Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
Consider the following balance sheet (in millions) for an FI: Assets:
Duration = 10 years $950
Liabilities:
Duration = 2 years $860
Equity = $90
(a) What is the FI's duration gap?
(b) What is the FI's interest rate risk exposure?
(c) How can the FI use futures and forward contracts to put on a macro hedge?
(d) What is the impact on the FI's equity value if the relative change in interest rates is an increase of 1 per cent? That is, DR/(1+R) = 0.01.
(e) Suppose that the FI in part (c) macro hedges using Treasury Bond futures that are currently priced at 96. What is the impact on the FI's futures position if the relative change in all interest rates is an increase of 1 per cent? That is, DR/(1+R) = 0.01. Assume that the deliverable Treasury Bond has a duration of nine years.
(f) If the FI wants to macro hedge, how many Treasury Bond futures contracts does it need?
A silver(Ag) electrode and a zinc(Zn) electrode are placed in the same electrolyte and connected to a voltmeter in a voltaic cell. The resistance of the volt bridge and electrolyte solution is 5k Ohm.
Determine the bit line voltages v1 and v2 after the cells are addressed for the case when (a) a logic 1 is stored and (b) a logic 0 is stored.
Three similar primary cells are connected in series to form a closed circuit as shown in given figure.- Calculate the current and show that points A, B and C are at the same potential.
A random current is described by the sample space S ={ -4 = i = 12}. A random variable X is defined by (a)Show, by a sketch, the values x into which the values of i are mapped by X. (b)What type of random variable is X
For a current flowing on a sheet, how would you define the current density at a point on the sheet? What are the units?
Three capacitors are connected in series across a 100 V battery. If the capacitances are 1µF, 0.1 µF, and 0.01 µF, respectively, calculate the potential difference across each capacitor.
Write down the standard expression for a voltage, of r.m.s. value 45 V, and frequency 1.5 kHz. Hence, calculate the instantaneous value, 38 s after the waveform passes through its zero value.
What is the coefficient of coupling for a transformer in which 4% of the total flux generated in the primary does not pass through the secondary?
For the circuit following parameters are given with Vcc = 18 volts DC: Rs = 0 ohm r pi = 1000 ohm Rb = 1750 ohms C1 = 10 microfarads gm = 50mS RL = 100 ohms Ce = 0.1 microfarads Re = 135 ohms C2 may be considered very large
A 300 kW, 6600 V, 8-pole, 50 Hz, three-phase, Y-connected, non-salient pole (i.e., cylindrical rotor) synchronous motor has the following parameters: Xs = 72 ohm /phase at 50 Hz, R =10 ohm/phase for operation near base speed, and Efo = 3200 V/phase..
Will Facebook be able to have a successful business model without invading privacy? Explain your answer. Are there any measures Facebook could take to make this possible?
In the Schmitt trigger circuit shown in figure, the hysteresis voltage is
Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!
whatsapp: +1-415-670-9521
Phone: +1-415-670-9521
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd