Escolar Documentos
Profissional Documentos
Cultura Documentos
0
2.00
1
2.16
2
2.33
3
2.52
4 32.753
8%
8%
8%
4%
12%
1.93
1.86
35.27 25.11
28.89
Initial Principle
Intrest
Intrest
Intrest
Intrest
Intrest
-1000
300
300
300
300
300
15.24%
Yield
Settlement
Maturity
Coupon rate
Price
Redemption
Frequency
18.2%
1/1/2000
1/1/2002
12%
90
100
2
Stock 1
Stock 2
Stock 3
Bond 1
Bond 2
Proportion
Annualized Return
25%
20%
15%
22%
20%
16%
25%
12%
15%
11%
100%
81%
5.00%
3.30%
3.20%
3.00%
1.65%
16.15%
Rf
Market Risk Premium
Stock Expected Return
A
16.2%
B
12.4%
C
16.4%
8%
6%
Beta CAPM Return
1.2
15.2%
0.9
13.4%
1.4
16.4%
Under Valued
Over Valued
Correctly Priced
Price
Settlement
Maturity
Coupon rate
Yield
Redemption
Frequency
113.6034
1/1/2000
1/1/2009
8%
6%
100
1
1136.03
6.816203
1000
Yield
Settlement
Maturity
Coupon rate
Price
Redemption
Frequency
14.00%
1/1/2000
1/1/2005
0
50.835
100
2