htestntcht Mathematics 1. We consider following yield curve: Maturity Yield o) 8,00 8.50 8.95 Calculate forward rates fs.f fa and fa 2. We would like to invest 1 000 000 USD and we bave two boods in our portfolio such as: A. maturity = 5. coupon rate 0 %. YIM-10 %, FV-100 USD R. maturity-2, coupon rate 12 %, YTM-12 %, FV-|00 USD What would be the yield of this portfolio when investment horizon is 3 years and when YIMs will decrease by 1 % 3. Mr. Smith is an owner of two European call options, which bought for Pl-sS and P2-$13. Their strike prices 0 and SP2-1050. These options have same maturity and have same underlying asset. Find a are SP1-$102 strategy which is maximizing profit in relation to price of underlying asset and draw it. Financial arot Investment Marhematics 4, we would like to buy property nnd having fivrlowing er 'in h-to pay for it 1.Option.e00 000 USDnow. I 500 ) USD in the cnd of first year ond 120000 the end of second year 2. Option: 4 000 000 USD in the end of second year 3, Option: 3 200 000 USD now which option is for us the most preferably when the interest rate is 7 % pa. 10 000 USD, issued on February 6th 2008 Maturity of this bond is February 6th 2013, coupon rate of 14,85% YIM to the date of November 9th 2009 was 7 % and to the date of November 7th 2010 was 6 %. Calculate net price of the bond to the both dates. 5. We consider 5-year government bond with a nominal value of htestntcht Mathematics 1. We consider following yield curve: Maturity Yield o) 8,00 8.50 8.95 Calculate forward rates fs.f fa and fa 2. We would like to invest 1 000 000 USD and we bave two boods in our portfolio such as: A. maturity = 5. coupon rate 0 %. YIM-10 %, FV-100 USD R. maturity-2, coupon rate 12 %, YTM-12 %, FV-|00 USD What would be the yield of this portfolio when investment horizon is 3 years and when YIMs will decrease by 1 % 3. Mr. Smith is an owner of two European call options, which bought for Pl-sS and P2-$13. Their strike prices 0 and SP2-1050. These options have same maturity and have same underlying asset. Find a are SP1-$102 strategy which is maximizing profit in relation to price of underlying asset and draw it. Financial arot Investment Marhematics 4, we would like to buy property nnd having fivrlowing er 'in h-to pay for it 1.Option.e00 000 USDnow. I 500 ) USD in the cnd of first year ond 120000 the end of second year 2. Option: 4 000 000 USD in the end of second year 3, Option: 3 200 000 USD now which option is for us the most preferably when the interest rate is 7 % pa. 10 000 USD, issued on February 6th 2008 Maturity of this bond is February 6th 2013, coupon rate of 14,85% YIM to the date of November 9th 2009 was 7 % and to the date of November 7th 2010 was 6 %. Calculate net price of the bond to the both dates. 5. We consider 5-year government bond with a nominal value of
