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8. Consider a stock forward contract, in which the underlying stock does not pay dividends. The term of the contract is 3 months. Assuming that

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8. Consider a stock forward contract, in which the underlying stock does not pay dividends. The term of the contract is 3 months. Assuming that the current stock price is $40 and the risk-free annual interest rate of continuous compound interest is 5%, the reasonable delivery price of the forward contract should beabout A. $40 B. $40.5 C. $41 D. $41.5 9. Suppose the current 6-month spot rate is 12% per annum (compound interest) and the 1-year spot rate is 15%. Theoretically, the forward interest rate of the next 6 months to 1 year is A. 14% B. 16% C. 17% D. 18% 16. Which of the following is less likely correct about the understanding of duration? A. It is utilized to measure the average amount of time that a bond holder has to wait before getting the principal back B. It is a quantitative estimation of the relative volatility of fixed income securities C. It is a time point, at which the total present value of the cash flow of the bond before this point is exactly the same as the total present value of the cash flow after this point D. It has the relation with the coupon of bond, but has nothing to do with the maturity of the bond 17. When the term structure of interest rates is upward-sloping, the following statements about interest rate swaps are most likely correct A. In interest rate swap, the party receiving floating interest rate has negative cash flow at the initial stage, positive cash flow and greater credit risk at the later stage B: In interest rate swap, the party receiving floating interest rate has positive cash flow at the initial stage, negative cash flow and greater credit risk at the later stage C. In interest rate swap, the party receiving fixed interest rate has positive cash flow at the initial stage, negative cash flow and greater credit risk at the later stage D. In interest rate swap, the party receiving fixed interest rate has negative cash flow in the initial stage, positive cash flow and greater credit risk at the later stage

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