题目 Suppose three factors have been identified for the U.S. economy: the growth rate of industrial production (IP), the inflation rate (IR), and the excess return of 30-year Treasury bonds over [...]
题目 Which of the following is not a traditional credit risk mitigation approach used by banks? 选项 A.Marking-to-market B.Call feature C.Exposure netting D.Loan syndication 答案 B 解析 [...]
题目 The risk department at an investment firm has been asked to evaluate the impact of environmental, social, and governance (ESG) factors on some of its fund investments. In regard to climate [...]
题目 Consider the following option strategy of buying one at-the-money put with a strike price of $43 for $6, selling two puts with a strike price of $37 for $4 each and buying one put with a [...]
题目 What is the lower bound for the price of a nine (9)-month American PUT option on a non-dividend-paying stock when the stock price is $14.00, the strike price is $20.00, and the risk-free [...]
题目 Which type of option produces discontinuous payoff profiles, meaning that the payoff does not increase or decrease continuously with the underlying asset value? 选项 A.Chooser options [...]
题目 Consider the following call option with 6-months till expiry. The strike price is $50, the current stock price is $55 and the value of the option is $5. What does this imply about the level of [...]
题目 Assume an underlying non-dividend-paying stock has a current price of $40.00 with volatility of 25.0% per annum while the risk-free rate is 4.0% per annum. The price of a six-month, [...]
题目 A non-dividend-paying stock with a current price of $40.00 and a volatility of 30.0% per annum when the risk-free rate is 4.0%. Consider a one-year barrier option with a barrier, H =$43.00, [...]
题目 Which one of the following four trading strategies limits the investor's upside potential and downside risk? 选项 A.A long position in a put combined with a long position in a stock. B.A [...]
