Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Part A: Indices Futures (8 Marks) Please check following link: http://au.investing.com/indices/indices-futures You will find price information for major Stock Indices Futures traded over the world.

image text in transcribed

Part A: Indices Futures (8 Marks)

Please check following link: http://au.investing.com/indices/indices-futures

You will find price information for major Stock Indices Futures traded over the world. Information pamphlet is provide in the Appendix 2. Please find ASX 200 and check its future Price in past 3 months, i.e., if the date you start this question is 11/07/2016, you need collect data from 12/04/2016- 11/07/2016. The following is the snap shot when you click ASX 200, you can find ?Historical Data?.

Similarly, by click following linkage: http://au.investing.com/indices/major-indices

You can find historical ASX 200 level. Please collect the historical data from same period as above to facilitate comparison.

Question A1: Please use Excel to draw above two time-series: ASX 200 futures and ASX 200 and make comment on/about the plotted chart.

Question A2: Please explain how index futures can be used to hedge or speculate. Please investigate this issue by looking into public available recourses. (At least 2 citations are required to support your investigation.)

Part B (4 Marks)

Question B1: Get 10 most active options on the day you are doing this question from fiance.yahoo.com (https://finance.yahoo.com/options/) and summarize information which is in investors? interest, in a table.

image text in transcribed Part A: Indices Futures (8 Marks) Please check following link: http://au.investing.com/indices/indices-futures You will find price information for major Stock Indices Futures traded over the world. Information pamphlet is provide in the Appendix 2. Please find ASX 200 and check its future Price in past 3 months, i.e., if the date you start this question is 11/07/2016, you need collect data from 12/04/201611/07/2016. The following is the snap shot when you click ASX 200, you can find \"Historical Data\". Similarly, by click following linkage: http://au.investing.com/indices/major-indices You can find historical ASX 200 level. Please collect the historical data from same period as above to facilitate comparison. Question A1: Please use Excel to draw above two time-series: ASX 200 futures and ASX 200 and make comment on/about the plotted chart. Question A2: Please explain how index futures can be used to hedge or speculate. Please investigate this issue by looking into public available recourses. (At least 2 citations are required to support your investigation.) Part B (4 Marks) Question B1: Get 10 most active options on the day you are doing this question from fiance.yahoo.com (https://finance.yahoo.com/options/) and summarize information which is in investors' interest, in a table

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

Step: 3

blur-text-image

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

Financial Institutions Management A Risk Management Approach

Authors: Anthony Saunders, Marcia Millon Cornett

9th edition

1259717771, 1259717772, 9781260048186, 1260048187, 978-1259717772

More Books

Students also viewed these Finance questions