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1. Benefits of marketing a unique product to a special group of customers?
2. How do you create a call from a put and a forward?
3. What kinds of errors can be made when the WACC for a firm is used as the discount rate for evaluating all projects in the firm? Please explain why.
On November 27, 2007, The Dow Jones Industrial Average closed at 12,958.44, which was up 215.04 that day. What was the return (in percent) of the stock market that day?
Explain the following financial risks: interest rate risk, market risk, credit risk, and currency risk. How would a global insurance company, for example John Hancock, possibly manage each one of these risks; provide current assumptions and figures i..
What does it mean when a company's free cash flow is negative in one or more years? Do negative values of free cash flow in way alter or invalidate the notion that a company's fair market value equals the present value of its free cash flows discount..
What are the Black-Scholes prices of the call and the put? What are the option deltas?
Why do you think that an MNC's strategy of diversifying projects internationally could achieve low exposure to overall country risk?
Bond markets are markets in which bonds are issued and trade. By purchasing either the U.S. Treas..
Describe how the Internet has changed advertising and provide examples. Discuss the concept of systemic and non-systemic risk
What bid price should you set for the contract?
how long (in months) after you start collecting the money would you have to live in order to declare the initial investment a wise decision?
Ken and Barbie Anderson are meeting with you to discuss their desire to obtain shares in the upcoming initial public offering (IPO) of BookBusiness, Inc. First explain the company’s historical earnings growth rates. From your historical and qualitati..
How much would you need to save in your retirement fund to achieve this goal? What is the equivalent present value of that amount 30 years before retirement?
Find the optimal risky portfolio and its expected return and standard deviation. Find the slope of the CAL supported by T-bills AND the optimal portfolio.
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