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Finance – Portfolio Management

Q.1 (a).What is the relationship between Yield Curve and Fiscal and Monetary Policies ?

Q.1 (b). Describe the relationship between Inflation and Business Cycle.

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Q.2.Explain the different sources of excess return in international bond portfolios

Q.3.Given the following information, calculate the short-term interest rate target.

Neutral rate 4%

Inflation target 3%

Expected inflation 7%

GDP long-term trend 2%

Expected GDP growth 0%

Q.4.Given the following information, calculate the Sharpe Ratio. (2 Marks)

Return of Portfolio 30

Risk-free Return 10

Standard –deviation of portfolio’s excess return 15

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