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45) Followers of the random walk hypothesis believe that 45) ______ A) the price

ID: 2650296 • Letter: 4

Question

45) Followers of the random walk hypothesis believe that 45) ______

A) the price movements of stocks are unpredictable, and therefore security analysis will not help to predict future market behavior.

B) security analysis is the best tool to utilize when investing in the stock market.

C) that traders can earn higher than normal returns by exploiting market anomalies such as the small-firm effect.

D) support levels and resistance lines, when combined with basic chart formations, yield both buy and sell signals.

46) Behavioral finance would explain many market anomalies to 46) ______

A) random price movements that only appear to have a rational explanation.

B) illegal manipulation of securities prices.

C) the influence of human emotions and biases on securities markets.

D) poorly understood aspects of market efficiency.

57) Fred and Martha are in their seventies and retired. Which one of the following sets of portfolio statistics might best suit their situation if their primary investment goal is current income with limited risk?

57) ______

A) beta of 1.6 and a dividend yield of 6.4% B) beta of 1.1 and a dividend yield of 5.4%

C) beta of 0.83 and a dividend yield of 6.3% D) beta of 0.86, and a dividend yield of 4.6%

58) An American call option gives the owner 58) ______

A) the right but not the obligation to sell the stock at the strike price on or before the expiration

date.

B) the right to buy or sell the stock at the strike price on or before the expiration date.

C) the right and the obligation to buy the stock at the strike price on or before the expiration

date.

D) the right but not the obligation to buy the stock at the strike price on or before the expiration

date.

59) Which of the following statements concerning options are correct?

I. Options are derivative securities.

II. The value of an option is dependent upon the value of the underlying security.

III. The seller of the option retains the option premium whether or not the option is exercised.

IV. Options can provide leverage benefits.

59) ______

A) II and III only B) I, II, III and IV C) I, II and III only D) I, II and IV only

60) The buyer of a listed American option has which of the following rights?

I. the right to change the expiration date

II. the right to change the strike price

III. the right to resell the option

IV. the right to let the option expire unexercised

60) ______

A) I, III and IV only B) III and IV only

C) II, III and IV only D) I and III only

Explanation / Answer

45)

A) the price movements of stocks are unpredictable, and therefore security analysis will not help to predict future market behavior.

46)

A) random price movements that only appear to have a rational explanation.

57)

C) beta of 0.83 and a dividend yield of 6.3%

58)

D) the right but not the obligation to buy the stock at the strike price on or before the expiration

date.

59)

D) I, II and IV only

60)

C) II, III and IV only

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