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1. Create a portfolio with the following payoffs: 50 IF St<=50 St IF 50<=St < 100 100 IF 100<=St 2. Stock trading at $200. The stock follows a lognormal distribution with drift of 10% and volatility of 20%. The risk free rate is 6%. What is the probability for a 6 month 100 put to expire in the money? Find N(-d2). What is the risk neutral probability for a 6 month 100 put to expire in the money? Find N(-d2). 3. BASF European 3 month calls with exercise prices 50, 60, and 65. The calls are $4, 2.5 and 1.5 respectively. Can you identify any arbitrage opportunity? 4. YHOO trading at $50. ¬European 6 month 60 calls and puts are traded at: Call Put Bid/ask 10/11 5.5/6.5 If the risk free rate is 0%, can you identify any arbitrage opportunity?
Suppose that $10,000 was invested in stock of General Medical Company with the intention of selling after one year. The stock pays no dividends, so entire return will be based on price of the stock when sold.
Corporations are constantly making business decisions based on accepting a certain level of risk. Discuss and explain a situation where a company has accepted a certain degree of risk.
Compute the tax on the gain from the equipment sale and the cash flow after tax net salvage value.
Discuss the use of disability insurance in financial planning, including the tax ramifications; OR Discuss the income and estate tax treatment of life insurance proceeds, giving an example.
You have a portfolio with an average duration of 6.5 years and a value of $1 million. If interest rates rise by 150 basis points, what will be the approximate value of your portfolio if you make no changes?
The Robinson Company had a cost of goods sold of $1,000,000 in 2011 and $1,200,000 in 2012.
vanderheiden press inc. and the herrenhouse publishing company had the following balance sheets as of december 31 2002
the firmrsquos stock is currently selling for 57.50 per share. the firm expects to pay a 3.40 dividend at the end of
trevor price bought 10-year bonds issued by harvest foods five years ago for 961.17. the bonds make semiannual coupon
Explain why do corporations buy back their own stock? What does it tell you about the corporation? What effect does the purchase have on the price of a company's stock?
in this module you were introduced to the income statement and profitability ratios.nbsp in this assignment you will
What is a maturity bucket in the repricing model? Why is the length of time selected for repricing assets and liabilities important when using the repricing model?
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