iscuss how the stock for your company is trending and Explain why the stock is in either an uptrend or downtrend. b.) should anyone invest in the company or not and why
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a)Discuss how the stock for your company is trending and Explain why the stock is in either an uptrend or downtrend.
b.) should anyone invest in the company or not and why
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- Goldman Sachs quotes bid-ask rates of $1.4001/€-$1.4003/€ and v104.30- 104.40/5. What would be Goldman Sachs direct asking price of yen per euro? OV135.7900/E OV1460513/E OV137.5927/6 134.4478/E V146.1913/IRR 1) Nominal Value: N= |= Emission Date Valuation Date: New Price: What is the new IIR? 2) Nominal Value: N= |= Emission Date Valuation Date: New Price: What is the new IIR? NPV 3) Par Value N= |= Emission Date: Buy on: Opportunity Rate What is the new NPV? $ 3,600,000 2 years 10% N.A.Q. 7/5/2023 8/5/2024 $ 3,550,000 XXX % EA ? $ 202,000 3 years 18% N.A. per year 5/15/2023 6/15/2024 $ 201,500 XXX % EA ? $ 100,000,000 2 years 15% N.A. Semi-annual 8/23/2024 4/23/2025 13% EA $$$?Consider the following money market information being quoted: Which of the following statements is true? Particulars GBP Interest Rate THB Interest Rate Spot Rate 1-year Expected Spot Rate Bid Rate 6.100% 10.550% THB5.6601/GBP THB5.9037/GBP C. Ask Rate 6.125% 10.625% THB5.6622/GBP THB5.9961/GBP a. There is an arbitrage which can only be made by initially borrowing GBP and then investing in THB. b. More than one of the options in this question are correct. The THB is selling at a premium to the GBP in the future. O d. There is an arbitrage which can only be made by initially borrowing THB and then investing in GBP.
- What is the return (%) that can be made from correctly exploiting the mispricing given these three quoted rates? JPY96.81/AUD AUD1.50/USD USD0.0069/JPY a. 1.9835% b -1.9796% c. 0% d. None of the options in this questionQ5: Current spot rates are as follows: USD/CHF 1.5384/89 USD/SGD 2.3895/05 EUR/USD 0.9678/83 AUD/USD 0.5438/43 What is the two-way price for CHF/SGD? On which side of this price would the customer sell SGD? What is the two-way price for EUR/AUD? On which side of this price would the customer buy EUR? What is the two-way price for EUR/CHF? On which side of this price would the customer buy CHF? What is the two-way price for CHF/AUD? On which side of this price would the customer sell CHF?Suppose that we can describe the world using two states and that two assets are available, asset K an asset L. We assume the asset’s future prices have the following distribution State Future Price Asset K Future Price Asset L 1 $55 $60 2 $45 $30 The current price of asset K is $50, and the current price of asset L is $50. 1. What are the values of the unit claims (C1 and C2 )?
- The following graph shows the contingency graph for purchasers of euro put options, with a premium of $0.06 and an exercise price of $1.38. NET PROFIT PER UNIT (Dollars per unit) 0.07 0.06 0.05 0.04 0.03 0.02 0.01 0 -0.01 -0.02 -0.03 -0.04 -0.05 -0.06 OD ← 1.3, 0 -0.07 + 1.22 1.24 1.26 1.28 1.30 1.32 1.34 1.36 1.38 1.40 FUTURE SPOT RATE (Dollars per euro) ? According to the graph, if the spot rate turns out to be $1.26, and the option is exercised, the buyer will According to the graph, break-even price is $0.04 $0.06 $0.01 $0.03 per unit.Which of the following condition may indicate that OMR has depreciated to EUR? a. Spot rate of EUR/OMR is equal to future rate of OMR/EUR b. Spot rate of EUR/OMR is less than future rate of EUR/OMR c. None d. Future rate of EUR/OMR is equal to spot rate of OMR/EUR e. Future rate of OMR/EUR is less than Spot rate of OMR/EUR no need to explain ..only give answerThe below call option is European. What is the minimum arbitrage profit at time T=1Y arising from the following prices? So = $19.63 T=1Y K = $18 C = $2.77 r = 6% (cont. comp. annual rate) (required precision 0.01 +/- 0.01)
- P write the likely frandactiong thet may escenting result in the fallesing ahouyetiz the ace equation. (a) tnerease in ealited, lo.o0o crease in meter Vehicle., 2500 and increase in banfe 2500 . e) therease in 'mukentory, 1,760 cnd increase in trade Payable, 1,700. E) Decrase in inpentory Foo ihereade in geceivable , 620; and increase im eeluity 120. ) Therease In Cath, 450 ad decresc in boulk 450. (E)Decreade in bonk, 1eero anddecyosein Payable by 1,so0 f) Decrease im Cash, 250.and decrease in eduity, 250. CS Scanned with CamSoannerIf the sale of n.l. units ( 120) unit in price ( 3120)$. to unit , the sales value on its ?. * (- 374400 )$ . ( another option ) ( 374400 )$1. The spot market quotes the exchange rate of the GHS to a CADS as GHS 3.562 while the 90-day forward quotes it at GH3.425. Required: Calculate the annualized forward premium or discount. 2. Suppose bid price for £=GHS6.27, ask price = GHS6.316. Required: Calculate the bid/ask spread.