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[单选题]

Assume that a $60 strike call has a 2.0% continuous dividend, r = 0.05, and the stock price is $61.00. What is the theta of the option as the expiration time declines from 60 to 50 days？

A.–0．52

B.–0．42

C.–0．32

D.–0．22

答案

C、–0．32

发布时间：2021-07-22

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更多“Assume that a $60 strike call has a 2.0% continuous dividend, r = 0.05, and the stock price is $61.0…”相关的问题

第1题

Assume that a $50 strike call has a 3.0% continuous dividend, σ = 0.27, r = 0.06 and 60 days from expiration. What is the gamma for a stock price movement from $48.00 to $49.00？

A.0．046

B.0．074

C.0．089

D.0．099

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第2题

Assume that the S & B partnership agreement gave Steely 60% and Breck 40% of partnersh

ip income and losses. The partnership lost $27,000 in the current period. To determine Steely’s share of the loss and Breck’s share of the loss.

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第3题

Assume S = $62.50, σ = 0.20, r = 0.03, div = 0.0, on a $60 strike call and 81 days until expiration. Given a delta = 0.7092, gamma = 0.0582, and theta = –0.0158, what is the PREDICTED call price, usin

A.＄4．364

B.＄4．376

C.＄4．390

D.＄4．392

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第4题

An investor holds a portfolio of $100 million. This portfolio consists of A rated bonds ($40 million) and BBBrated bonds ($60 million). Assume that the one year probabilities of default for Arated and BBBrated bonds are 3% and 5%, respectively, and that they are independent. If the recovery value for Arated bonds in the event of default is 70% and the recovery value for BBB rated bonds is 45%, what is the one year expected credit loss from this portfolio?()

A.$1,672,000

B.$1,842,000

C.$2,010,000

D.$2,218,000

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第5题

The transmitter site of radio station WGGW and the transmitter site of another radio station, WGWB, are on the same highway 100 miles apart. The radio signal from the transmitter site of WGWB can be received only within a radius of 60 miles in all directions from the WGWB transmitter site. For how many miles along the highway can the radio signals of both stations be received?

(Note: Assume the highway is straight.)

A.8

B.12

C.40

D.44

E.48

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第6题

The transmitter site of radio station WGGW and the transmitter site of another radio stati

on, WGWB, are on the same highway 100 miles apart. The radio signal from the transmitter site of WGWB can be received only within a radius of 60 miles in all directions from the WGWB transmitter site. For how many miles along the highway can the radio signals of both stations be received？

(Note: Assume the highway is straight.)

A.8

B.12

C.40

D.44

E.48

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第7题

考虑下述的经济结构：消费：C=0．8（Q—T)；投资：I=20—0．4i；政府开支：G=10；税收：T=20；货币供给：Ms=50；

考虑下述的经济结构：消费：C=0．8(Q—T)；投资：I=20—0．4i；政府开支：G=10；税收：T=20；货币供给：Ms=50；货币需求：MD=(0．5Q—i)P。 a．找出IS曲线和凯恩斯乘数； b．假定价格水平为2，求LM曲线； c．求均衡利率和总需求(仍假定P=2)； d．求总需求曲线； e．如果政府支出增加至G=12，求它对于产出、利率和价格水平的影响。分析极端凯恩斯学派场合(假定P=2)和古典场合的情况(假定Q=60)o Consider the following structure of all economy： Consumption：C=0．8(Q一T) Investment：I=20—0．4i Government spending：G=10 Taxes：T=20 Money supply：Ms=50 Money demand：MD=(0．5Q—i)P a．Find the IS curve and the Keynesian multiplier． b．Find the LM curve，assuming that the price level is 2． c．Find the equilibrium interest rate and aggregate demand(continue to assume P=2)． d．Find the aggregate demand curve． e．Find the effects on output，the interest rate and the price level if government expendituresincrease to G=12．Analyze the extreme Keynesian case(assume P=2)and the classical case(assume Q=60)．

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第8题

ST段的测量应从 J 点后__处作一水平线，根据此基准线确定有无 ST 段移位（）

A.40~60

B.60~80

C.80~100

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第9题

“ST”医嘱应在（）分钟内执行

A.15

B.20

C.30

D.60

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第10题

煤灰熔融性测定的精密度中，ST的重复性限为（）。

A.<60

B.<80

C.<50

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