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Assume we have the following information for the call option written on BBB stock. Current price of BBB stock is $160. Continuously compounded risk-free rate is 4%. Exercise price of the call option is $165 and time to maturity is six months and the volatility of the BBB stock is 25%.
i. Find the (theoretical) value of the call option using BSM valuation model.
ii. If the stock price decreases by $1, how will the value of call option will change? (Be specific, such as “as the price of stock decreases by $1, the price of call option will increase/decrease by $?, because…”
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Calculate the value of a 6-month European call futures option when the futures price is $21, the strike price is $20, the risk-free rate is 12% per annum and the volatility of the futures price is 20% per annum.
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Fighting Dyer inc. had taxable income of 19.6 million. Calculate the federal income tax by using the corporate tax rate structure 15% $0-;$50,000 25% $50,001-$75,000 34% $75,001-;$10,000,000 35% over $10,000,000 Total tax due is?
Which statement about distributions from Roth IRAs and designated Roth accounts within employer-sponsored retirement plans is FALSE?
Atlantis Fisheries issues zero coupon bonds on the market at a price of $415 per bond. Each bond has a face value of $1,000 payable at maturity in 17 years. What is the yield to maturity for these bonds?
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