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题目 A large publicly held company refines crude oil into gasoline and sells gasoline wholesale with long-term contracts at fixed prices. The firm also owns the land, with full rights, from which [...]

题目 A hedge fund charges 2 plus 20%. Investors want a return after fees of 20%. How much does the hedge fund have to earn, before fees, to provide investors with this return? Assume that the [...]

题目 A bakery owner has decided to exit the business and sell her forward contracts. The contract calls for the delivery of 100 tons of wheat in five months at a price of $105 per ton. The current [...]

题目 A risk analyst at a commodities trading firm is examining the supply and demand conditions for various commodities and is concerned about the volatility of the forward prices for silver in the [...]

题目 Consider a 6-month futures contract on the S&P 500, and suppose the current value of the index is1330. Suppose the continuously dividend yield is 1.5% annually for the stocks underlying [...]

题目 The spot price of gold is $1,822 and the six-month forward price is $1,830; S(0) = 1822, F(0,0.5) = 1830. The riskless rate is 2.0%. What is the implied per annum lease rate under, [...]

题目 A firm is going to buy 10,000 barrels of West Texas Intermediate Crude Oil. It plans to hedge the purchase using the Brent Crude Oil futures contracts. The correlation between the spot and [...]

题目 The term contango is used to describe a market in which: 选项 A.Forward prices are above spot prices. B.Forward prices are below spot prices. C.Spot prices and forward prices are at the same [...]

题目 Assume a dollar asset provides no income for the holder and an investor can borrow money at risk-free interest rate r, then the forward price F at time T and spot price S at time t of the [...]

题目 Consider an eight-month forward contract on a stock with a price of $98/share. The delivery date is eight months hence. The firm is expected to pay a $1.80/share dividend in four months time. [...]