I need the answer now. Please just provide an answer to each question. No need to explain. Thank you.

1. The volatility of a bond is given by

A) duration/(1 + yield) only. B) slope of the curve relating the bond price to the interest rate only. C) yield to maturity only. D) duration/(1 + yield) and slope of the curve relating the bond price to the interest rate only.

2. Which bond is more sensitive to an interest rate change of 0.75 percent? Bond A: YTM = 4.00%, maturity = 8 years, coupon = 6% or $60, par value = $1,000. Bond B: YTM = 3.50%, maturity = 5 years, coupon = 7% or $70, par value = $1,000.

A) Bond A B) Bond B C) Both are equally sensitive. D) Cannot be determined

3. The writer of a call option hopes that the stock price will:

A) decrease. B) increase. C) split. D) produce quarterly cash dividends.

4. If you own a call and a put on a stock with the same exercise price and exercise date, your payoffs:

A) will be positive only if the stock price rises. B) will be positive only if the stock price declines. C) will always be positive and will increase with the size of the stock price change. D) will always be positive but will be larger if the stock price is relatively stable.

5. What is the option buyer's total profit or loss per share if a call option is purchased for $5, has a $50 exercise price, and the stock is valued at $53 at expiration?

A) $5 B) $2 C) $3 D) $8

6. An investor purchased a share of stock for $42 and at the same time paid $2 to purchase a put option on the stock with an exercise price of $40. What is her profit or loss if the stock is worth $30 at expiration?

A) $6 B) $6 C) $4 D) $4

7. How much must the stock be worth at expiration in order for the buyer of a call option to break even if the exercise price is $50 and the cost of the call was $4?

A) $46 B) $50 C) $52 D) $54

8. Put-call parity states that: A) Price of stock + price of call = price of put + PV (exercise price) B) Price of stock + PV(exercise price) = price of call + price of put C) Price of stock + price of put = price of call + PV(exercise price) D) Price of stock = price of put + price of call exercise price