Question 8
A non – dividend – paying stock with a current price of £104, the strike price is £100, the volatility is 30% pa, the risk-free interest rate is 12% pa, and the time to maturity is 3 months?
a) Calculate the price of a call option on this stock?
b) Calculate the price of a put option price on this stock?
c) Is the put-call parity of these options hold?
If possible, please provide a detailed step by step and include an explanation as I would like to fully understand and not just copy answers. Thank you :)
In: Finance
(Compound interest with non-annual periods) Calculate the amount of money that will be in each of the following accounts at the end of the given deposit period:
|
Account Holder |
Amount Deposited |
Annual Interest Rate |
Compounding Periods Per Year (M) |
Compounding Periods (Years) |
|
Ted Logan |
$1,100 |
12% |
4 |
6 |
|
Vern Coles |
95,000 |
12 |
6 |
3 |
|
Teena Elliott |
9,000 |
12 |
1 |
5 |
|
Wade Robinson |
120,000 |
8 |
2 |
4 |
|
Eunice Chang |
28,000 |
18 |
3 |
5 |
|
Kelli Craven |
16,000 |
10 |
12 |
5 |
PLEASE round to the nearest cent. Thank you.
In: Finance
Given a test in which there is overlap of the test results for diseased and non-diseased individuals (e.g., normal individuals are found who have test results ranging in value from 8 to 15, and diseased individuals are found who have test results ranging in value from 12 to 25, so that in the range of values 12 to 15 there are both normal and diseased individuals), if the current cutoff value lies in the range of this overlap and you move the cutoff value toward the normal population (lower numbers in this example), the true positive numbers will _____, the true negative numbers will ____, the false positive numbers will ____, the false negative numbers will ____, the sensitivity will ____, and the specificity will ____? (Please explain each)
In: Statistics and Probability
1) An assumption of non parametric tests is that the distribution must be normal: (a) True (b) False
2) One characteristic of the chi-square tests is that they can be used when the data are measured on a nominal scale: (a) True (b) False
3) Which of the following accurately describes the observed frequencies for a chi-square test?: (a) They are always whole numbers. (b) They can contain fractions or decimal values. (c) They can contain both positive and negative values. (d) They are always the same value.
4) The term expected frequencies refers to the frequencies ____. (a) found in the sample data (b) found in the population being examined (c) computed from the null hypothesis (d) that are hypothesized for the population being examined
5) For a given alpha level, what happens to the critical value for a chi-square test if the number of categories is increased?: (a) The critical value also increases. (b) The critical value decreases. (c) The critical value depends on the sample size, not the number of categories. (d) the critical value is determined entirely by the alpha level.
6) A chi-square test for independence has df = 3. What is the total number of categories (cells in the matrix) that were used to classify individuals in the sample?: (a) four (b) six (c) eight (d) nine
7) Suppose we wanted to explore the following research question: Are males more likely to choose a business course than females? Which groups are being compared here?
(a)Males and Females (b) Students enrolled in Business, Social Science and Other courses
In: Statistics and Probability
A tumour located at a depth of 10cm is treated using a non-isocentric technique with a Co-60 machine, to a dose of 1.8 Gy, with a single 5cmx5cm beam.
a) Compute the maximum dose received anywhere in the patients anatomy. Refer to the attached table for PDD data.
B) at what depth does the maximum dose occur? Explain
c) computer the dose at a depth of 5 cm along the beam axis.
d)would this be a good treatment strategy
NEED ANSWERED ASAP
In: Physics
Discuss the unique aspects of non-business organizations such as the City of Maple Ridge, and their financial reporting requirements. Highlight the strengths of the City of Maple Ridge’s financial reporting using the Annual Report.
In: Finance
You are a member of the Board of Directors for a non-profit organization. A new executive director has just been hired. The previous executive director received a salary and no variable pay. Several Board members have indicated they would like the new executive director to be paid based in part on the organization’s achieving its goals. What might be some other options for variable pay for this executive? Should the Board go ahead with some sort of variable pay? Why or why not? Because this non-profit has only 60 employees, there is not an HR person on staff. The payroll is outsourced and the administrative assistant to the executive director has handled all other HR-related issues. Although the employer requirements of the Affordable Care Act for employers with 50-99 employees have been extended until 2016, the new executive director will need to evaluate current health insurance coverage policies and determine what changes need to be made in order to comply with the employer mandate. What are the key things the new director needs to review?
In: Operations Management
The factorial of a non-negative integer is defined as follows: n! = 1 × 2 × ... × (n − 1) × n A. Write a function that takes an input value n and returns its factorial result n!. Ensure that your function returns an error statement if the input n is either a negative or a non-integer value. You cannot use the prod() or factorial() functions. The Euler number e is calculated as the sum of the infinite series shown in Eq. 1 below. Since we cannot actually approach infinity, we can assume a function fk to take the form shown in Eq. 2, and say that fk is related to e through Eq. 3. Eq. 1 Eq. 2 Eq. 3 e = ∑ 1 n! n→∞ n=0 fk = ∑ 1 n! n=k n=0 lim k→∞ fk = e Examples are provided below. We can see that when k is increased, the value of fk converges to a specific value (i.e. Euler's number) and the error decreases. The error here is defined as error = | approx−true true |, where approx refers to the approximation of Euler's number according to Eq. 2 above, and true value is taken to be MATLAB's Euler's number. f0 = 1 0! = 1 error = 0.6321 f1 = 1 0! + 1 1! = 2 error = 0.2642 f2 = 1 0! + 1 1! + 1 2! = 2.5 error = 0.0803 f3 = 1 0! + 1 1! + 1 2! + 1 3! = 2.6667 error = 0.0190 ... B. Determine the value of k in which the value of fk produces an error of less than 1e-10.
In: Computer Science
In: Anatomy and Physiology
(Compound interest with non-annual periods) Calculate the amount of money that will be in each of the following accounts at the end of the given deposit period:
| Account Holder | Amount Deposited | Annual Interest Rate | Compounding Periods Per Year (M) | Compounding Periods (Years) |
| Theodore Logan | 1,000 | 16% | 1 | 5 |
| Vernell Colles | 94,000 | 10% | 2 | 3 |
| Tina Elliot | 7,000 | 8% | 3 | 6 |
| Wayne Robertson | 120,000 | 8% | 4 | 3 |
| Eunice Chung | 29,000 | 18% | 6 | 4 |
| Kelly Cravens | 17,000 | 10% | 12 | 5 |
In: Finance