You will receive $158 in 2 years time. If the discount rate is 6% per annum continuously compounded, what is the present value of this future cashflow?

Enter your answer with 2 decimal places. Do not enter the dollar sign "$".

$232 is invested for a period of 2 years with continuously-compounded interest of 6% per annum. How much will it grow to?

Enter your answer to 2 decimal places. Do not enter the dollar sign "$".

An equity portfolio has a beta of 1.8. Over a 11 month period, the return on the market is 11% (this includes both dividends and capital gains/losses). If the riskfree rate is 5% per annum, calculate the return on the equity portfolio over this period.

If your answer is say 4.3%, enter 0.043. (i.e., 3 decimal places)

You have a business based in Vietnam that has just exported a product to a buyer in Thailand. The invoice for this sale is denominated in Vietnamese dong and must be paid in 60 days. That is, your customer will pay you in Vietnamese dong.

Given this arrangement, what is the exchange-rate risk you face as an exporter?

You will receive $513 in 6 years time. If the discount rate is 11% per annum continuously compounded, what is the present value of this future cashflow?

Enter your answer with 2 decimal places. Do not enter the dollar sign "$".

You manage an equity portfolio currently worth $20m. The beta of this portfolio is 1.44. If the SPI200 futures contract is quoted at F=6134, how many short SPI200 contracts are required to fully hedge this equity portfolio?

Round your answer to the nearest whole number.

$750 is invested for a period of 8 years with continuously-compounded interest of 4% per annum. How much will it grow to?

Enter your answer to 2 decimal places. Do not enter the dollar sign "$".

The spot exchange rate between Australian dollar (AUD) and Euros (EUR) is  AUD 1.00 = EUR  0.62.

Which of the following reflects a strengthening of the AUD?

The dividend yield on the S&P/ASX200 market index is 4% per annum. Over a 6 month period, the S&P/ASX index moves from 5554 to 6441.

Calculate the return on the market (Rm) over this period.

If your answer is say 6.5%, enter 0.065 (i.e., 3 decimal places).

$801 is invested for a period of 6 years with continuously-compounded interest of 6% per annum. How much will it grow to?

Enter your answer to 2 decimal places. Do not enter the dollar sign "$".