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Barings PLC, a British merchant bank, was bankrupted in 1995 by Nick Leeson's (a derivatives trader for the bank) futile bets against the future level of the Nikkei index. In October 2010, Jerome Kerviel, a rogue derivatives trader for Societe Generale, a French Bank, was sentenced to prison for five years for causing the bank a 4.9 billion euro loss by betting on futures linked to European stock markets. Do you think the banking system can take steps to insure itself against the risk associated with the implicit moral hazard in these type of situations?
Suppose the Swiss franc exchange rate is Sf1.1426 = $1, and the euro exchange rate is €0.7538 = $1. What is the cross rate in terms of Swiss francs per euro?
Cascade Water Company (CWC) currently has 30,000,000 shares of common stock out- standing that trade at a price of $42 per share. CWC also has 500,000 bonds outstanding that currently trade at $923.38 each.
The material in this module shows that many companies place disproportionate emphasis on the financial perspective at the costs of the other three perspectives.
What is the firm's cash conversion cycle?
The duration of a 10-year bond is 8.75 and the duration of a 2-year bond is 1.25. Both bonds are priced at par. How many of the 2-year bonds would you need to own to have the same interest rate sensitivity as one 10-year bond?
a. set up an amortization schedule for a 25000 loan to be repaid in equal installments at the end of each of the next
The one-year risk-free rate of interest is 2% in simple terms. It costs $1 to store a barrel of oil for one year. If oil has no costs or benefits of carry, what is the theoretical one-year forward price of oil?
Tom Swift's new project has a projected return of 11.9%. The risk-free return is 10% and the market risk premium is 5%. All firms have a marginal tax rate of 40%. Tom Swift's before-tax cost of debt is 13%.
How do SMERF groups complement the business travel market?
Discuss some of the implications of overpaying for an acquired company?
An investor ponders various allocations to the optimal risky portfolio
Based on our past experience, the unit sales, variable costs and fixed cost projections are probably accurate to within plus or minus 10% What are the upper and lower bounds for these projections?
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