Student Number Seat Number 1). Question 1: Multiple Choice Questions. 2 marks each, Total: 20 marks b) The 6-month interest rate from June 2022 to December 2022 a) The 6-month interest rate from December 2021 to June 2022 The underlying interest rate of June 2022 Eurodollar futures contract is: d) The 3-month interest rate from June 2022 to September 2022 (The put has the same underlying asset, strike 2). A long put is similar to a portfolio of price and maturity as the call option): a long call, a long stock, and a long bond a long call, a short stock, and a long bond a short call, a long stock, and a short bond d) a long call, a long stock and a short bond. 3) Consider two put options differing only by exercise price. The one with the lower exercise price has Higher premium Lower premium c) The same premium d) no premium ) 4). a) b) c) d) A non-dividend paying stock has a gamma of 0 1 -1 between 0 and 1