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NEW QUESTION: 1
블랙 스쿨 옵션 가격 모델의 기본 공식은 기본적으로 최종 주가의 예상 현재 가치와 행사 가격의 현재 가치 사이의 차이입니다.
기업은 Black-Scholes Option Pricing Model을 사용하여 비 배당 주식에 작성된 통화 옵션의 가격을 책정하려고 합니다. 현재 주가는 US $ 50이고 운동 가격은 US $ 48입니다. 무위험 이자율은 5.0 %이고 옵션은 1 년 후에 만료되며 최종 주가와 행사 가격의 현재 가치를 계산하는 데 사용되는 누적 확률은 각각 65와 58입니다. et-n)의 값이 .9512 인 경우 호출 옵션의 현재 값은 다음과 같습니다.
A. US $ 4.02
B. US $ 2.00 답변
C. US $ 6.02
D. US $ 4.66
Answer: C
Explanation:
C is the current value of a call option with time t in years until expiration, S is the current stock price. N di is the cumulative probability that ai deviation less than di will occur in a standardized normal distribution [N di) is an area to the left of d under the curve for the standard normal distribution], E is the call's exercise price. e is a constant approximately 2.7183), and r is the annualized continuous risk-free rate of return. Thus, the value of the call is:
NEW QUESTION: 2
Determine if the description is Master/Detail or Lookup: Up to 25 such relationships
Answer:
Explanation:
Lookup
NEW QUESTION: 3
An HSRP design requirement states that preemption must be enabled for the active switch, which is a Cisco 4507R.
Assume a boot time of 300 seconds. Which setting of the preemption delay timer minimizes the loss of traffic?
A. 200 seconds
B. 50 seconds
C. 100 seconds
D. 150 seconds
Answer: A
Explanation:
https://www.cisco.com/c/en/us/td/docs/solutions/Enterprise/Campus/HA_campus_DG/hacampusdg.html#wp1107923
"The recommended best practice is to measure the system boot time, and set the HSRP preempt delay statement to 50 percent greater than this value. This ensures that the HSRP primary distribution node has established full connectivity to all parts of the network before HSRP preemption is allowed to occur"-> We can't choose 450 secondes so we take the higher delay available..