Forkortelser i Finansiering

Question 1

Hvad er: X_i

Answer 1

Fraction invested in security i

Question 2

Hvad er: R_i

Answer 2

Return of security (or investment) i

Question 3

Hvad er: E[R_i]

Answer 3

Expected return

Question 4

Hvad er: r_f

Answer 4

risk-free interest rate

Question 5

Hvad er:

Corr(R_i,R_j) ?

Answer 5

correlation between returns of i and j

Question 6

Hvad er:
SD(R)

Answer 6

Standard deviation (volatility) of return R

Question 7

Hvad er:
Var(R)

Answer 7

Variance of Return R

Question 8

Hvad er:
R_xp

Answer 8

return of protfolio with fraction x invested in portfolio P and (1-x) invested in the risk-free security

Question 9

Hvad er:
Beta_i^p

Answer 9

Beta or sensitivity of the investment i to the fluctuations of the portfolio P

Question 10

Hvad står WACC for?

Answer 10

Sv: Weighted Average Cost of Capital

Question 11

.

Answer 11

.

Question 12

Hvad står YTM for?

Answer 12

Sv: Yield To Maturity, hvilket svarer til den effektive rente.

Question 13

Hvad er formlen for Putt-Call Pariteten?

Answer 13

C=P+S-PV(K) - PV(Div)

Hvor:

C= The Call Price

P=The Put Price

S= The Stock Price

K=Strike price / exercise price

DIv= Dividende