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
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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 c
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
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
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 fu
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 g
' . 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.
Professor Bryan Stanhouse
Derivative Securities
FIN 4113/5113.002
Spring 2013 *1, we
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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
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
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
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 op
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 pr