BA4345 Money and Capital Markets, Summer 2004 – Test 2.                                 Peter Lewin.

 

Please read the following carefully:

 

Multiple Choice – 25 questions.  Please use a 50 question scantron (882-ES) with a pencil.  Hand in only the scantron (you may keep this question paper). 

 

This is a closed book exam.  Cheating will result in a zero (among other possible sanctions).

 

Among the possibilities given in each question select the best alternative.

 

Solution and grade distribution at end.

 

1.        Exporting a good gives rise to a _________ foreign exchange and a _________ the currency of the exporting country in the foreign exchange market.

a.        demand for, demand for

b.       demand for, supply of

c.        supply of, demand for

d.       supply of, supply of

 

2.        Considerable day-to-day volatility in major exchange rates is caused by

a.        shifts in tastes or preferences for domestic versus foreign goods

b.       sudden changes in productivity in one nation versus others

c.        highly variable inflation rates in some industrialized countries

d.       international capital mobility

 

3.        If country A has a permanent inflation rate of 10% and country B has a permanent deflationary rate of 5%

a.        country A’s currency will depreciate against B’s currency at a rate of 15% per year

b.       country A’s currency will depreciate against B’s currency at a rate of 5% per year

c.        country B’s currency will depreciate against A’s currency at a rate of 15% per year

d.       country B’s currency will depreciate against A’s currency at a rate of 5% per year

 

4.        If a buyer of a particular stock purchased a call option at a strike price of $100 and the stock is selling for $110 on the expiration date, the call option is worth

a.        $110 per share

b.       $800 per share

c.        $10 per share

d.       $0 per share

 

5.        If a buyer of a particular stock purchased a put option at a strike price of $100 and the stock is selling for $110 on the expiration date, the put option is worth

a.        $110 per share

b.       $800 per share

c.        $10 per share

d.       $0 per share

 

6.        If person A buys a 1995 Treasury bond futures contract from person B, in market terminology

a.        A is the long and B is the short

b.       A is the short and B is the long

c.        A is the short and B is the broker

d.       A is the long and B is the dealer

 

7.        Which of the following is correct?

a.        the holder of a put is a short

b.       the holder of a call is a long

c.        the seller of a put is a short

d.       the seller of a call is a short

e.        c and d of the above

 

8.        Which of the following is defined as a standardized agreement which gives one the right to buy or sell a particular asset or commodity at a future date at a currently agreed upon price?

a.        an option contract

b.       a futures contract

c.        a derivative asset

d.       a financial contract

 

9.        Which of the following is a derivative financial asset?

a.        mortgages

b.       commercial paper

c.        Treasury bills

d.       an interest rate swap

 

10.     Which of the following statements regarding the futures market is correct?

a.        buyers have rights; sellers have obligations.

b.       sellers have rights; buyers have obligations.

c.        buyers and sellers have obligations but not rights

d.       buyers and sellers each have rights and obligations

 

11.     The measure of the money supply called M1 consists of

a.        currency outside banks plus checkable accounts Eurodollars

b.       currency outside banks plus checkable accounts plus money market deposit accounts

c.        currency outside banks plus checkable accounts plus travelers' checks

d.       currency outside banks plus checkable accounts plus small denomination time deposits

 

12.     The principal policy-making committee of the Federal Reserve is the

a.        Federal Advisory Council

b.       Board of Governors

c.        president of the Washington, D.C. Federal Reserve bank

d.       Federal Open Market Committee

 

13.     Which of the following is the most important consideration in ensuring that the Fed not engage in inflationary policy?

a.        the Fed is geographically dispersed

b.       the Fed is owned by the member banks

c.        the Fed is independent of the various branches of government

d.       the Fed is staffed by clever people

 

14.     Funding for the operations of the Board of Governors of the Federal Reserve is derived from

a.        taxes collected from commercial banks

b.       the governments of the states in which the district banks operate

c.        appropriations from the United States Congress

d.       earnings of the Federal Reserve district banks

 

15.     In which of the following ways does money get created?

a.        the Fed prints money

b.       the Treasury prints money

c.        the Treasury writes a check drawn on its newly created deposit at the Fed, the funds for which come from the Fed purchasing Treasury bonds

d.       the Treasury writes a check drawn on its newly created deposit at the Fed, the funds for which come from the general public purchasing Treasury bonds

 

16.     Each regional Federal Reserve Bank is owned by

a.        the member banks in its district

b.       the Federal Deposit Insurance Corporation

c.        those who purchase its stock on the open market

d.       the taxpayers in its district

 

 

17.     The Board of Governors appoint ________ directors for each Federal Reserve Bank and the member banks elect __________ for the Federal Reserve Bank in their district.

a.        three, three

b.       three, six

c.        six, three

d.       six, six

 

18.     The Federal Reserve's primary monetary policy-making body is the

a.        Federal Open Market Committee

b.       Council of Economic Advisors

c.        Federal Advisory Council

d.       Federal Deposit Insurance Corporation

 

19.     The Federal Reserve Bank of New York

a.        executes open market operations

b.       sets reserve requirements

c.        establishes the prime rate

d.       establishes the three-month Treasury bill rate

 

20.     The largest component of the money supply (M1) is

a.        time deposits

b.       large CDs

c.        demand deposits

d.       coin and currency

 

21.     The Federal Reserve's ability to control the amount of demand deposits in the system depends on its ability to

a.        clear checks

b.       charter national banks

c.        print currency

d.       regulate bank reserves

 

22.     Which of the following is the basic ingredient controlled by the Fed necessary for the creation of the money supply?

a.        reserves

b.       commercial loans

c.        demand deposits

d.       currency

 

23.     Which of the following is classified as a liability for a commercial bank customer?

a.        a car loan

b.       a commercial loan

c.        a demand deposit

d.       a deposit with the Federal Reserve

 

24.     If the required reserve ratio is .20, demand deposits are $400 million, and total reserves are $150 million, then excess reserves are

a.        $25 million

b.       $50 million

c.        $70 million

d.       $125 million

 

25.     Assume that excess reserves are $10 million, demand deposits are $500 million, and total reserves are $110 million.  The required reserve ratio is

a.        .05

b.       .1

c.        .2

d.       .25

 

26.     Which of the following are stated purposes of financial regulation?

a.        protect the consumer

b.       promote competition

c.        achieve financial stability

d.       conduct monetary policy

e.        all of the above

 

27.     Which of the following regulates the U.S. stock markets?

a.        the SEC

b.       the CES

c.        the Fed

d.       the FDIC

 

28.     Which of the following is true for the period 1970-2002?

a.        banks have shifted out of loans into other assets

b.       banks have shifted into loans out of other assets

c.        banks have reduced their bank fees

d.       banks have reduced the volume of mortgage loans they make

 

29.     Which of the following is true for the period 1970-2002?

a.        banks have increased the proportion of their liabilities accounted for by demand deposits

b.       banks have decreased the proportion of their liabilities accounted for by demand deposits

c.        banks no longer accept demand deposits

d.       banks no longer use the funds from demand deposits

 

30.     Insurance companies are regulated at

a.        the federal level

b.       the state level

c.        the city level

d.       the international level

 

31.     The principles of  the economics of insurance works essentially on

a.        the law of large numbers

b.       the stupidity of the insurance holders

c.        the greed of the insurance companies

d.       the regularity of the seasons

 

32.     Which of the following regulated branch banking?

a.        the McFadden Act

b.       the Glass-Stegall Act

c.        the Sherman Act

d.       the Smith-Taylor Act

 

33.     Which of the following regulated bank investment activities?

a.        the McFadden Act

b.       the Glass-Stegall Act

c.        the Sherman Act

d.       the Smith-Taylor Act

 

34.     A commercial bank's ability to lend is determined by its

a.        required reserves

b.       excess reserves

c.        total reserves

d.       capital

 

35.     The demand deposit multiplier __________ as the currency-deposit ratio _________

a.        increases, increases

b.       increases, decreases

c.        does not change, increases

d.       does not change, decreases

 

36.     Assume that the M1 multiplier is 4 and the Federal Reserve sells $100 million worth of government securities.  Bank reserves will

a.        rise by $100 million

b.       fall by $100 million

c.        fall by $300 million

d.       fall by $33.33 million

 

37.     Assume that the M1 multiplier is 3 and the Federal Reserve sells $100 million worth of government securities.  The maximum ultimate change in the supply of M1 will be to

a.        rise by $100 million

b.       fall by $100 million

c.        fall by $300 million

d.       rise by $300 million

 

38.     Which of the following statements is inconsistent with Say's Law?

a.        The economy has flexible wages and prices

b.       The economy will produce at the full employment level of output.

c.        The economy has an environment of "laissez faire."

d.       The economy's level of saving depends solely on the level of income.

 

39.     In the Classical view, the money supply determines

a.        interest rates

b.       the saving rate

c.        aggregate supply

d.       the price level

 

40.     Classical monetary theory relies on

a.        aggregate supply

b.       rational expectations

c.        short-run analysis

d.       Say's Law

 

41.     In the simple Keynesian framework, the price level

a.        is fixed

b.       varies directly with unemployment

c.        varies inversely with wages

d.       is indeterminate

 

42.     The velocity of M1 is equal to

a.        M3 minus M1

b.       GDP divided by M1

c.        GDP multiplied by M1

d.       the velocity of M2

 

43.     Which of the following Schools favors a constant growth rate of the money supply?

a.        the Keynesians

b.       the Austrians

c.        the Monetarists

d.       the body snatchers

 

44.     Which of the following is the biggest problem in conducting finely-tuned monetary policy?

a.        we don’t know what causes inflation

b.       we don’t know where the money supply comes from

c.        there are long and variable lags involved in implementing policy

d.       the public knows too much

 

45.     Which of the following Schools emphasizes the quantity of money as determining the business cycle?

a.        the Keynesians

b.       the Monetarists

c.        the Austrians

d.       all of the above

e.        none of the above

 

46.     Friedman contended what about the unemployment rate?

a.        there is a natural rate of unemployment

b.       unemployment is unnecessary

c.        there is a trade-off between inflation and unemployment

d.       there is no trade-off between inflation and unemployment

e.        a and d of the above

 

47.     Which of the following may be said to essentially agree with Hayek on the question of unemployment?

a.        Keynes

b.       Friedman

c.        Taylor

d.       Samuelson

 

48.     Which of the following was Keynes’s most effective rival?

a.        Hayek

b.       Mises

c.        Friedman

d.       Lucas

 

49.     Which of the following was the originator of macroeconomics?

a.        Friederich Hayek

b.       Lionel Robbins

c.        John Maynard Keynes

d.       John Neville Keynes

 

50.     Adam Smith was a member of which of the following schools of thought?

a.        the Classical School

b.       the Neoclassical School

c.        the Keynesian School

d.       the Austrian School

 

If you total score (both tests) is

greater than or equal to:    your grade is

          

94

A+

85

A

80

A-

75

B+

70

B

65

B-

60

C+

55

C

ELSE

C-

 

Solution:

 

1.        c

2.        d

3.        a

4.        c

5.        d

6.        a

7.        e

8.        b

9.        d

10.     d

11.     c

12.     d

13.     c

14.     d

15.     c

16.     a

17.     b

18.     a

19.     a

20.     c

21.     d

22.     a

23.     b

24.     c

25.     c

26.     e

27.     a

28.     a

29.     b

30.     b

31.     a

32.     a

33.     b

34.     b

35.     b

36.     b

37.     c

38.     d

39.     d

40.     d

41.     a

42.     b

43.     c

44.     c

45.     b

46.     e

47.     b

48.     a

49.     c

50.     a