Slides Fundamentals of Investments - Chapter 17 doc

... Hill / Irwin 17 - 21 Correlation and Diversification 17 17 C h a p t e r Diversification & Asset AllocationDiversification & Asset Allocation second edition Fundamentals of Investments Valuation ... Portfolio Risk Î More on Correlation and the Risk-Return Trade- Off © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 17 - 29 Chapter...

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... Investors Protection Corporation Î Broker-Customer Relations © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 2 - 11 Broker-Customer Relations  There are several ... sell in anticipation of the future direction of the market? Be Pas si ve ! Be Ac ti v e ! © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 2 - 16...

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... at: http://www.cnbc.com © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 3 - 4 Interest-Bearing Assets Fixed-income securities Longer-term debt obligations, often of corporations or ... Types second edition Fundamentals of Investments Valuation & Management Charles J. Corrado Bradford D.Jordan McGraw Hill / Irwin Slides by Yee-Tien (Ted)...

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... edition Fundamentals of Investments Valuation & Management Charles J. Corrado Bradford D.Jordan McGraw Hill / Irwin Slides by Yee-Tien (Ted) Fu Mutual Fund Objectives: Recent Developments 4 - ... account is a bank deposit and offers FDIC protection. © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 4 - 39 Chapter Review  Long-Term Fu...

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... Bonds second edition Fundamentals of Investments Valuation & Management Charles J. Corrado Bradford D.Jordan McGraw Hill / Irwin Slides by Yee-Tien (Ted) Fu Types of Corporate Bonds 11 - 10 McGraw ... (normally set at par value) on any of a sequence of prespecified dates. Such bonds are often called extendible bonds. Î Bond-to-stock conversion provisions - Conv...

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... a wider bid-ask spread. © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 12 - 8 U.S. T-Bills, Notes, Bonds, and STRIPS Treasury Bonds  are long-term obligations ... for T-bills, notes, and bonds. © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 12 - 6 U.S. T-Bills, Notes, Bonds, and STRIPS Treasury Bills  are shor...

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... reserved. McGraw Hill / Irwin 13 - 41 Chapter Review  A Brief History of Mortgage-Backed Securities  Fixed-Rate Mortgages Î Fixed-Rate Mortgage Amortization Î Fixed-Rate Mortgage Prepayment and Refinancing  ... McGraw-Hill Companies, Inc. All rights reserved. McGraw Hill / Irwin 13 - 4 A Brief History of Mortgage-Backed Securities  Financed by mortgage-backed bonds (also c...

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... offers a reward-to-risk ratio of 7.50%. In other words, asset A has a risk premium of 7.50% per “unit” of systematic risk. ( ) %50.7 6.1 %8%20 β = − = − = A fA RRE © 2002 by The McGraw-Hill Companies, ... Irwin 18 - 16 The Reward-to-Risk Ratio  Notice that all the combinations of portfolio expected returns and betas fall on a straight line.  Slope  What this tells us is th...

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... agree to buy T-bonds with a total par value $100,000 in December at a price of 13 1-1 5 per $100 of par value, where the -1 5" represents 15/32. Thus 13 1-1 5 can also be written as 13 1-1 5/32, which ... a price of 13 1-1 5/32 per $100 par value. The price has risen to 13 6-1 5/32, so you make a profit of $5 per $100 of par value, or $5,000 per $100,000 face value....

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... 34.67 36 Chapter 8 CHECK THIS 8.3a What are the day -of- the-week and January effects? 8.3b Why is the performance of professional money managers puzzling? 8.4 Summary and Conclusions In this chapter, ... technical indicator. 8. For initial investments of equal value, will need to purchase 1.6 shares of Pepsi for every share of Coke. Suppose you buy 5 shares of Coke and 8 share...

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