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1.if a bank will invest $300,000,000 in treasury bonds (par=price) in 3-months. the duration on the bonds is 12.5 year. a,should the bank buy or sell futures? b,if the bank hedges with $100,000 T-bond futures with a duration of 9years and a current price of 101,how many contracts does the bank need? c,if the bank hedges with $1,000,000 T-bill futures with a duration of 0.25 years., and current price of 102,and a basis of 2, how many contracts does the bank need? 2,if you borrow $20,000,000 in bonds(par=price) in 3 month. The duration on the bond is 5years. a,should you buy or sell a future to hedge your interst rate risk?
Assume the market risk premium is 6.5% and risk free interest rate is 5%. Compute the cost of capital of investing in project with beta of 1.2.
Calculate the Macaulay duration D(.07,oo) and the modified duration D(.07,1) of the bond.
Pierre Imports is evaluating the proposed acquisition of new equipment
mary has been working for a university for almost 25 years and is now approaching retirement. she wants to address
in a recent discussion with you your broker commented that well-managed firms are not necessarily more profitable than
If the correlation between D and E are o.5 and D has a standard deviation of 0.4 and E has a standard deviation of 0.6, determine combined portfolio standard deviation if you put 40% in D?
Each warrant is expected to have a market value of $4.00 given that the stock sells for $42. What coupon interest rate must the company set on the bonds in order to sell the bonds-with-warrants at par?
compose a 2-4 page report single-spaced on the following topic. be sure to illustrate your report with relevant
In March 2005, General Electric (GE) had a book value of equity of $113 billion, 10.6 billion shares outstanding, and a market price of $36 per share. GE also had cash of $13 billion, and total debt of $370 billion. Four years later, in early 2009, G..
directions be sure to make an electronic copy of your answer before submitting it to ashworth college for grading.
Why is the U.S retirement system described as a three legged stool? Is it reliable?
You own a portfolio equally invested in a risk-free asset and two stocks. One of the stocks has a beta of 1.25 and the total portfolio is equally as risky as the market.
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