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ARaCa e olial coodities traded on a nge O Apil, the wlementpries of their June and Decemher 500 Ar s ads d en the fllowing

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ARaCa e olial coodities traded on a nge O Apil, the wlementpries of their June and Decemher 500 Ar s ads d en the fllowing information 200 212 526 1 G de e price imation which of these commodities cnds 2 he E ve c ience valu a Oly A DROEMBER Only C e Ne of the 6.he June-Deenter T-8il rte is 5%, fie. 10%/2) and the 6 mondh gr c for ABndCae SI, 52A S3 respectively, the coveimce valus for A Band C repectively are None of the above 7. Wetaknd about a bedger trying to mduce "inventory" risk by shorting a finures contract. Which of the following is pot a valid reason as to why he did not elimisate this inventory risk by simply selling the commodity in the spot markat instead of hedging a He does not have the commodity in his possession He has liquidity problems in the cash market. e. He believes the cash market price will increase d. He has high transaction costs in the spot market e All of the above are valid reasons OPYE e anpwers to Co wer questices 1, 2, 3, and 4 based oe y Answer questions 5 an 6 based on the following information futures A, B, and C are three non-cyclical commodities traded on a exchange. On April 1, the settlement prices of their June and December futures contracts are given as: 100 106 500 200 526 JUNE DECEMBER 212 5. Given the above price information, which of these commodities could possibly have a positive convenience value? a. Only A. b. Only B. c. Only C. d. A, B, and C. e. None of them. 6. If the 6-month June-December T-Bill rate is 5 %, (i.e. 10% / 2) and the 6- month storage costs for A, B and C are $1, $2 & $3 respectively, the convenience values for A, B and C respctively are: a. 0, 0,0 b. 2, 2, 2 c. 0,0, -2 d. 0, 0, 2 e. None of the above. 7. We talked aba futures con did vable for Nx) Wher MLL Por lowsvalus of Na for a RO The broiw-(acoveN 0.00

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