Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Investments - chase... X Xfinity Stream short stock long call 1/2 A Futures Calculator. E New Tab OBuy at the money XYZ puts to open

image text in transcribed

Investments - chase... X Xfinity Stream short stock long call 1/2 A Futures Calculator. E New Tab OBuy at the money XYZ puts to open O Buy in the money XYZ puts to open Sell out of money XYZ puts to open O Sell out of money XYZ calls to open 11. The price of XYZ is $40. You have established the following position:- Short 1 XYZ 40 Call @ 1-If the delta of the call is 0.50, what would be the theoretical price of the option if XYZ increased by $1.00? $1.50 $2.00 O $3.00 $0.50 O $1.00 12. You have established the following position: Short 1 ABCD 145 Put @ 4-If the delta of the put is 0.50 and the gamma is 0.04, what would the new delta be if ABCD decreases from 145 to 144? 050 046 053 054 13. If you are long on an at the money calendar spread, your position would be measured at the following greeks? Long Vega, short Gamma, positive Theta Short Vega, short Gamma, positive Theta O Long Vega, long Gamma, positive Theta O Long Vega, short Gamma, negative Theta 14. Stock XYZ is at 100. If you are long the Jan 100 Put and short Dec 110 Put, you are which of the following choices? Long Delta, short Vega O Short Delta, short Vega O Long Delta, long Vega Short Delta, long Vega 15. Which of the following is true regarding the shorting of options in a risk based account? There is no limit to the number of total (units) that can be shorted. Our clearing firm may require additional margin beyond the initial requirement on or platform. The OCC does not consider the positions of all accounts at clearing firm when assessing risk to that firm O Converting naked option into vertical spreads will not reduce risk. 16. Which of the following is the same synthetic position as long stock short call? O Shortunut

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

The Handbook Of Sentiment Analysis In Finance

Authors: Gautam Mitra, Xiang Yu

1st Edition

1910571571, 978-1910571576

More Books

Students also viewed these Finance questions

Question

Suppose that f(x) = e/8 for 3 3.5) (c) P(4 4.5)

Answered: 1 week ago

Question

What was the positive value of Max Weber's model of "bureaucracy?"

Answered: 1 week ago