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Question 17 0 / 1 pts Suppose that the 3-year interest rate is r = 0.06. A stock portfolio currently valued at $1,000 provides a
Question 17 0 / 1 pts Suppose that the 3-year interest rate is r = 0.06. A stock portfolio currently valued at $1,000 provides a dividend yield of q = 0.025, and has a per annum standard deviation of 14%. What percent of PPN can be provided for a note to have 150% participation in the upside above current value, mature in three years, have a retail price = $1,000, and have fair value of $950? Use the information below. pset4.PNG Enter solution in decimal form rounded to the fourth digit, as in "0.1234". Precede with "-" symbol if negative. Do not enter "%" symbol. -0.1406 0.8875 (with margin: 0.0005) Question 17 0 / 1 pts Suppose that the 3-year interest rate is r = 0.06. A stock portfolio currently valued at $1,000 provides a dividend yield of q = 0.025, and has a per annum standard deviation of 14%. What percent of PPN can be provided for a note to have 150% participation in the upside above current value, mature in three years, have a retail price = $1,000, and have fair value of $950? Use the information below. pset4.PNG Enter solution in decimal form rounded to the fourth digit, as in "0.1234". Precede with "-" symbol if negative. Do not enter "%" symbol. -0.1406 0.8875 (with margin: 0.0005)
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