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A portfolio of derivatives (calls) on a stock has delta of 2400 and a gamma of -100.
a) What position in the stock would create a delta neutral portfolio?
b) A call option on the stock with a delta of 0.6 and a gamma of 0.04 can be traded. What position in the option and the stock creates a portfolio that is both gamma and delta neutral?
c) What is the main difference between replicating and hedging a portfolio?
What is the future value of a $12,000 investment that pays a simple interest rate of 12% annually for 12 years?
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if excel inc. has projected sales of $20,000 in january, $15,000 in february, and $30,000 in march 80% of sales are on credit 20% are collected in the month of sale and 80% are collected the month after, what are cash receipts in march?
What is a mutual fund? What actions does Vanguard do with mutual funds? Why are mutual funds Vanguard's bread and butter. You can look up vanguard's website.
1. Determine the cost of each capital component. 2. Determine the weighted average cost of capital (WACC) for LEI.
An auto plant that costs $200 million to build can produce a line of flexfuel cars that will produce cash flows with a present value of $270 million
We are examining a new project. We expect to sell 5,900 units per year at $73 net cash flow apiece for the next 10 years.
Why may a bond's rate of maturity differ from its yield to maturity? Expand on your answer by incorporating real life events.
Green Wave Company plans to own and operate a storage rental facility. For the first month of operations, the company has the following transactions.
Obtain the copies of Annual Financial Reports for financial year ending on Dec. 31st of 2011, 2012 and 2013 for the three information technology (IT) firms listed on S&P 500 - Intel Corp. (deals in semiconductors), Google Inc. (deals in internet soft..
EOQ. The Trektronics store begins each month with 765 phasers in stock. This stock is depleted each month and reordered. If the carrying cost per phaser is $27.
What would transpire when a character utilizing the FES/NMES electrotherapy device accidentally puts it to full impulse?
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