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1.Derive an expression for the expectation of the product of two random variables:E(X)7) = ?
2. Using the definition of portfolio variance, prove that a perfectly hedged stock portfolio that is 100 shares long and 100 shares short is perfectly risk free.
Principles of Ito calculus and stochastic differential equations - introduction to the Black&Scholes model of option pricing.
What-if and Goal-seeking analysis, Portfolio Planning using optimization and a Monte Carlo Simulation Problem
In the CAPM is there any way to identify the investors who are more risk averse? Explain. How would your answer change if there were not a riskless asset?
Describe the arbitrage transaction that Arshia should undertake to take advantage of these market conditions. Demonstrate the arbitrage profit that she will realize at the expiration date of the futures contract.
Economic and territorial logic of empire are not always aligned. Explain his argument in light of the role of the IMF and World Bank as forms of neo imperialism.
Demonstrate graphically how you could synthetically recreate the payoff structure of a share of DRKC stock in six months using a combination of puts, calls, and T-bills transacted today.
What are the other critical assumptions underlying capital market theory? What is the capital market line (CML), and how does it enhance our understanding of the relationship between risk and expected return?
What economic functions do the forward and futures markets serve? How are forward and futures contracts valued after origination?
Discuss two reasons why SC's potential acquisition might increase the P/E multiple investors are willing to pay for SC.
Summarise the Governance problems and suggest solutions. Using Borne and Walker's article as a guide (see embedded object below), identify two stakeholders.
Discuss which firm is more cost effective. Discuss the relative year-to-year changes in gross profit margin, operating profit margin, and net profit margin for each company.
Find the optimal risky portfolio and its expected return and standard deviation - How much an investor with A = 5 will invest in the optimal risky portfolio
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