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15. ABC MARKET VALUE = $52.85 CALLS PUTS STRIKE PRICE CHG PRICE PRICE CHG 7.15 0.25 $ 47.00 0.35 -0.03 5.25 0.15 $ 50.00 0.60

15.

ABC MARKET VALUE = $52.85
CALLS PUTS
STRIKE
PRICE CHG PRICE PRICE CHG
7.15 0.25 $ 47.00 0.35 -0.03
5.25 0.15 $ 50.00 0.60 -0.05
1.70 0.09 $ 53.00 1.48 -0.04
1.00 0.09 $ 56.00 4.35 -0.1
0.50 0.09 $ 59.00 7.25 -0.12

If you purchased the call contract with strike price of $53, and at the expiration date ABC is trading at 56, How much is your win or loss?

16.

MN National Bank make the following interest rate collar:

10 millions, 10% interest rate cap with a price of 1.7% of face value

10 millions, 3.5% interest rate floor with a price of 1.35% of face value

If at expiration interest rates are 10.25%, how much is the profit/(loss) of MN National Bank?

PRESENT YOUR ANSWER ROUNDED TO ZERO DECIMAL PLACES

DON'T USE COMMA SEPARATORS

IF A LOSS USE THE MINUS SIGN EX -12

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