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1.Consider two securities that pay risk-free cash flows over the next two years and that have the current market prices shown here:
a. What is the no-arbitrage price of a security that pays cash flows of $100 in one year and $100 in two years?
b. What is the no-arbitrage price of a security that pays cash flows of $100 in one year and $500 in two years?
c. Suppose a security with cash flows of $50 in one year and $100 in two years is trading for a price of $130. What arbitrage opportunity is available?
2.Suppose a security with a risk-free cash flow of $150 in one year trades for $140 today. If there are no arbitrage opportunities, what is the current risk-free interest rate?
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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