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You hedged your exposure to declining interest rates by buying one December call on Eurodollar deposit futures at the premium quoted below. Call Strike Call

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You hedged your exposure to declining interest rates by buying one December call on Eurodollar deposit futures at the premium quoted below. Call Strike Call premium in basis Maturity price points 975000 26.50 December If December arrives and Eurodollar Deposit Futures have a settlement index at expiration of 97.90, what is your profit or loss? (Remember to include the premium paid for the call option.) Question 11 (5 points): You hedged your bank's exposure to increasing interest rates by selling one June Treasury bond futures contract at the opening price on April 10 at 119-160. It is now Tuesday, June 10, and you discover that on Monday, June 9, June T-bond futures settled at 116-170. What is the profit or loss on your short position? Question 12 (5 points): You hedged your bank's exposure to declining interest rates by buying one June Treasury bond futures contract at the opening price on April 10 at 119-075. It is now Tuesday, June 10, and you discover that on Monday, June 9, June T-bond futures opened at 120-165 and settled at 120-280. If you deposited the required initial margin on April 10 (the initial margin is equal to $1,800) and have not touched the equity account since making that cash deposit, what is your equity account balance? You hedged your exposure to declining interest rates by buying one December call on Eurodollar deposit futures at the premium quoted below. Call Strike Call premium in basis Maturity price points 975000 26.50 December If December arrives and Eurodollar Deposit Futures have a settlement index at expiration of 97.90, what is your profit or loss? (Remember to include the premium paid for the call option.) Question 11 (5 points): You hedged your bank's exposure to increasing interest rates by selling one June Treasury bond futures contract at the opening price on April 10 at 119-160. It is now Tuesday, June 10, and you discover that on Monday, June 9, June T-bond futures settled at 116-170. What is the profit or loss on your short position? Question 12 (5 points): You hedged your bank's exposure to declining interest rates by buying one June Treasury bond futures contract at the opening price on April 10 at 119-075. It is now Tuesday, June 10, and you discover that on Monday, June 9, June T-bond futures opened at 120-165 and settled at 120-280. If you deposited the required initial margin on April 10 (the initial margin is equal to $1,800) and have not touched the equity account since making that cash deposit, what is your equity account balance

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