4 questions

Quantitative Methods

The concept that a dollar today is worth more than a dollar in the future is:

  • a.Diversification
  • b.The time value of money
  • c.Arbitrage
  • d.Duration

Time value of money reflects that money can earn a return over time.

Quantitative Methods

A project should be accepted under the NPV rule when its net present value is:

  • a.Positive
  • b.Negative
  • c.Exactly zero always rejected
  • d.Equal to the payback period

Positive-NPV projects add value and should be accepted.

Quantitative Methods

Standard deviation is a measure of:

  • a.Central tendency
  • b.Correlation
  • c.Dispersion (variability) of returns
  • d.The mean only

Standard deviation measures how spread out values are around the mean.

Quantitative Methods

If two assets have a correlation of +1.0, combining them provides:

  • a.Maximum diversification benefit
  • b.Guaranteed higher returns
  • c.Zero risk
  • d.No diversification benefit

Perfectly positively correlated assets provide no diversification benefit.

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