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ABC is trading currently at $100. Assume a one period Binomial Model, that the stock price will either go up or down by 10% over the next period and the risk-free rate over the period is 5% [Take the period to be a year).
a. Set up a synthetic riskless portfolio which consists of ABC stock and the call option on ABC stock written today with a strike price of 100. 1What is the value hedge ratio .15?
b. From the results in a., how do you replicate a call option?
c. Calculate the risk-neutral probabilities and value the call using the risk-neutral probabilities. [Check that you get the same answer as in a. above).
d. Using the risk-neutral probabilities above also calculate the value of the ?nd the value of a put option written today, lasting one period, and with an exercise price of 100.
e. Verify that the same price for the put results from put-call parity.
A positive-sequence balanced three-phase wye-connected source witha phase voltage of 120 V rms supplies power to a balanced wye-connected load. The per phase load impedence is 40 + 10JΩ.
1) Calculate the speed of a microwave signal of frequency 1.8GHz through the materials
A "ferrite" having a relative permeability of 50 H / m, that operates with flux densities sufficiently small, may be considered a single material. If the magnetic flux density in the material is B = 0.05 T, H and M. halle How to compare the values
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Determine the differential voltage gain of the circuit and determine the output current of the circuits - What is the current source voltage (VCS)
Prepare a 600-800 word synopsis of your role and contributions during the portion of the design process that your team went through this semester. Include I) successes and difficulties you had in working on your project, 2) experience or knowledge..
Explain the diagrams and be careful to define any new symbols (e.g., those representing EHP generation and recombination).
The next step is to construct the 32-bit ALU by wiring EIGHT 4-bit ALU blocks. The final overflow output of the 32-bit ALU is the overflow output from the most significant 4-bit ALU block. You also need a behavioral VHDL block for generating the f..
a) what is the order of this approximation b) Suppose |f(x) - g(x)| 0 is as large as possible what is μ
Two Bit Analog to Digital Converter - MATLAB Let x (t) = 0.8 cos(2*pi*t) + 0.15, 0≤ t ≤ 1, and zero otherwise, be the input to a two bit ADC converter. a.) For a sampling period Ts = 0.025 sec; determine and plot using MATLAB the sampled signal: x (n..
Discuss what you believe were the flaws in the Predictions made for the Election 2016? Was it due to? The Method: Was it the way the polls were collected? Did they reach out to the full spectrum of the population? (State, gender, age, education, o..
A 500V shunt dc motor has a nominal armature current of 40A, and operates at 1200 rpm. if the armature resistance is 0.25 (ohm), calculate The valve of a starting resistor limiting the initial armature current to 60A
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