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Question:
a) Write down and describe the Black-Scholes option pricing formula with respect to the various determinants of option prices.
b) Determine the price of a European call option on a non-dividend paying stock given that the stock price is $32, the strike price is $30 and the risk-free rate is 10% per annum, the volatility is 20% per annum and the time to maturity is four months?
c) Consider equal premiums, consider the payoff profiles for buying a put and selling a call option on the Yen. Both options are at the money.
i) Show the payoff profile of the options and the combination on the same diagram.
ii) What is the name provided to this combination and how might it be used for arbitrage?
What are the objectives of determinants of liquidity?
You are planning to open a homeless shelter called Helping Hands Mission Inc. in fiscal year (FY) 2011. You expect to have 60 beds and to operate at full capacity throughout the ye
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An investor buys a French government, 10-year bond, paying annual coupon of 4.5%. Face value = 1000. The investor is unsure of his investment horizon and considers 5 horizons: 5, 6
Question: i) Show the Modigliani-Miller irrelevancy theorem for corporate capital structure. What assumptions underline the theorem? ii) What the implications with the exis
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