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If you put $4000 in savings account that pays interest rate of 4%, compounded annually, how much will you have in 5 years? How much interest will you earn during the 5 years? If you put $4000 each year into a savings account that pays interest at the rate of 4% a year, how much would you have after 5 years?
Assignment: The Stevens Company is converting from the SQL Server database to the Oracle database. Using the sample shown below, create a Risk Information Sheet for at least two risks that might be encountered during the conversion
You protest the changes and the dealer agrees to make you whole by adjusting the monthly payment. What monthly payment would the dealer require so that the present value of monthly payments is unchanged?
You are required to develop a risk management plan for a company of your choice, or for an area of the Registered Training Organisation.
Compute the intrinsic value and time value for 4 optionsfor the second-month expiry contracts as of the close of the 9th week of class.
Discuss how the process of interest rate determination affected our economy ten years ago versus today.
The vendor that you hired is not performing. Identify the risk response that is the most appropriate for this risk, and write a full description of the contingency plan to go along with the selected response.
Will it be different if most of the company's production is exported? Would you be paying attention to the interest rate forecasts?
What is the delta for this option and what can you infer about whether it is more likely in- or out-of-the-money? How much would you need to borrow to establish a replicating portfolio for the call option?
1. How does the price system help allocative efficiency? explain how prices can act as "feedback mechanism" to offset the depletion of resources?
Explain how an organization determines whether a hedge is sufficiently effective to justify hedge accounting. Describe the primary differences between accounting for fair value hedges and accounting for cash flow hedges.
The size of each three-month futures contract is 250 shares. The current price of Stock 2 is $45 and at time T it is $43.9 per share. What are the number of contracts needed to implement this hedge?
What are the main macroeconomic variables used in practice as risk factors? What are the main security characteristic-oriented variables used in practice as risk factors?
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