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A bank is offering an interest rate call with an expiration of 45 days. The call pays off based on 180-day LIBOR. The volatility of forward rates is 17 percent. The 45-day forward rate for 180-day LIBOR is 0.1322 and the exercise rate is 12 per- cent. The risk-free rate for 45 days is 11.28 percent. All rates are continuously compounded. Use the Black model to determine how much the bank should receive for selling this call for every $1 million of notional principal.
What is the Treynor measure and ranking? What is the differential return if the market return is 13%, the standard deviation of return is 5%, and standard deviation is the appropriate measure of risk?
You have chosen biology as your college major because you would like to be a medical doctor. However, you find that the probability of being accepted into medical school is about 10 percent.
problem 1. if purchasing power parity applied to big macs and a big mac cost 2.50 in the united states while the
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What are the forward price and the initial value of the forward contract and what are the forward price and the value of the forward contract?
conduct an ergonomic assessment on an office workstation either at uni your home workplace etc. conduct your assessment
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