Questions
The difference between the underwriters' buying price and the offering price of the securities to the...

The difference between the underwriters' buying price and the offering price of the securities to the public is called the _.

a

Spread

b

Underpricing

c

Signalling

d

New issue premium

In: Finance

A treasury note is quoted with a bid price of 102.24 and an asking price of...

A treasury note is quoted with a bid price of 102.24 and an asking price of 102.28. The spread on the treasury note is:

$0.125

$1.25

$0.04

$0.40

In: Finance

Based on a spot price of $96 and strike price of $98 as well as the...

Based on a spot price of $96 and strike price of $98 as well as the fact that the risk-free interest rate is 6% per annum with continuous compounding, please undertake option valuations and answer related questions according to following instructions:

Binomial trees:

Additionally, assume that over each of the next two four-month periods, the share price is expected to go up by 11% or down by 10%.

  1. Use a two-step binomial tree to calculate the value of an eight-month European call option using the no-arbitrage approach. [2.5 marks]
  2. Use a two-step binomial tree to calculate the value of an eight-month European put option using the no-arbitrage approach. [2.5 marks]
  3. Show whether the put-call-parity holds for the European call and the European put prices you calculated in a. and b. [1 mark]
  4. Use a two-step binomial tree to calculate the value of an eight-month European call option using risk-neutral valuation. [1 mark]
  5. Use a two-step binomial tree to calculate the value of an eight-month European put option using risk-neutral valuation. [1 mark]
  6. Verify whether the no-arbitrage approach and the risk-neutral valuation lead to the same results. [1 mark]
  7. Use a two-step binomial tree to calculate the value of an eight-month American put option. [1 mark]
  8. Calculate the deltas of the European put and the European call at the different nodes of the binomial three. [1 mark]
  9. Note: When you use no-arbitrage arguments, you need to show in detail how to set up the riskless portfolios at the different nodes of the binomial tree.

In: Finance

If the share price is $21.50 and the exercise price and premium of a call option...

If the share price is $21.50 and the exercise price and premium of a call option written on that share are $19.90 and $2.00, respectively, what is the time value of the option?

Select one:

$2.00

$0.40

$0.00

$17.90

$1.60

In: Finance

Based on this spot price of 16 and the strike price of 18 as well as...

Based on this spot price of 16 and the strike price of 18 as well as the fact that the risk-free interest rate is 6% per annum with continuous compounding, please undertake option valuations and answer related questions according to following instructions:

Binomial trees:

Additionally, assume that over each of the next two four-month periods, the share price is expected to go up by 11% or down by 10%.

a. Use a two-step binomial tree to calculate the value of an eight-month European call option using the no-arbitrage approach. [2.5 marks]

b. Use a two-step binomial tree to calculate the value of an eight-month European put option using the no-arbitrage approach. [2.5 marks]

c. Show whether the put-call-parity holds for the European call and the European put prices you calculated in a. and b. [1 mark]

In: Finance

On March 1, the price of a commodity is $1,000, and the December futures price is...

On March 1, the price of a commodity is $1,000, and the December futures price is $1,015. On November 1, the price of commodity is $980, and the December futures price is $981. A producer of the commodity entered into a December futures contracts on March 1 to hedge the sale of the commodity on November 1. The producer closed out its position on November 1. The hedging futures makes_____.

loss

gain

In: Finance

On March 1, the price of a commodity is $1,000, and the December futures price is...

On March 1, the price of a commodity is $1,000, and the December futures price is $1,015. On November 1, the price is $980, and the December futures price is $981. A producer of the commodity entered into a December futures contracts on March 1 to hedge the sale of the commodity on November 1. The producer closed out its position on November 1. The value of profit/loss (P/L) on the futures is ______. $980+15 or $995 $1015 -1000 or $15 $1015-$981 or $34 $981+15 or $996 $981+$34 or $1015 $980+$34 or $1014

In: Finance

On March 1, the price of a commodity is $1,000, and the December futures price is...

On March 1, the price of a commodity is $1,000, and the December futures price is $1,015. On November 1, the price is $980, and the December futures price is $981. A producer of the commodity entered into a December futures contracts on March 1 to hedge the sale of the commodity on November 1. The producer closed out its position on November 1. The effective price realized is therefore ___________. $1015-$981 or $34 $981+15 or $996 $1015 -1000 or $15 $980+15 or $995 $981+$34 or $1015 $980+$34 or $1014

In: Finance

Suppose m = $300, The price of food is Pf = $3 and the price of...

Suppose m = $300, The price of food is Pf = $3 and the price of “other goods” is Pg =$1.

(a) What is the budget constraint? Draw the budget line on a graph and identify points on each axis. Put food on the x axis (5 points).

(b) Suppose there is a quantity of 30 food stamps issued. Draw the new budget line and show points on each axis. Put food on the x axis (5 points)

In: Economics

As price elasticity of demand increases, the burden of a taxgets _______; as price elasticity...

As price elasticity of demand increases, the burden of a tax gets _______; as price elasticity of supply increases, the burden of a tax gets _________.

(Here, you can read "bigger" as "heavier" and "smaller" as "lighter" if that helps.)

A. smaller; bigger

B. bigger; smaller

C. smaller; smaller

D. bigger; bigger

In: Economics