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Assignment: Download some futures prices with at least 6 expirations, and 6 call option prices on the same underlying. Data are available, for example, from the CME-NYMEX website. Then answer the following questions. 1)
For the futures prices, calculate the difference between the price today (called the "spot price) of the underlying and the forward prices that you have downloaded: Forward price - spot price This difference is called the "forward premium". You should calculate 6 of them corresponding to the 6 expirations. What do these numbers tell you about the future of spot prices? How do you know? 2) For the options quotes data that you downloaded, provide a brief summary of the range of strike prices, maturities and premia that you found. 3) In the form of a table, report which options are out-of-the money and which are in-the-money. Calculate the moneyness of each option. 4) Calculate the insurance value of each option.
a three-month futures contract on an equity index is currently priced at usd 1000. the underlying index stocks are
Jane is planning investing in three different stocks or creating three distinct two-stock portfolios. Jane considers herself to be a rather conservative investor.
A portfolio is invested 29.8% in Stock A, 10.9% in Stock B, and the remainder in Stock C. The expected returns are 14.6%, 24.5%, and 8.8% respectively. What is the portfolio's expected returns?
We select a random sample of 25 observations from a normally distributed population with an unknown population variance. The computed test statistic for a right tail, greater than, hypothesis test is t=1.55.
PRJM6001 PROJECT COST MANAGEMENT - ASSIGNMENT. As a minimum you must provide the following information: -a detailed description of ALL your assumptions a detailed explanation and breakdown of all costs and values used in your costing (do NOT use pub..
If JKL offers 12 million shares of its stock for the 20 million of MNO's stock that is outstanding, what is the resulting stock price of JKL after completing the acquisition?
tunney industries can issue perpetual preferred stock at a price of 47.50 a share. the stock would pay a constant
How do managers supplement the NPV analysis of a project to gain a better understanding of a project? Define the term economic value added (EVA).
How is market risk measured for individual securities AND how is it calculated?
jessica and david are student interns at balanced books bookkeeping. they have taken several business math and
Consider the cash flows for the two capital budgeting projects given below. the cost of capital is 10%. D. Calculate the Discounted Payback of both projects. E. Calculate the MIRR of both projects.
The city council of Morristown is considering the purchase of one new ?re truck. The options are Truck X and Truck Y. The appropriate ?nancial data are as follows:
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