User Account

All Pages

Explain the strategy that hamish is considering

Assignment Help Business Management
Reference no: EM131787271

Here is an excerpt from an article titled "Dominguez Barry Looks at Covered Calls," appearing in the July 20, 1992, issue of Derivatives Week, p. 7:

SBC Dominguez Barry Funds Management in Sydney, with A$5.5 billion under management, is considering writing covered calls on its Australian bond portfolio to take advantage of very high implied volatilities, according to Carl Hamish, portfolio manager. The implied price volatility on at-the-money calls is 9.8%, as high as Hamish can ever remember. . . .

In response to rising volatility, Hamish is thinking about selling calls with a strike of 8.5%, generating premium income. "I'd be happy to lose bonds at 8.5%, given our markets at 8.87% now," he said.

Explain the strategy that Hamish is considering.

Reference no: EM131787271

Questions Cloud

What you write here should help you locate the article again : Locate ONE article or book from APUS library. This is how I found my article. What you write here should help you locate the article again when/if you need to.
Report the bin width and describe this histogram : Explain why the distribution of ideal weights is likely to be bimodal if men and women are both included in the sample.
How many units does the firm need to sell : Calloway Cab Company determines its break-even point strictly on the basis of cash expenditures related to fixed costs. Its total fixed costs are $400,000.
Prepare a correct trial balance : A $1,251 cash drawing by the owner was debited to M. Sterling, Capital for $1,251 and credited to Cash for $1,251. Prepare a correct trial balance
Explain the strategy that hamish is considering : "I'd be happy to lose bonds at 8.5%, given our markets at 8.87% now," he said. Explain the strategy that Hamish is considering.
Which two countries in the middle east have the percentage : Which two countries in the Middle East have the largest percentage of people with access to the Internet?
Examine your paper to see you have made necessary correction : Your instructor will examine your paper to see if you have made the necessary corrections. If so, you will receive full credit for this Assignment.
Locate the centroid c of the shown elements cross-section : Locate the centroid C of the shown elements cross-section
Brief advertising plan for new or existing product : Produce a brief Advertising Plan for a new or existing product or service that you develop.

Reviews

Write a Review

Business Management Questions & Answers

  Caselet on michael porter’s value chain management

The assignment in management is a two part assignment dealing 1.Theory of function of management. 2. Operations and Controlling.

  Mountain man brewing company

Mountain Man Brewing, a family owned business where Chris Prangel, the son of the president joins. Due to increase in the preference for light beer drinkers, Chris Prangel wants to introduce light beer version in Mountain Man. An analysis into the la..

  Mountain man brewing company

Mountain Man Brewing, a family owned business where Chris Prangel, the son of the president joins. An analysis into the launch of Mountain Man Light over the present Mountain Man Lager.

  Analysis of the case using the doing ethics technique

Analysis of the case using the Doing Ethics Technique (DET). Analysis of the ethical issue(s) from the perspective of an ICT professional, using the ACS Code of  Conduct and properly relating clauses from the ACS Code of Conduct to the ethical issue.

  Affiliations and partnerships

Affiliations and partnerships are frequently used to reach a larger local audience? Which options stand to avail for the Hotel manager and what problems do these pose.

  Innovation-friendly regulations

What influence (if any) can organizations exercise to encourage ‘innovation-friendly' regulations?

  Effect of regional and corporate cultural issues

Present your findings as a group powerpoint with an audio file. In addition individually write up your own conclusions as to the effects of regional cultural issues on the corporate organisational culture of this multinational company as it conducts ..

  Structure of business plan

This assignment shows a structure of business plan. The task is to write a business plane about a Diet Shop.

  Identify the purposes of different types of organisations

Identify the purposes of different types of organisations.

  Entrepreneur case study for analysis

Entrepreneur Case Study for Analysis. Analyze Robin Wolaner's suitability to be an entrepreneur

  Forecasting and business analysis

This problem requires you to apply your cross-sectional analysis skills to a real cross-sectional data set with the goal of answering a specific research question.

  Educational instructional leadership

Prepare a major handout on the key principles of instructional leadership

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

Submit Assignment

Academics

Major Subjects

Majors

Get In Touch

whatsapp: +1-415-670-9521

Phone: +1-415-670-9521

Email: [email protected]

TERMS & POLICIES

HELP & SUPPORT

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd