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Assume that interest rates on federal government bonds are as follows:
1 year- 6.5%
2 year- 6.3%
3 year - 6.0%
4 year - 5.8%
5 year- 5.5%
10 year - 5.2%
15 year- 5.0%
20 year- 5.0%
A) Do the theories of the shape of the yield curve offer any insignts into the rate pattern?
B) Discuss the expectations, liquidity preference, and market segmentation theories.
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A futures price is currently 100. At the end of six months it will be either 112 or 90. The risk-free interest rate is 5% per annum. What is the value of a six-month European call option with a strike price of 100?
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The change between a firm's beginning cash balance and ending cash balance would equal
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