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How do you compute the EAY of a semi-annual coupon bond?
A. You assume that the bond is twice as long as its actual maturity to compute the discount rate r, then the EAY is 2*r
B. You assume that the bond is half as long as its actual maturity to compute the discount rate r, then the EAY is (1+r*2)2 -1
C. You assume that the bond is twice as long as its actual maturity to compute the discount rate r, then the EAY is (1+r)2 -1
D. You compute the YTM directly by discounting the first cash-flow by 6 month, the second one by 1 year, the third one by 18 months, etc. Then EAY = YTM.
If asset A's beta is greater than asset B's beta, does this mean that asset A has more risk than asset B? Explain?- What is the difference between the security market line and the capital market line?
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topic 1 contingencieswhen examining financial statements a note that describes contingencies should be reviewed closely
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