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A portfolio consists of 1,000 shares of stock and 500 short calls on that stock. The current stock price is $92.20. The call option has a maturity of one year, with an exercise price of $100 and a standard deviation of 25%. The risk-free rate is 5%. The call option price is found by using the Black-Merton-Scholes model. What would be the dollar change in the value of the portfolio be in response to a one-dollar increase in the stock price?
Set up an amortization schedule for a $30,000 loan to be repaid in equal installments at the end of each of the next 20 years at an interest rate of 10 percent. What is the annual payment?
The Standard deviation of the sample mean equals 2.50. Textbooks show this answer to be true.
What is the net sale price at time 3 when the equipment is sold?
In January 4, 2016 the S&P 500 closed at 2,012.66 points. In February 26 of the same year it closed at 1,948.05. What was the return of the market in that period of time?
What is the firm's sustainable growth rate? (Do not round intermediate calculations. Enter your answer as a percent rounded to 1 decimal place.)
An asset has a value of $1,500 and a useful life of 5 years. Its trade-in value is $300. Use the amortized method to construct a depreciation schedule assuming that the interest rate is 5%.
What advice would you give to a CEO who is intent on moving forward with a strategic acquisition that carries with it a high level of risk?
A European put option on a stock priced at $50 has a price of $3. The present value of the exercise price of the option is $49. The stock is not expected to pay a dividend. What must be the price of an identical call option on the same stock?
The objective of this assessment is to apply the principles covered in this course to develop a written financial plan that covers your current situation and your most likely situation and needs after graduating.
what is the estimate value of Dynamite Industries stock 2 years from now?
The risk free rate is 6% per annum. What should the current stock price of Nomura be in order to prevent arbitrage?
(Assessing leverage use) Financial data for three corporations are displayed here.
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