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A 10-month European call option on a stock is currently selling for $5. The stock price is $64the strike price is $60. The continuously-compounded risk-free interest rate is 5% per annum for all maturities. 1) Suppose that the stock pays no dividend in the next ten months, and that the price of a 10-month European put with a strike price of $60 on the same stock is trading at $1. Is there an arbitrage opportunity? If yes, how can you take advantage of it to make profit? 2) Now suppose instead that a dividend of $10 will be paid in six months. What price do you expect a 10-month European put with a strike price of $60 on the same stock to be trading at?
You are cautiously bullish on the common stock of the Wildwood Corporation over the next several months. The current price of the stock is $50 per share. You want to establish a bullish money spread to help limit the cost of your option position. ..
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case study:Ohio Rubber Works, Inc.
Kerr Corporation purchased a patent on January 1, 2006 for $180,000. The patent had a remaining useful life of ten years at that date. In January of 2007, Kerr successfully defends the patent at a cost of $81,000, extending the patent's life to 12/31..
If Acme's free cash flow is expected to be $7 million next year and is expected to grow at a rate of 3% per year, what is Acme's WACC?
Assume a pair of pants imported from Mexico costs $15.00 (USD). The same pair costs 105 Pesos in Mexico. What is the European quote based on this information?
Issues in Capital Budgeting
Explain mutually exclusive projects and Construct a choice table for interest rates from 0% to 100%
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