Question 3: Maturity Price Yield Mid Yld 1M 24 Nov '20 0.0750 / 0.0650 0.0760 / 0.0659 0.0750% 2M 22 Dec '20 0.0900 / 0.0800 0.0913 / 0.0811 0.0862% 3M 28 Jan '21 0.0975 / 0.0875 0.0991 / 0.0890...

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Question 3:   Maturity Price Yield Mid Yld 1M 24 Nov '20 0.0750 / 0.0650 0.0760 / 0.0659 0.0750% 2M 22 Dec '20 0.0900 / 0.0800 0.0913 / 0.0811 0.0862% 3M 28 Jan '21 0.0975 / 0.0875 0.0991 / 0.0890 0.0975% 6M 29 Apr '21 0.1100 / 0.1000 0.1116 / 0.1014 0.1100% 1Y 07 Oct '21 0.1225 / 0.1125 0.1243 / 0.1142 0.1225% 0. Compute the price at which you could sell the 6-month Treasury bill shown in the above table. 0. Compute the bond equivalent yield on the 6-month Treasury Bill shown in the above table. Question 4: The Day 1 price weighted index is $60. Assuming that Stock C has a 3 for 1 stock split and the price of Stock A increases by 5 percent, compute the Day 2 price weighted index. Question 5: a. Using the Fama-French 3-factor model and the data provided in the Excel file included with this exam, compute Shake Shack’s (SHAK) market, SMB and HML beta coefficients and briefly explain the role of each. Beta is a relative measure of systematic risk. b. Briefly discuss the role of alpha (α) in the active management of stock portfolios. Would a portfolio consisting entirely of SHAK have generated positive alpha during the period covered by the regression results? Explain. A positive and statistically significant alpha would indicate that the firm is generating additional return above and beyond the CAPM required return. Day 1StockPriceShares A$5010,000,000 B$705,000,000 C$6012,000,000