5) Which of the following statements is CORRECT?
a.In comparing two projects using sensitivity analysis, the one with the steeper lines
would be considered less risky, because a small error in estimating a variable such as
unit sales would produce only a small error in the project’s NPV
b.The primary advantage of simulation analysis over scenario analysis is that scenario
analysis requires a relatively powerful computer, coupled with an efficient financial
planning software package, whereas simulation analysis can be done efficiently using a
PC with a spreadsheet program or even with just a calculator
c.Sensitivity analysis is a type of risk analysis that considers both the sensitivity of NPV
to changes in key input variables and the probability of occurrence of these variables’
values
d.As computer technology advances, simulation analysis becomes increasingly obsolete
and thus less likely to be used as compared to sensitivity analysis
e.Sensitivity analysis as it is generally employed is incomplete in that it fails to consider
the probability of occurrence of the key input variables
6) Which of the following statements is CORRECT?
a.If a bond’s yield to maturity exceeds its coupon rate, the bond will sell at par
b.All else equal, if a bond’s yield to maturity increases, its price will fall
c.If a bond’s yield to maturity exceeds its coupon rate, the bond will sell at a premium
over par
d.All else equal, if a bond’s yield to maturity increases, its current yield will fall
e.A zero coupon bond’s current yield is equal to its yield to maturity
7) An 8-year Treasury bond has a 10% coupon, and a 10-year Treasury bond has an 8%
coupon. Both bonds have the same yield to maturity. If the yield to maturity of both
bonds increases by the same amount, which of the following statements would be
CORRECT?
a.Both bonds would decline in price, but the 10-year bond would have the greater
percentage decline in price
b.The prices of both bonds would increase by the same amount
c.One bond’s price would increase, while the other bond’s price would decrease
d.The prices of the two bonds would remain constant
e.The prices of both bonds will decrease by the same amount