Question 24 (Mandatory) (2 points) Consider a scenario where S $4 70 K $4 26 r 12 32 11 95 t 6 5 years By how much is ESS 2 K) greater than ELS S K) Please input your answer to the closest cent (hence, your answer must include two digits past the decimal) Please do not use commas or dollar signs Question 48 (2 points) Consider a put option that gives the long position the right to sell the underlying asset for $12 34 in 5 67 years The continuously compounded risk free rate of interest is 8 9 The market price of the underlying asset is $10 11 By how much will the option increase in value as the volatility of the underlying asset's returns increases from 12 to 13 An Excel file can be accessed through clicking the following link ForwardandOptionValuation(3) xls 0 03 0 05 0 07 0 09 Question 24 (Mandatory) (2 points) Consider a scenario where S $4 70 K $4 26 r 12 32 11 95 t 6 5 years By how much is ESS 2 K) greater than ELS S K) Please input your answer to the closest cent (hence, your answer must include two digits past the decimal) Please do not use commas or dollar signs Question 48 (2 points) Consider a put option that gives the long position the right to sell the underlying asset for $12 34 in 5 67 years The continuously compounded risk free rate of interest is 8 9 The market price of the underlying asset is $10 11 By how much will the option increase in value as the volatility of the underlying asset's returns increases from 12 to 13 An Excel file can be accessed through clicking the following link ForwardandOptionValuation(3) xls 0 03 0 05 0 07 0 09

Question

Question 24 (Mandatory) (2 points) Consider a scenario where S   $4 70   K   $4 26   r  12 32      11 95  t   6 5 years By how much is ESS 2 K) greater than ELS S K)  Please input your answer to the closest cent (hence, your answer must include two digits past the decimal)  Please do not use commas or dollar signs  Question 48 (2 points) Consider a put option that gives the long position the right to sell the underlying asset for $12 34 in 5 67 years  The continuously compounded risk free rate of interest is 8 9   The market price of the underlying asset is $10 11  By how much will the option increase in value as the volatility of the underlying asset's returns increases from 12  to 13   An Excel file can be accessed through clicking the following link  ForwardandOptionValuation(3) xls 0 03 0 05 0 07 0 09 Question 24 (Mandatory) (2 points) Consider a scenario where S   $4 70   K   $4 26   r  12 32      11 95  t   6 5 years By how much is ESS 2 K) greater than ELS S K)  Please input your answer to the closest cent (hence, your answer must include two digits past the decimal)  Please do not use commas or dollar signs  Question 48 (2 points) Consider a put option that gives the long position the right to sell the underlying asset for $12 34 in 5 67 years  The continuously compounded risk free rate of interest is 8 9   The market price of the underlying asset is $10 11  By how much will the option increase in value as the volatility of the underlying asset's returns increases from 12  to 13   An Excel file can be accessed through clicking the following link  ForwardandOptionValuation(3) xls 0 03 0 05 0 07 0 09

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Question

Question 24 (Mandatory) (2 points) Consider a scenario where S = $4.70 . K - $4.26 . r= 12.32% . = 11.95% t = 6.5

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