Assignment 2
Note: Please staple your answer sheets together. Please show all working when
applicable.
1. The standard deviation of monthly changes in the spot price of live cattle is (in cents
per po
NAME:
SIGNATURE:
Oakland University
FIN 480/680
Winter 2013
Instructor: Dr. Ranadeb Chaudhuri
EXAM 2
INSTRUCTIONS:
1.
Make sure you write your name very clearly.
2.
Do all your work on the exam bookle
NAME:
SIGNATURE:
Oakland University
FIN 480/680
Winter 2013
Instructor: Dr. Ranadeb Chaudhuri
EXAM 1
INSTRUCTIONS:
1.
Make sure you write your name very clearly.
2.
Do all your work on the exam bookle
Assignment 5
Note: Please staple your answer sheets together. Please show all working when
applicable.
1. What is the price of a European put option on a non-dividend-paying stock when the
stock price
Assignment 4
Note: Please staple your answer sheets together. Please show all working when
applicable.
1. A stock price is currently $50. It is known that at the end of two months it will be
either $5
Assignment 3
Note: Please staple your answer sheets together. Please show all working when
applicable.
1. A one-month European put option on a non-dividend-paying stock is currently selling
for $250 .
Assignment 1
Note: Please staple your answer sheets together. Please show all working when
applicable.
1. A one-year call option on a stock with a strike price of $30 costs $3; a one-year put
option o
Homework 9
Chapter 9
Problems: Ch9 (4,5,7,8)
Answer Keys to Problems
4. a. Bank USA is exposed to an appreciation of the dollar relative to the euro.
b. Bank USA converts the $10 million to euros as f
Homework 6
Chapters 10, 23 (Forwards and Futures)
Questions: Ch10 (1,2,4,6); Ch23 (2, 5)
Problems: Ch10(2, 4); Ch23 (3,4,5)
Answer Keys to Problems
Chapter 10
2. a. You are obligated to take delivery
Homework 5
Chapter 7
Questions: 5, 7, 10, 11, 12, 15, 16
Problems: 1 (a, d), 2 (a, d), 8, 9
Answer Keys to Problems
1. You will make a down payment of 20 percent of the purchase price, or you will mak