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A Moving to another question will save this response. Question 12 If the hedge ratio is 0.50, this indicates that the portfolio should hold: a. one share of stock for every two call options purchased. b. two shares of stock for every call option purchased Octwo shares of stock for every call option written. d. one share of stock for every two call options written Queen of Question 13 2 points The information provided is relevant in the context of a une period one year) binomial option pricing model A stock currently trades at $50 per share and a coupon on the stock has an exercise price of 545. The stock is equally key to nie by 25 percent or full by percent. The one year strette 2 percent Ciclete op price of the stock on your from today Question 14 points Salmon inhas debt with a market value of 53.000. This debit has an interest rate of and pays interest annualy. The expected before instansi 1.200, there and the unlevered cost of capital 12%. What is the firm's cost of equity in percentage Question 19 of 23 Question 19 2 points A stock currently trades at 550 per shares and a call option on the stock has an exercise price of $45. The stock is equallyly to rise to 62.5 or fall to 175. The one year, brate is 2 percent what is the hedge ratio number of call options that must be written A Moving to another question will save this response, Question 20 Suppose the current sbc-year rate is 9 percent and the current five-year rate is 7 percent. What is the one year forward rate for five years? Moving to another question will save this response lenovo FALA F3 F4 FS FY WD Moving to another question will save this response. Question 22 of 23 Question 22 2 points Consider a bond with a Macaulay duration of 6 years having a yield to maturity of 8 percent, and interest rates ate espected to rise by So bass points. What is the percentage change in the price of Save Aww the bond