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Q1) Assume that present level of S&P 500 index is 900, and annual dividend yield on index is 1.5%. Treasury bills yield 5% per annum. Both rates are continuously compounded. Determine theoretical price of the S&P 500 futures contract with delivery in two months?
Q2) Assume you are expecting BCE stock to move substantially over next 3 months. You are considering butterfly spread. Present price of BCE stock is= $40 per share. Three-month European call options on BCE stock, with strike prices of= $30, $40 and $50, cost $7, $3 , and $2, respectively. Create an appropriate butterfly spread.
Computation of Contract Investment realization and definition of the term hedging and You hold the option until the expiration date when IBM stock
Calculate the 6 monthly discount factors D(t) and the semi-annual zero coupon rates z(t), where t = 0.5, 1, 1.5, ., 9.5, 10. (2) Using the discount factors derived in (1), calculate the price of a 4½ year semi-annual coupon bond with an annual coupon..
Assume nominal rate is 14.62% and inflation rate is 5.49%. Solve for the real rate.
Identify and explain the weakness in Lehman's governance practices.
Describe the various macroeconomic factors which determine exchange rates? What is the justification for existence of International Fisher Effect?
Computation of number of stocks and stock price and Assume there is no capital gains tax
Computation of effective annual yield bond value Assume that the 5-year bond paying $40 semi-annually is purchased at par
Compute of value of the stock and What would be the value of the stock if the dividend payout ratio
Fixed assets can be sold today for= $23,300. Determine the total book value of assets of Alaris?
Over the past twenty years, the number of small family farms has fallen significantly also in their place there are fewer, but larger, farms owned by corporation.
Computation of interest rate and current value of debt and equity and The interest rate of the debt
Calculate the risk and expected return for each asset.
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