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Using daily stock prices for indexes from the United States, Japan, Canada, and a compos- ite of emerging markets (or China, India, and Indonesia), compute daily percent changes for 25 trading days. Compute the correlations among these indexes. Rank the correlations from high to low.
What is the fourth primary factor involved in stock index futures contract pricing, and how does this factor affect settlement prices?
Demonstrate that, in this scenario, the investor can form a portfolio with zero variance and find the appropriate weights associated with this portfolio and compute the expected return and standard deviation of the portfolio.
Explain why standard deviation is a deficient statistic for capturing the essence of risk in a put-protected portfolio. How could the standard deviation statistic be modified to account for this concern?
Describe the nature of the basis risk in the hedge. In particular what specific events with respect to the shape of the Treasury yield curve and the Eurobond spread over Treasuries could render the hedge ineffective?
What institutional realities might make this statement true? Describe the steps involved in forming the arbitrage transaction in both circumstances.
Briefly describe how you could increase the convexity of the portfolio while keeping the modified duration at the same level.
Discuss the different theories of interest structure and the advantages and disadvantages of each theory.
Describe the arbitrage transaction that Arshia should undertake to take advantage of these market conditions. Demonstrate the arbitrage profit that she will realize at the expiration date of the futures contract.
Assuming the bond speculator wants to hedge her net bond position, what is the optimal number of futures contracts that must be bought or sold?
1.Write a paper that discusses the impact of put-call parity on options trading. Discuss how this idea can be used to design specific strategies. Also discuss the limitations of put-call parity to American-style options. 2.Kevin examines both Americ..
Briefly discuss what this paired trade suggests to you about the manager's implied view as to: (1) the general direction of future interest rate movement.
Conduct a brand portfolio audit. My brand that I have choose is "Apple". This assignment will consist of a written element and presentation element
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