Practice Exam I
Econ 353
Fall 2004
For problems 1-10, circle the
correct answer (if multiple choice) or do the calculations. Show your work on the calculations if you
wish to receive partial credit. Problems
1-10 are worth 5 points each. Answers
in BOLD
1. Rank the following from least liquid to most
liquid
a.
bonds c. real estate
b. cash b. bonds
c. real estate d.
savings deposits
d.
savings deposits b.
cash
2. Which of the following statements is NOT
consistent with the efficient market
hypothesis:
A. Stock price
movements are unpredictable.
B. Financial
analysts that have recommended successful stocks in the past
will probably
recommend successful stocks in the future.
C. Unexploited
profit opportunities will be eliminated.
D. A positive
announcement from a corporation (such as higher profits) doesn’t
necessarily
lead to a higher price for that corporation’s stock
3. Financial futures contracts are different
from forward contracts in that:
A. They specify a
future date at which a financial transaction will occur.
B. The price at
which the transaction will occur is decided when the contract
made
C. The contract
is between the investor and the exchange, thus
eliminating
the risk of default.
D. They are used
to hedge.
4. Which feature of the term structure is
effectively explained by the segmented markets theory (assuming people prefer
bonds of short maturity)?
A. Yield curves
usually slope upward
B.
When short term interest rates are low, yield curves are likely to slope
upward
C. The yield curve contains a liquidity premium.
D. Interest rates
on bonds of different maturities move together over time.
6. Calculate the yield to maturity of a coupon
bond with face value $1000 and coupon rate of 10% that matures in one year and
whose current price is $600.
Use
the principle that the price of a security today is equal to the present value
of its future payments. Thus,
$600 = $1000 / (1+i)
Solving this equation for i yields i = 5/6 or 83.3%
7. Calculate the current yield on the bond in
the problem 6.
Current yield is the amount of a coupon payment
divided by the face value. Each coupon
payment is
$1000 * .10 = $100, so the current yield is
.10.
8. The table below provides the current yield
for one-year bonds today, and the expected yield on these bonds for the next
four years.
|
Time Period |
|
Expected yield |
|
Today |
it |
8.2% |
|
One year from now |
iet+1 |
7.0% |
|
Two years from now |
iet+2 |
4.8% |
|
Three years from now |
iet+3 |
4.0% |
|
Four years from now |
iet+4 |
3.1% |
Calculate the current yield
for a three-year bond according to the expectations theory of the term
structure of interest rates.
The expectations theory of interest rates says that the
interest rate on a three year bond is the average of the expected one-year
rates from today until three years from now.
That is,
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By plugging in the
appropriate numbers from the table, one finds that i3t is 20/3% (6.67%)
9. If pencils serve as a medium of exchange, a
store of wealth and a unit of account, pencils have the same functions as:
A. a checking
account
B. shares of stock
C. money
D. reserves
10. Which of the following is a transaction
involving indirect finance
A. Issue of new
shares of stock by a corporation
B. Purchase of a
corporate bond by an individual
C. Loan to a corporation by a bank
D. Purchase of a
Eurobond by a corporation
Questions 11-15 require short
answers. They are worth 10 points each.
11. Suppose that due to problems with oil
distribution caused by the hurricanes in Florida, oil prices increase, which
leads to higher expected inflation. How
will this affect interest rates? (You might want to use graphs)
An increase in expected inflation reduces the demand
for bonds because the expected returns on real assets, such as real estate and
cars rise. A lower bond price and higher
interest rates are the result. Also, the
increase in expected inflation reduces the real costs of borrowing, making
borrowing more attractive. Thus,
businesses will issue more bonds, increasing the supply for bonds. This effect will further reduce the bond
price and, therefore, cause interest rates to rise even further.
12. Why might you be willing to make a loan to
your neighbor whom you don’t know very well by putting money into a savings
account and having the bank issue her a loan instead of directly loaning her
the money?
If you don’t know your neighbor well, you may not know
if she’ll pay you back or not. A bank
posseses (or can possess) information about your neighbor that you cannot which
gives the bank a better idea of whether she’ll pay back the loan.
13. Suppose that due to unstable business
conditions stocks become more risky relative to bonds. How will this affect interest rates? (You may
want to use a graph)
The increased relative risk of stocks will make bonds
relatively less risky, which will increase the demand for bonds, resulting in a
higher bond price and, therefore, lower interest rates.
14. Can someone with rational expectations
expect the price of Microsoft stock to increase by 5% during the next
month? Why or why not?
It depends. If
this price increase does not imply returns above (or below) the equilibrium
return, then then answer is yes. Note
that a 5% monthly increase in the stock price implies an almost 80% annual
return, not considering dividends, so this is likely higher than the
equilibrium. If the price increase
implies returns above the equilibrium return then the market price of the stock
will fall until equilibrium returns are restored, so that a rational person
would not expect such a price increase to be possible.
15. Suppose you have a long position on U.S.
Treasury bonds with face value $100,000 selling at par that mature in
2024. How could you hedge the
interest-rate risk you face by using futures contracts that sell for $1,000
each that expire in 2 years?
You could sell futures contracts (i.e., take a short
position on these contracts). You would
have to sell $100,000 / $1000 = 100 futures contracts to completely hedge the
interest rate risk. In 2 years, the
bonds will have a certain value, call it V2.
Thus, in the 2 years you will have lost (or gained) V2-$100,000 by
holding the bonds. On the other hand you
will gain (or lose) $100,000-V2 when you deliver the bonds to the purchaser of
the futures contract. Thus, your net
gain is zero.