quiz_3s08

quiz_3s08 - FIN459-659 Quiz#3 You have 30 minutes to...

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FIN459-659 Quiz#3 You have 30 minutes to complete the quiz. The quiz is open book, open notes, open calculator. No consulting with other students is allowed. Good luck! 1. The 52 week high and low range for a stock price is one measure of, a. The stock’s leverage b. The stock’s annual volatility c. The stock’s annual beta d. The stock’s weekly volatility 2. The ratio of the high – low price for the stock and the high – low price for the call option measures, a. The number of puts that need to be bought per hundred shares of stock owned b. The number of puts that need to be written per hundred shares of stock owned c. The number of calls that need to be written per hundred shares of stock owned d. a and c. to build a riskless portfolio. 3. A mimicking portfolio, a. Has only the same payoffs of the underlying it mimics b. Has the same payoffs and value of the underlying it mimics c. Has only the same value of the underlying it mimics d. None of the above. 4.
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quiz_3s08 - FIN459-659 Quiz#3 You have 30 minutes to...

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