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Underlying trading at $100, and $20 annualized implied volatility. You think IV is too low and decide to buy a 90-110 strangle with 3 months to expiration (DTE=63).
(Hint: a strangle is a combination of OTM PUT and OTM CALL.)
Assume interest rate of zero and normal distribution of prices.
You think $20 annual vol is too low. You believe a fair annual vol should be $40. What is the statistically fair value of the strangle at $40 vol?
What is the estimated price change, as a percentage, for this bond if the market interest rate declined by 20bp?
Assume a standard deviation of 8 percent, and use the Black model to determine if the call option in problem is correctly priced. If not, suggest a riskless hedge strategy ?
Convertible bond issues have lower coupon payments than similar bonds that are not convertible because the “conversion feature” of a convertible bond is valuable to bondholders. Does this mean that an issuer of corporate debt securities can lower its..
Now, Dr. Pennyworth has a chance to purchase one of two professional cricket clubs, the Miami Manatees or the Jacksonville Gemini. At the beginning of last year, the Manatees were purchased for $100 million, provided $10 million in profits, and are c..
[Extra Credit] The difference between an entity's Assets and Liabilities is its ____. [Extra Credit] The regional Federal Reserve banks influence the conduct of monetary policy by _____.
A cooperative agreement among oligopolists is more likely to be maintained,
Which of the following is not typically included among the three major components of a financial planning model?
Bobaflex Corporation has ending inventory of $698,973 and cost of goods sold for the year just ended was $4,054,513. 1. What is the inventory turnover? 2. What is the days' sales in inventory? 3. How long on average (days on the shelf) did a unit of ..
Which of the following is NOT a current asset? a. Inventory b. Accounts receivable c. Cash d. A rent deposit expected to be received back in 3 months when a lease expires. e. All of these are current assets.
In this assessment you will use the data provided below and conduct a profit (CVP) analysis. You will be graded based on your understanding of profit (CVP) analysis, the accuracy of your calculations, the validity of you conclusions and your abili..
Oberon, Inc., has a $25 million (face value) 8-year bond issue selling for 94 percent of par that pays an annual coupon of 8.25 percent. What would be Oberon’s before-tax component cost of debt? (Round your answer to 2 decimal places.) Cost of debt %
You are expecting a tax refund of $5,000 in 4 weeks. A tax preparer offers you an "interest-free" loan of $5,000 for a fee of $50 to be repaid by your refund check when it arrives in 4 weeks. Thinking of the fee as interest, what simple interest rate..
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