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0 [{"id":72767,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-25 22:13:56","updated_at":"2016-05-25 22:13:56","questionName":"A call option is the right but not the obligation to sell the underlying at the strike price, some time in the future.","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":null,"position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":72769,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-25 22:14:30","updated_at":"2016-05-25 22:14:30","questionName":"The difference between a long future and a long call option is that there is no obligation to purchase the underlying with the option.","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":null,"position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":71236,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-23 23:22:26","updated_at":"2016-05-23 23:22:26","questionName":"Calculate the standard deviation of the expected dollar returns for Ditto Copier Centre, given the following distribution of returns (rounding to the nearest dollar):","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":"uploads\/bfc-3540-revision\/Capture3.PNG","position":null,"explanation":"We are asked to find the standard deviation of the expected return. We must use the formula; Var[x] = E[x^2] - E[x]^2 So;E[x] = 50 x .2 + 20 x .5 - 15 x .3 = 15.5, therefore, E[x]^2 = 240.25. To find E[x^2] we solve 50^2 x .2 + 20^2 x .5 + (-15)^2 x .3 = ","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":71235,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-23 23:18:46","updated_at":"2016-05-23 23:18:46","questionName":"Which of the following statements is most correct?","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":null,"position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":71230,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-23 23:14:08","updated_at":"2016-05-23 23:14:08","questionName":"If two firms have the same current dividend and the same expected growth rate, their stocks must sell at the same current price or else the market will not be in equilibrium.","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":null,"position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":71232,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-23 23:15:10","updated_at":"2016-05-23 23:15:10","questionName":"Managers cannot act in the best interests of their shareholders unless they know their shareholders' average time preference for receiving their money and what risks a typical shareholder is prepared to assume. ","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":null,"position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":71234,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-23 23:17:22","updated_at":"2016-05-23 23:17:22","questionName":"You have developed the following data on three stocks: ","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":"uploads\/bfc-3540-revision\/Capture2.PNG","position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":72772,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-25 22:17:12","updated_at":"2016-05-25 22:17:12","questionName":"The Black-Scholes and the Binomial option pricing formula will always provide identical option prices.","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":null,"position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":72768,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-25 22:14:14","updated_at":"2016-05-25 22:14:14","questionName":"A put option is the right but not the obligation to buy the underlying at the strike price, some time in the future.","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":null,"position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":72771,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-25 22:15:32","updated_at":"2016-05-25 22:15:32","questionName":"The formula max[0,X-S]-C describes the payoff diagram for a call option at expiry.","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":null,"position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":72770,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-25 22:15:02","updated_at":"2016-05-25 22:15:02","questionName":"When considering a payoff diagram; a long future cancels with a short future to get a zero position. If both a put and call have the same strike price and the same premium then their payoff diagrams also exactly cancel.","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":null,"position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":72766,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-25 22:13:40","updated_at":"2016-05-25 22:13:40","questionName":"If to-day I sell a June expiry ASX SPI 200 future at 3700 and at expiry of the future (on the last working day of June) the physical ASX 200 is 3300, what is my P&L?","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":null,"position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":71233,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-23 23:15:43","updated_at":"2016-05-23 23:15:43","questionName":"Because of differences in the expected returns of different securities, the standard deviation is not always an adequate measure of risk. However, the coefficient of variation will always allow an investor to properly compare the relative risks of any two securities. ","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":null,"position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":72004,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-24 20:53:10","updated_at":"2016-05-24 20:53:10","questionName":"Pascal\u2019s triangle is useful for binomial option pricing because","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":null,"position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null},{"id":71231,"quiz_id":"5471","answer_id":null,"answerType_id":"0","created_at":"2016-05-23 23:14:39","updated_at":"2016-05-23 23:14:39","questionName":"If investors buy enough stocks they can, through diversification, eliminate all of the non-market (or company-specific) risk inherent in owning stocks, but as a general rule it will not be possible to eliminate all market risk.","questionTimeSeconds":"0","questionTimeMinutes":"2","questionImagePath":null,"position":null,"explanation":"","question_score_id":null,"lang":null,"questionAudioPath":null}]
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A call option is the right but not the obligation to sell the underlying at the strike price, some time in the future.

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