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Beatriz Peregrina Viñolo 13 Fragen

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  1. 1The spot price of the market index is $900. A 3-month forward contract on this index is priced at $930. What is the profit or loss to a short position if the spot price of the market index rises to $920 by the expiration date?
    1. A$20 gain
    2. B$20 loss
    3. C$10 gain
    4. D$10 loss
  2. 2 The spot price of the market index is $900. A 3-month forward contract on this index is priced at $930. The market index rises to $920 by the expiration date. The annual rate of interest on treasuries is 2.4% (0.2% per month). What is the difference in the payoffs between a long index investment and a long forward contract investment? (Assume monthly compounding.)
    1. A$10.84
    2. B$24.59
    3. C$26.40
    4. D$43.20
  3. 3The spot price of the market index is $900. A 3-month forward contract on this index is priced at $930. The annual rate of interest on treasuries is 2.4% (0.2% per month). What annualized rate of interest makes the net payoff zero? (Assume monthly compounding.)
    1. A4.8%
    2. B8.5%
    3. C11.2%
    4. D13.2%
  4. 4The spot price of the market index is $900. After 3 months, the market index is priced at $920. An investor has a long call option on the index at a strike price of $930. After 3 months, what is the investor's profit or loss?
    1. A$10 loss
    2. B$0
    3. C$10 gain
    4. D$20 gain
  5. 5The spot price of the market index is $900. After 3 months the market index is priced at $920. The annual rate of interest on treasuries is 2.4% (0.2% per month). The premium on the long put, with an exercise price of $930, is $8.00. What is the profit or loss at expiration for the long put?
    1. A $2.00 gain
    2. B$2.00 loss
    3. C$1.95 gain
    4. D$1.95 loss
  6. 6The spot price of the market index is $900. After 3 months the market index is priced at $920. The annual rate of interest on treasuries is 2.4% (0.2% per month). The premium on the long put, with an exercise price of $930, is $8.00. At what index price does a long put investor have the same payoff as a short index investor? Assume the short position has a breakeven price of $930.
    1. A$921.90
    2. B$930.00
    3. C$938.05
    4. D$940.00
  7. 7All of the positions listed will benefit from a price decline, except:
    1. AShort put
    2. BLong put
    3. CShort call
    4. DShort stock
  8. 8The spot price of the market index is $900. The annual rate of interest on treasuries is 2.4% (0.2% per month). After 3 months the market index is priced at $920. An investor has a long call option on the index at a strike price of $930. What profit or loss will the writer of the call option earn if the option premium is $2.00?
    1. A $2.00 gain
    2. B$2.00 loss
    3. C$2.01 gain
    4. D$2.01 loss
  9. 9The spot price of the market index is $900. After 3 months the market index is priced at $915. The annual rate of interest on treasuries is 2.4% (0.2% per month). The premium on the long put, with an exercise price of $930, is $8.00. Calculate the profit or loss to the short put position if the final index price is $915.
    1. A$15.00 gain
    2. B$15.00 loss
    3. C$6.95 gain
    4. D$6.95 loss
  10. 10 If your homeowner's insurance premium is $1,000 and your deductible is $2000, what could be considered the strike price of the policy if the home has a value of $120,000?
    1. A$118,000
    2. B$120,000
    3. C$117,000
    4. D $122,000

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Quiz am Ohne Titel, erstellt von Beatriz Peregrina Viñolo am 24/11/2014.
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