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ID:9379245
大小:51.00 KB
页数:10页
时间:2018-04-29
《use the following information to answer the next 2 questions使用以下信息来回答以下2个问题》由会员上传分享,免费在线阅读,更多相关内容在教育资源-天天文库。
1、FrohlichFin4504Name___________InvestmentsALLWORKMUSTBESHOWN---DONOTJUSTCIRCLETHEANSWER:Usethefollowinginformationtoanswerthenext2questions:Acustomerbuys1XMIFeb250Put@4whenXMIclosesat247.1.Thetimevalueinthepremiumis:2.Theintrinsicvalueofthecontractis:3.Allofthefoll
2、owingarestandardizedforlistedoptioncontractsEXCEPT:a.strikepriceb.contractsizec.premiumd.expiration4..Whichcontractwilllikelyhavethehighestpremium(optionprice)whenABCclosesat$38pershare?a.ABCJan35Callb.ABCJan35Putc.ABCJan40Calld.ABCJan30PutSPREADS:Usethefollowingi
3、nformationtoanswerthenext3questions:Onthesamedayacustomerbuys1ABCFeb70Call@$4andsells1ABCFeb80Call@$1whenthemarketpriceofABCis$70.5.Themaximumpotentiallossis:a.$300b.$400c.$7400d.$77006.Thebreakevenpointis(thepricewhereallcashoutflowsareequaltothemarket):a.73b.74c
4、.76d.777.Themaximumpotentialgainis:a.$300b.$400c.$700d.unlimitedUsethefollowinginformationtoanswerthenext3questions:Onthesamedayacustomerbuys1ABCJan50Call@$2andsells1ABCJan35Call@$8whenthemarketpriceofABCis$41.8.Themaximumpotentialgainis:a.$600b.$800c.$4800d.unlim
5、ited9.Themaximumpotentiallossis:a.$600b.$800c.$900d.unlimited10.Thebreakevenpointis:a.37b.41c.44d.48Usethefollowinginformationtoanswerthenext3questions:AcustomerbuysABCJan70Put@$5andsells1ABCJan90Put@$19whenthemarketpriceofABCis$7511.Themaximumpotentialgainis:a.$1
6、400b.$1900c.$7100d.$800012.Thebreakevenpointis:a.71b.76c.85d.8913.Themaximumpotentiallossis:a.$600b.$1400c.$1900d.$2000SpeculativeUsethefollowinginformationtoanswerthenext4questions:InNovember,acustomerbuys1ABCJan70Call@$4whenthemarketpriceofABCis$71.14.IfABCfalls
7、to$67andstaystherethroughJanuary,thecustomerwill:a.gain$400b.lose$400c.gain$6700d.lose$670015.Thebreakevenpointforthepositionis:a.66b.67c.74d.7516.Thecustomer'smaximumpotentialgainis:a.$400b.$6600c.$7400d.unlimited17.Ifthecustomerclosesoutthepositionpriortoexpirat
8、ionbysellingthecallat$10,thegainorlossis:a.$400gainb.$400lossc.$600gaind.$1000gainUsethefollowinginformationtoanswerthenext5questions:Acustomersells1ABC
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