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Question 1 will make money on their position in wheat futures if the futures price of wheat a. Wheat futures speculator long wheat futures; decreases b. Wheat futures speculator short wheat futures; increases Oc Wheat producer that hedges the price of wheat; increases d. Wheat consumer that hedges the price of wheat, increases What option type gives the buyer the right to sell the underlying stock at expiration only, but not prior? a. European call b. American put c. American call d. European put Microsoatbormation will - bicrosco A futures contract on S&P 500 with the maturity 3 months has settled at 2,510 today. The underlying index value is $2,500 now and is going to pay a $13 dividend in 3 months. The discount factor (present value of $1) is 0.997. Calculate your arbitrage profit in 3 months from the strategy in the table below (per unit of the index). Cash Flow, in 3 months Position Buy S&P 500 Borrow at the risk-free rate Short Futures Total Cash Flow, t=0 -2,500 +2.500 0 0 Arbitrage profit = ? O a. 15.48 O b. 8.91 O c. 12.48 O d. 10.96 In Merton's model of credit risk, credit spreads: a. Widen as volatility rises and narrow as leverage rises O b. Narrow as volatility rises and narrow as leverage rises c. Narrow as volatility rises and widen as leverage rises Od. Widen as volatility rises and widen as leverage rises