【单选题】XYZ Corporation, located in the United States, has an accounts payable obligation of ¥750 million payable in one year to a bank in Tokyo. The current spot rate is ¥116/$1.00 and the one year forward ...
【单选题】Given the following variables: spot price is $55, exercise price is $75, time period is one year, risk-free rate is 5 %, and put option’s price is $20; if the call option is selling for $10, how much ...
【单选题】A one-year call option on a stock with a strike price of $30 costs $3; a one-year put option on the stock with a strike price of $30 costs $4. Suppose that a trader buys two call options and one put o...
【单选题】Consider a one-period binomial model of 6 months. Assume the stock price is $45.00, σ = 0.20, r = 0.06 and the stock’s expected return is 12.0%. What is the discount rate for a $45.00 strike European ...
【单选题】Consider a one-year call option with an exercise price of $100. We assume that the underlying stock price is now $100 and it can either rise or fall by 30% during the year. Thus at the option expirati...
【单选题】XYZ Corporation, located in the United States, has an accounts payable obligation of ¥750 million payable in one year to a bank in Tokyo. The current spot rate is ¥116/$1.00 and the one year forward ...