26) Interest rates A corporation’s 10-year bonds are currently yielding a return of 7.75
percent. The expected inflation premium is 3.0 percent annually and the real interest
rate is expected to be 3.00 percent annually over the next 10 years. The liquidity risk
premium on the corporation’s bonds is 0.50 percent. The maturity risk premium is 0.25
percent on 2-year securities and increases by 0.10 percent for each additional year to
maturity. What is the default risk premium on the corporation’s 10-year bonds?
A.0.18%
B.0.20%
C.0.22%
D.0.27%
27) Triangular Arbitrage Assume the U.S. dollar spot exchange rate with the Canadian
dollar is $1 = CA$1.125. The U.S. dollar and Swiss Franc exchange rate is $1 = 1.235.
If the cross rate between the franc and Canadian dollar is 1 franc = CA$0.9820, then
show that an arbitrage is possible. What positions should be taken to profit from the
mispricing?
A.Start with U.S. dollars, buy francs and convert them to Canadian dollars, then back to
U.S. dollars
B.Start with francs, buy U.S. dollars and convert them to Canadian dollars, then back to
francs
C.Start with Canadian dollars, buy francs and convert to U.S. dollars, then back to
Canadian dollars
D.Start with U.S. dollars, buy Canadian dollars and convert to francs, then back to U.S.
dollars
28) You are trying to pick the least-expensive car for your new delivery service. You
have two choices: the Scion xA, which will cost $13,000 to purchase and which will
have OCF of -$1,200 annually throughout the vehicle’s expected life of three years as a
delivery vehicle; and the Toyota Prius, which will cost $23,000 to purchase and which