In early 2003, President Bush was considering whether to nominate Alan Greenspan for
(a) a fourth term as Chairman of the Board of Governors of the Federal Reserve
System.
(b) a fifth term as Chairman of the Board of Governors of the Federal Reserve System.
(c) a third term as Chairman of the Board of Governors of the Federal Reserve System.
(d) the position of Secretary of Treasury.
Answer:
Rational expectations involve the assumption that
(a) market participants make use only of information on the past performance of an
asset in determining what they believe its price should be.
(b) market participants rarely change their minds about the correct price of an asset.
(c) financial markets are good at increasing liquidity, but poor at transmitting
information.
(d) market participants makes use of all available information.
Answer:
Suppose that Acme Widget has a return of 10% one-quarter of the time and a return of