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RSK4805 Assignment 4 (COMPLETE ANSWERS) 2024 - DUE September 2024 ; 100% TRUSTED Complete, trusted solutions and explanations. Ensure your success with us..
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RSK4805 Assignment 4 (COMPLETE ANSWERS) 2024 - DUE September 2024 ; 100% TRUSTED Complete, trusted solutions and explanations.
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RSK4805EXAM PACK
This document includes:
• Exam questions and answers and guidelines for
better understanding,
• Summarised study notes
• Exam guidelines and tips
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, UNISA EXAMINATIONS
JANUARY/FEBRUARY 2023
RSK4805
Market Risk Management
Total: 100 marks
Duration: 3.5 hours
This examination paper consists of 9 pages.
INSTRUCTIONS:
(i) This examination will be proctored by means of the Invigilator app. The use of the app is
compulsory and failing to use the proctoring will be against university policies. Access the
Invigilator app now and log in.
(ii) Answer ALL THE QUESTIONS in this paper. You only need to supply your answer; you don’t
have to rewrite the question.
(iii) Pay special attention to the structuring and numbering of your answers.
(iv) Number the questions the same as in the exam paper.
(v) Round all calculations to four (4) decimal places, with final answer to two (2) decimal places,
unless otherwise stated.
(vi) Make sure that you number your pages and that all the pages are scanned before you upload
your paper. A good way of doing this is: 1 of 15.
(vii) Name your upload file as follows: Your student number_RSK4805_Exam.
(viii) The first page should clearly state your name, student number and the module code.
(ix) Make sure that the scans are readable and the right side up.
(x) Make sure you stop writing after 3.5 hours and start your upload. You will only have 30
minutes to upload your examination answers to the myExams platform.
(xi) You need to adhere to the Universities Policies on Plagiarism, Academic Integrity and
Copyright Infringement.
, Page 2 of 9 RSK4805
Jan/Feb2023
QR CODE
INSTRUCTIONS ON THE DAY OF ASSESSMENT:
• Ensure you are connected to the internet in order to log into the Invigilator App and scan this QR code.
• If you encounter difficulty in scanning the QR code, you can alternatively enter the Exam Access Code
below the QR code to start the invigilation.
• Unless otherwise specified by your institution, note that you can only scan this QR code once. If your
assessment has multiple online sections, tests or attempts, you should NOT finish the invigilation until
your entire assessment has been completed.
• Only scan the QR code when the assessment formally commences
• The QR code is only scannable for a limited time and it should therefore be scanned as soon
as possible to start the invigilation.
• Once the QR code is scanned, ensure your media volume Is turned up and place your smartphone
next to you. The Invigilator App will notify you with a notification beep when you are required to action
a request, which you should then perform.
• We recommend that you keep your smartphone on charge for the duration of the assessment.
• If you only have one device you may access your assessment in the application by pressing the
‘Access Exam’ button in the top right corner of your app.
• Keep the Invigilator App open on your cell phone for the full duration of the assessment. You
are not allowed to minimise or leave the app.
• Ensure you are connected to the internet in order to commence the invigilation as well as at the end
of the assessment. No internet connection is required during the assessment.
• You have to adhere to the assessment time limit communicated to you by your institution as
the time displayed in the Invigilator App could differ from the time allocated to complete your
assessment.
• You can click the "Finish Assessment" button in the app if you finish your assessment early.
• If you are performing a written or Scan-and-Upload assessment:
• The Invigilator App may request you to take a picture of every page of your answer sheet at the end
of the assessment.
• Unless otherwise specified by your institution, this does NOT replace the normal upload of
your script to your institution’s online portal
• After completing invigilation and following all app instructions, you must upload your Invigilation App
data. If however there is a delay in the upload of the app data at the end of the assessment, you should
prioritise the upload of your script to your university portal and you can temporarily minimise the app
to do so. Uploading of app data is not time sensitive and you can come back and do it after you have
successfully uploaded your script to the exam portal.
• Should you encounter any technical difficulty, please WhatsApp The Invigilator Helpdesk on 073 505
8273.
, Page 3 of 9 RSK4805
Jan/Feb2023
Question 1 [30 marks]
Question 1.1 (10 marks)
1.1.1 The return from the market last year was 9% and the risk-free rate was 4.5%. A hedge fund
manager with a beta of 0.7 has an alpha of 4%. What return was earned by the hedge fund
manager? (3)
1.1.2 Given the following information for Uptown Ltd, calculate the expected return and standard
deviation. (4)
State of the economy Probability Return
Expansion 0.40 13%
Sustained growth 0.42 9.5%
Recession 0.18 3%
1.1.3 Indicate whether the following statement is true/false and give a reason for your answer. (3)
All investors are risk takers as they want to increase their expected return while decreasing the
standard deviation of return.
Question 1.2 (9 marks)
1.2.1 Explain the difference between private placement and public offering and give an example of
when this will be used. (3)
1.2.2 What feature of the policies written by a property-casualty insurance company is responsible
for the most risk? Give examples to justify your answer. (2)
1.2.3 Explain four advantages that exchange traded funds (ETF) has over mutual funds? (4)
Question 1.3 (11 marks)
1.3.1 Discuss the four key principles of Pillar 2 under Basel II? (4)
1.3.2 Basel II.5 relates to changes in the calculation of capital for market risk. Indicate the three
changes that were implemented under Basel II.5 and the effect this had on the banking
industry. (4)
1.3.3 Indicate whether the following statement is true/false and explain your answer. (3)
The banking book consist of items that are expected to be held to maturity and mark-to-market.
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