Forwards and Futures - Questions and Answers
Über den Vortrag
Der Vortrag „Forwards and Futures - Questions and Answers“ von Edu Pristine ist Bestandteil des Kurses „ARCHIV Financial Instruments“. Der Vortrag ist dabei in folgende Kapitel unterteilt:
- Questions and Answers
Dozent des Vortrages Forwards and Futures - Questions and Answers
Edu Pristine
Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture.EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.
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Auszüge aus dem Begleitmaterial
... and Beta of portfolio = 1.2 a) A long position in 14 contracts b) A short position in 14 contracts c) A long position in 10 contracts d) A short position in 10 contracts Answer: F = 250 ×1500 = 375,000 For a complete hedge requires (1.2 ×8,750,000/375,000) = 28 contracts need to be shorted. ...
... as a) Future price of asset to be hedged –Futures price of contract used b) Future price of asset to be hedged –Spot price of contract used c) Spot price of asset to be hedged –Futures ...
... LIBOR future rate for the 90-to 180-day period: a) 3.7% b) 3.2% c) 4.8% d) 6.4% Answer: Option ‘a’ Since, Eurodollar future quote is 86 i.e. (100 -R), where R is the LIBOR future interest ...
