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Question 1:
a) Describe fully why and how government intervenes in the foreign exchange market.
b) "Changes in the equilibrium exchange rate between a pair of currencies rely on changes in the growth rates and interest rates in the two countries". Critically comment on this statement hypothesis.
Question 2:
a) What are options? Discuss their rationales.
b) Write down and explain the Black-Scholes European call option pricing formula. Discuss how call prices change with each of the inputs to the calculation.
c) What is the price of a European call option on a non-dividend paying stock when the stock price is $53, the strike price is $50 and the risk-free rate is 12% per annum, the volatility is 20% per annum and the time to maturity is three months?
d) Differentiate between a Bull and a Bear Spread using illustrative examples.
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Brandon Michael Chu of Henry Law & Yang Yi Capital Limited believes that earnings and dividends at Alua Amanova & Shuwen Wang Technologies (AST) will continue to grow at 12% per ye
i have Passed all three level of CFA program and i want to join you expert team. will you please tell me will this happen
Let us look into few floaters that have constant quoted margin. 1. De-leveraged Floaters 2. Inverse Floaters 3. Dual-Indexed Flo
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Lee Sun's has sales of $6,000, total assets of $5,000, and a profit margin of 10 percent. The firm has a total debt ratio of 40 percent. What is the return on equity?
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Explain what is meant by a positive coefficient discretization in the context of valuing options using numerical PDE methods. What is the main benefit of using a positive coefficie
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