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Suppose you hold LLL employee stock options representing options to buy 11,600 shares of LLL stock. LLL accountants estimated the value of these options using the Black-Scholes-Merton formula and the following assumptions:
S = current stock price = $21.99K = option strike price = $22.5r = risk-free interest rate = .046σ = stock volatility = .22T = time to expiration = 3.5 years
You wish to hedge your position by buying put options with three-month expirations and a $25 strike price. How many put option contracts are required? (Note that such a trade may not be permitted by the covenants of many ESO plans. Even if the trade were permitted, it could be considered unethical.) (Do not round intermediate calculations. Round your answer to the nearest whole number.)
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What is the value today if the first payment occurs four years from today? (Use 365 days a year. Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16))
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What are earnings if the firm owners invest the $100 thus utilizing no financial leverage? Tax and net earnings values should be rounded to 2 decimal places.
The depreciation expense for the past year is $9,600 and the interest paid is $8,700. What is the amount of the change in net working capital?
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Austin Corporation bought 25 percent of the voting common stock of Gainsville Corporation, paying $2,000,000. Austin decided to use the equity method to account for this investment.
Assume debt and common equity each represent50% of the firms capitol structure. Compute the weighted average cost of capitol.
As a result, the company's earnings and dividends are declining at the constant rate of 5% per year. If D0 = $6 and rs = 18%, what is the value of Brushy Mountain's stock? Round your answer to the nearest cent.
Objective: Compare and contrast managerial and financial accounting. Directions: Using Power Point, prepare a presentation. Your presentations must have a title slide, an introductory slide, a slide with a two column chart, and a conclusion slide
What is the minimum variance portfolio made up of the following three securities: Security 3, Security 4 and Security 5?
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