Financial Returns Problem set Following on the example and calculations on page 149 in terms of the effects of leverage on return in a falling market (Figure 12.2): Again, I used the rate of return formula, but coupons are zero so that R=(Pt1Pt0)/Pt0. As the price of the asset falls, the unleveraged investor suffers negative returns: 90100/100=.180100/100=.270100/100=.3 Solve and calculate the following table (keep your answers to three decimals)