Please answer the following questions and all its parts(max 4 parts according to chegg). Failure to do so will result in negative rating. Try answering on a piece of paper if possible and scan it please and i will give good rating. Thanks!

Finance H/W 2018 call your food has just attended an introductory session on forward rate agreements (FRA), Currency futures and Currency options and yet he cannot make sure out the difference among these 3 derivative instruments: You are required to help him out in cil Differentiating a FRA From a currency Futuves contract (ii) comparing and tons contrasting the currency futures contratt against a kurvency option contract (6) Bond immunisation is one approach towards the managing interest rate risks associated with investment in a bond portfolio." - Discuss the above statement while highlighting the different significance of duration and bond portfolio rebalancing with a view to achiening bond immunisation. (c) The stock price 6 months from the expiration of an option is in the $42, the exercise price is $40 the risk free rath is 10% per annum and the volatility is 20% per annum. Assuming it is a Europe an option, cil Use the Black Scholes model to evaluate the price of a call option (11) Evaluate the put option price using the put call parity. Finance H/W 2018 call your food has just attended an introductory session on forward rate agreements (FRA), Currency futures and Currency options and yet he cannot make sure out the difference among these 3 derivative instruments: You are required to help him out in cil Differentiating a FRA From a currency Futuves contract (ii) comparing and tons contrasting the currency futures contratt against a kurvency option contract (6) Bond immunisation is one approach towards the managing interest rate risks associated with investment in a bond portfolio." - Discuss the above statement while highlighting the different significance of duration and bond portfolio rebalancing with a view to achiening bond immunisation. (c) The stock price 6 months from the expiration of an option is in the $42, the exercise price is $40 the risk free rath is 10% per annum and the volatility is 20% per annum. Assuming it is a Europe an option, cil Use the Black Scholes model to evaluate the price of a call option (11) Evaluate the put option price using the put call parity