between each stock and the market index? (Calculate using numbers in decimal form, not percentages. Do not round your intermediate calculations. Round your answers to 3 decimal places.) Covariance Stock A Stock B

Consider the following information: State   Probability   Stock A   Stock B   Stock C  Boom     0.32         0.09        -0.01        0.01  Bust       0.68         -0.05        0.28        0.03 What is the expected return of a portfolio that has invested $9,981 in Stock A, $6,817 in Stock B, and   $2,123 in Stock C? (Hint: calculate weights of each stock first). Enter the answer with 4 decimals (e.g. 0.1234).

2. The following table shows the constituent stocks of a hypothetical index. Stock B splits two-for-one during the period. Stock A B C Beginning of Period Price ($) Shares 30 75 36 2,000 500 1,200 End of Period Price ($) 26 40 32 Shares 2,000 1,000 1,200 a. Calculate the returns on both the price-weighted index and the market value- weighted index of three stocks over the period. b. If you just buy 5,000 shares of stock C for $36, hold for 1 year, collect $8 dividend and sell it at $32. Calculate your total return.

Consider the three stocks in the following table. Pt   represents price at time t, Qt represents shares outstanding at time t. Stock C splits two for one in the second period from t=1 to t=2. Calculate the rate of return on a price-weighted index consisting of the three stocks for the first period from t=0 to t=1. Answer in percentage. Answer options:  0.00% 2.49% 6.06% 8.95% 1.30%

Ralph is constructing a price-weighted index. On March 1, 2XX1, he has the following stocks in the index: Company Share price # shares outstanding Walmart $42.6 26,000 Kmart $18.76 19,000 Venture $55.11 63,000 Macy’s $39.61 45,000 What is the price-weighted index on March 1, 2XX1?  (Do not round intermediate calculations. Round your answers to 3 decimal places. (e.g., 32.167))