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points) The speculative (time) value of the put option above is . $0.0069 c. $0.0162 C- d. $0.0231 4. (5 points) Conventionally, foreign currency exposures

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points) The speculative (time) value of the put option above is . $0.0069 c. $0.0162 C- d. $0.0231 4. (5 points) Conventionally, foreign currency exposures are classified into a. Economic exposure, transaction exposure, and translation exposure. b. Economic exposure, accounting exposure, and political exposure c. National exposure, international exposure, and trade exposure. ng ex 5. (5 points) Forward contracts are a. mainly provided by an organized exchange such as CME b. standardized in terms of quantities, currencies, delivery dates, etc. c. exposed to a higher degree of default risk than futures contracts. d. subject to daily resettlement by a clearinghouse. 6. (5 points) When an exporting company has accounts receivable in foreign currency, the company its currency exposure by a. buying currency call options. b. buying currency put options c. buying currency futures d. buying currency forwards 7. (5 points) Economic (operating) exposure a. affects not domestie firms, but international firms dealing with foreign currencies b. arises from changes in the value of past contractual obligations in foreign currencies c. is the extent to which the firm value would be affected by unexpected XR changes d. is the impact of XR changes on the consolidated accounting statements of the firm. 8. (5 points) Other things being equal, the most expensive options will be a. in-the-money European put options b. in-the-money American put options. c. out-of-the-money European put options. d. out-of-the-money American put options. 9. (5 points) The breadth of the futures market would be a. a good proxy for demand for a futures contract. b. the number of futures contracts outstanding (ie. the open interest) for a specific delivery month c. decreasing with the term to maturity of most futures contracts d. how many different futures contracts (expiration dates, currencies) are outstanding

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