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1. You purchase 400 shares of Omni Co. stock on margin at a price of $64. Your broker requires you to deposit $15,000. Suppose you sell the stock at a price of $75. Ignoring interest on the margin loan, what is your percentage return
2. You short sold 1,000 shares of stock at a price of $54 and an initial margin of 50 percent. If the maintenance margin is 24 percent, at what share price will you receive a margin call?
3. Suppose you buy stock at a price of $48 per share. 7 months later, you sell it for $40. You also received a dividend of $0.19 per share. What is your annualized percentage return on this investment?
New Hampshire Corp. has decided to issue three-year bonds denominated in 5,000,000 Russian rubles at par. The bonds have a coupon rate of 17%. If the ruble is expected to appreciate from its current level of $.03 to $.032, $.034, and $.035 in years 1..
Equity as an Option: Sunburn Sunscreen has a zero coupon bond issue outstanding with a $21,000 face value that matures in one year. The current market value of the firm's assets is $21,000. What does this problem suggest to you about stockholder ince..
What will the firm's cost of equity be if the firm makes the switch? Ignore taxes.
Suppose you buy a bond on January 1st, 2012. how much can you sell the bond on January 1st, 2014?
Estimate The beta of your portfolio; comment your empirical results.- The market risk and non-market risk; comment on your results.
Bowyer Driving School’s 2014 balance sheet showed net fixed assets of $5.7 million, What was net capital spending for 2015?
analyze various available corporate governance mechanisms
Which of the following would be the best combination for Rate-of-Return on a stock investment?
You are concerned about your retirement portfolio and want to start planning. You figure you will retire in exactly 42 years and then live another 30 years. During retirement, you want to be able to take out $7,000 per month for the first 15 years an..
An 8%, 30-year semi-annual corporate bond was recently being priced to yield 10%. What is the bond’s modified duration?
Assume the Black-Scholes framework. The continuously compounded risk-free interest rate is r is unknown, but for a non-dividend paying stock S we know: Calculate r
what arbitrage strategy has positive profits? Make sure you are state exactly what happens in each period.
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