Suppose that a hedge fund enters a market order to immediately sell 1600 shares. Compute the execution price for this tr Top of the limit order book Shares Price 3400 103.12 2000 102.92 1600 102.71 500 102.50 Asks 100 102.30 Bids 200 102.10 700 101.89 1600 101.69 2100 101.48 3200 101.28 A. The exection price for immediately selling 1600 shares is $102.71 per share. O B. The exection price for immediately selling 1600 shares is $101.83 per share. O. The exection price for immediately selling 1600 shares is $102.10 per share. O D. The exection price for immediately selling 1600 shares is $102.50 per share. O E. The exection price for immediately selling 1600 shares is $101.69 per share. OF. The exection price for immediately selling 1600 shares is $101.89 per share. OG. The exection price for immediately selling 1600 shares is $102.30 per share.

Suppose that a hedge fund enters a market order to immediately sell 1600 shares. Compute the execution price for this tr Top of the limit order book Shares Price 3400 103.12 2000 102.92 1600 102.71 500 102.50 Asks 100 102.30 Bids 200 102.10 700 101.89 1600 101.69 2100 101.48 3200 101.28 A. The exection price for immediately selling 1600 shares is $102.71 per share. O B. The exection price for immediately selling 1600 shares is $101.83 per share. O. The exection price for immediately selling 1600 shares is $102.10 per share. O D. The exection price for immediately selling 1600 shares is $102.50 per share. O E. The exection price for immediately selling 1600 shares is $101.69 per share. OF. The exection price for immediately selling 1600 shares is $101.89 per share. OG. The exection price for immediately selling 1600 shares is $102.30 per share.

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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Assume that you are the portfolio manager of the SF Fund, a $3 million hedge fund that contains the following stocks. The required rate of return on the market is 11.00% and the risk-free rate is 2.00%. What rate of return should investors expect (and require) on this fund? Do not round your intermediate calculations. Stock A B C D 11.16% 10.82% 9.93% 9.37% 9.71% Amount $1,075,000 $675,000 $750,000 $500,000 $3,000,000 Beta 1.20 0.50 1.40 0.75
Using just a call option (which controls 100 shares) with a delta of 0.5 and the underlying stock, how might you put on a delta neutral position that is long volatility?
21. If Fincorp stock trades in a dealer market with bid price of 55.25 and asked price of 55.50, a) Suppose you have submitted an order to your broker to buy at market. At what price will your trade be executed? b) Suppose you have submitted an order to sell at market. At what price will your trade be executed? c) Suppose you have submitted a limit order to sell at $55.62. What will happen? d) Suppose you have submitted a limit order to buy at $55.37. What will happen?
(a)Jack is considering investing in the stocks. The two stocks are available with the following particulars: Stock Return %Beta Marvel 9.60.75DC8.71.3 As measured by the return on government stock, a risk-free return in the market is 3.6%.Using capital asset pricing model, Calculate: (i) The rate of return of stock Marvel (Ii) The rate of return of stock DC (iii) Which stock should Jack invest in and why? (b) Explain the advantages and limitations of capital asset pricing model (This is subpart question nor multiple questions) so I humble request please answer I give up thumb
Report the beta of each stock and demonstrate a clear understanding of the concept of market efficiency.
Pls show Every step and concept
A protective put is a strategy in which the losses are limited on the bearish side, and the profits are unlimited on the bullish side. Create an excel spreadsheet to keep track of your profit\loss at various stock prices Assume you have a portfolio of 100 shares and you were afraid that the price will go down, thus, you have purchased a June put option with exercise price X=125, Assume that the current stock price is 125.94.
!
Please answer fast I will rate for you sure....
Delta hedging. You own $35,000 shares of Saturn Ltd. common stock that is currently selling for $52. A call option on Saturn with a strike price of $52 is selling at $4.30 and has a delta of 0.54. a. Determine the number of call option contracts necessary to create a delta-neutral hedge (with sign!). Number contracts. Round your answer to closest integer. b. Calculate the total change in portfolio value for a $0.31 decrease in the price of Saturn stock, keeping in mind that you can only trade option contracts, not the individual options. $ Number Round your answer to the nearest cent.
The trader in the above question receives $9.8 from selling the call. Which statement about the stock's volatility is correct? Group of answer choices Volatility is higher than 20% Volatility is less than 20% Volatility is equal to 20%
Donald Gilmore has $100,000 invested in a 2-stock portfolio. $70,000 is invested in Stock X and the remainder is invested in Stock Y. X's beta is 1.50 and Y's beta is 0.70. What is the portfolio's beta? Select the correct answer. a. 1.31 b. 1.36 c. 1.41 d. 1.46 e. 1.26

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