Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.001
Fall 2014 cfw_(35
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Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.001
Fall 2014; V W
Quiz #1-
FormA The harvest price PT can be one of two values (p1=5 and p2=7) with equal likelihood. If
PT equals 5 then the probability that FTT equals 6 is 3/4 and the likel
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Derivative Securities
FIN 4113/5113.002
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Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.001
Fall 2013
Quiz #1 073
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Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.001
Fall 2014 a
Quiz #2 3 *5
Form A 1. If PT is given by possible realizations of 4 and 8 of equal likelihood with
FT, = 2 + 1/ ZPT then calculate the expected prots and the variance of prot wh
Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.002
Spring 2013 Sh" 3?
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E(a+bX) =a+bE(X).
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Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.901
Fall 2014
Form A Please illustrate that the correlation coefcient equals -1 if F : a+bP where
0:2 and b = 2 and the random variable P (the spot price) has two realizations 4 and 5
with pl =
Professor Bryan Stanhouse
Derivative Sevcurities
FIN 4113/5113.002
Spring 2014
Quiz #3
Form B Lecture #1 1 documents the hedging behavior of SW Airlines
21) In this part of question#l you are asked to enumerate the 4 most salient facts
about SW Airlines h
Professor Bryan Stanheuse
Derivative Securities
FIN 4113/5113.900
Quiz 2
Spring 2014 1A) Show using summation notation that
E(a + 5X) = a + bE(X) .
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Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.002
Spring 2014
Quiz #3
Form A 3% With the historical ciata below the hedger could regress the monthly Spot price of gold
upon the mony futures price of gold to estimate b from the knowing mode
Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113002
Quiz 2 Form A
Spring 2014 1. If PT can be either 49 or 51 with equal likelihood and F = PT i .50 where the
plus or minus fty cents is given with equal probability then calculate E, (m) and
t
' . Professor Bryan Stanhouse
Derivative Securities
V FIN4113/5113.001
Quiz #1
Form B Illustrate that E(PF) = E(P)E(F) where P and F are independent with P having two
possible realizations 1 and 2. F having two possible realizations S and 6. The
realiza
Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.002
Spring 2013 *1, we
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vca + bX) = b2V(X)
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Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.900
Spring 2015
Quiz #1
Form A Please illustrate that the correlation coefcient equals -1 if F = a +bP where
a=2 and b = 2 and the random variable P (the spot price) has two realizations 4 and
Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.901
Fall 2014 g 9K5
Quiz #2
Form B a; 3/ If FT, = 2 + PT with two possible realizations p1 = 4 and p2 = 8 of equal likelihood
then compute the mean and variance of prot when QT =10, C (QT) = 25
Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.901
Fall 2014
Quiz #3
Form B In this question you are asked to compare and contrast the participation of output hedgers with
input hedgers in commodity futures market activity. Use two diagrams
Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.900
Fall 2012
111% Quiz #1
Form A M
1a. Dene derivative securities (Some Casual Observations (SCO) VII).
VII. Derivatives - Futures and options are examples of derivatives. These are
nancial in
Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.901
Fall 2014 $131 > $11
Form B j" Show using summation notation that
E(a+bX) =a+bE(X).
E q+b><>3 ikxwWHBMWB Consider both PT, the spot price ofa good to be hedged at time T and F'n the futures