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What are Diva's projected profits for the fiscal year ending September 1995?
What factors affect a firm's exposure to exchange-rate risk? How much exposure to exchange rate risk does Diva Shoes have in April 1995?
Suppose that Diva chooses to hedge its exposure in yen using the forward contract described in case Appendix A or the currency option described in case Appendix B. Assume that you lock in these contracts at the forward price implied by interest-rate parity for September 1995. Draw the payoffs to the position at maturity for each alternative with the exchange rate defined in USD/JPY × 10,000 units (i.e., the same units as the currency option is quoted). What do you see as the trade-offs between the alternatives?
Do you think Bisno should remain strictly a shoe salesman or do you favor hedging his exposure? If you favor hedging, which alternative would you recommend to him?
What is the maximum car payment and mortgage payment you can afford with the following conditions: your monthly household income, 10% for the car payment, and 28% for the mortgage payments?
ABC analysis, standardisation and variety reduction, Inventory Driven Costs, EDI works, Just in Time, dependent and independent demand
Function of finance Manager and profit maximization does consider the impact on individual shareholder's EPS.
part - 1at year-end 2012 total assets for ambrose inc. were 1.2 million and accounts payable were 375000. sales which
Recalculate the NPV assuming the machine press can only be sold for $45,000 at the end of year four. Does this change have an impact on their decision?
The asset beta for firms in the same industry (SIC) code and determine that value is 1.15. The firm plans on keeping its D/E ratio constant (at the current level) going forward and the tax rate is expected to be 35%. The beta of the firm's de..
Find the unknowns in Big Chuck's abbreviated cash budget and determine the outstanding loan balance as of September 30, after any repayments have been made.
Illustrate three long term external sources of finance.
Security A has an expected rate of return of 6%, a standard deviation of returns of 30%, a correlation coefficient with the market of -0.25, and a beta coefficient of -0.5. Security B has an expected return of 11%
Security A has an expected return of 8%t and a standard deviation of 20%. Security B has an expected return of 10% and a standard deviation of 50%.
Compute the Black-Scholes price for a call option with a strike price of $120, ?rst for a maturity of one year, and then for a variety of very long times to maturity.
What combination of stock types would you invest in and why? Use the stock types I talked about in my slides: blue chip, income, cyclical, defensive, growth, large cap, mid cap, small cap, and penny stocks.
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