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Consider a 6-month European call option on a stock now selling for 100, with a strike price of 97. You are given that σ = 0.25 and the force of interest for a 1-year period is 0.10. You would like to replicate this option by a trading strategy involving holdings in the stock and risk-free zero-coupon bonds of face amount 97, maturing in 6 months. You plan to use the Black-Scholes-Merton formula.
(a) What is the initial portfolio at time 0?
(b) At the end of 2 months, the stock price has risen to 105. What is your portfolio now?
(c) At the end of 4 months, the stock price has fallen to 95. What is your portfolio now?
Test the null hypothesis that the telephone survey technique has a probability of selecting a household with no children that is equal to the value obtained by the census.
In brief describe three situations in which the 'First In First Out' discipline rule is not applicable in queuing analysis. Provide examples of four situations in which there are limited, or finite population.
Ther are 8 balls in a sample 5 white and 3 black .x is the number of black balls in the sample. three white are selected. white are selected from sample.write the probability distribution and find of x . and find mean , variance and standard deri..
Carry out the test for the variance of girls score is not significantly less than the given data.
An Internal Revenue Service manager is comparing the results of recent taxpayer interviews conducted by two auditors. Of 200 taxpayers audited by Ms. Smith, 30% had to pay additional taxes. Of 100 audited by Mr. Burke, only 19% paid additional t..
The size of the sample used is 120 guests and the resort desires a precision of plus or minus .5 nights. What is the standard error of the mean in the lakefront resort example? Within what range below can the resort expect with 95% confidence for ..
assume that the actual surgery duration of this operation suite has a sample mean as x70 minutes and standard deviation
the number of calories in a 12-ounce serving of randomly-selected regular budweiser and miller lite beers is listed. is
the local newspaper was interested in the proportion of people that would vote in favor of a bond issue to add a new
1. using the percent passing developmental courses in shown in the table for your campus in fall 2009 what is the
given a sample size of 22 with sample mean 726.2 and sample standard deviation 85.3 we perform the following hypothesis
A fair, six-sided die is rolled 3 times. What is the probability of getting a 5 or greater on exactly two of the rolls? Example: According to the Facts 2006 webpage, 53% of UI students are men.
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