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Question
Assume you are an investment advisor working for Seeking Alpha Inc., and a retail investor comes to you for an advice to invest in options on a stock of the firm experiencing severe operational problems and expected to have high stock price volatility over the next two-months. a) Which appropriate option strategy you will suggest to the investor and why? b) Estimate the breakeven point(s), maximum loss(es), and maximum profit(s) for the identified strategy. Consider two options July 100 call and July 100 put issued on April 1 and expiring on July 31. The call premium, put premium, current stock price and risk-free rate are $7.85, $6.15, $105 and 7.45 percent, respectively.
What issues or questions should be considered when evaluating a security program?
Write a 2 page paper stating your USP - unique selling proposition. Explain market segmentation, pricing or anything else that would help position your product for success in the marketplace and include your chart on the second page.
How do you expect this experience to help prepare you for the type of career you want when you graduate?
Research an article on an issue which deals with business ethics from the newspaper, magazine, journal, TV, or the Internet.
Choose a company that has both a mission and vision statement. This should not be the same company you will choose for the assignments for Weeks 2-5.
MNCs, IOs, NGOs, and the European Union are non-state actors in the role of pushing foreign policy to combat terrorism. Discuss one or two ways in which the national strategy influences any of these non-state actors.
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Write a two (2) page memo in which you: Develop two (2) strategies that will help your company reduce expatriate turnover. Summarize both ideas in memo format to present to your boss
A family business founded in Thailand in 1977 by a Chinese immigrant, Thai Union Frozen Products Plc has become one of the world's largest seafood processors, w
1. If the two LPNs had come to you first with complaints about Debbie's style of management, what would your response be?
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