QuickHelper

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    Phoniex
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Category > Business & Finance Posted 25 May 2017 My Price 8.00

answer six finance question

Question description

 

six problem of finance.

 

Problem1-3

A stock price is currently $60. Assume that the expected return from the stock is 25% and its volatility is 15% per annum.

  • What is the probability distribution of the stock price, Sr, in six months?
  • Calculated a 95%(with 1.96 standard deviation) confidence interval of stock price, Sr, in six months.
  • What is the probability that a six-month European call option on the stock with an exercise price of $70 will be exercised?

Problem4

Consider a six-months at-the-money European call option on a currency with strike price of 1.45. The current exchange rate is 1.40 with the 18% of volatility. The domestic risk-free rate is 6% per annum, and the foreign risk-free interest rate is 12% per annum. Calculate the value of the option.

 

Problem5

Consider a six-months European put option on a currency with strike price of 1.5. The current exchange rate is 1.4 with the 18% of volatility. The domestic risk-free rate is 6% per annum, and the foreign risk-free interest rate is 12% per annum. Calculate the value of the option.

 

 

Problem6

What is the delta of a nine-month at the money European call option on a non-dividend paying stock when the risk-free interest rate is 12% per annum, and the volatility of the stock is 18% per month?

Answers

QuickHelper
(10)
Status NEW Posted 25 May 2017 10:05 AM My Price 8.00

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