You are given the following information concerning the trades made on a particular stock. Calculate the money flow for the stock based on these trades. Note: Leave no cells blank - be certain to enter "0" wherever required. A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to the nearest whole number. Price $ 70.02 70.05 70.03 70.02 69.03 70.37 70.28 Price $ 70.02 70.05 70.03 70.02 69.03 70.37 70.28 Volume 2,900 2,400 2,800 2,950 3,700 4,000 Up or Down + + Answer is complete but not entirely correct. Negative Money Flow Price Times Volume $ 203,145 $ 168,072 196,056✔ 203,639 260,369 281,120 Positive Money Flow 203,145 $ 0 0 463,514 0 0 168,072 364,128 567,767 848,887 Money flow at the end of the day $ Net Money Flow -567,767 X

You are given the following information concerning the trades made on a particular stock. Calculate the money flow for the stock based on these trades. Note: Leave no cells blank - be certain to enter "0" wherever required. A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to the nearest whole number. Price $ 70.02 70.05 70.03 70.02 69.03 70.37 70.28 Price $ 70.02 70.05 70.03 70.02 69.03 70.37 70.28 Volume 2,900 2,400 2,800 2,950 3,700 4,000 Up or Down + + Answer is complete but not entirely correct. Negative Money Flow Price Times Volume $ 203,145 $ 168,072 196,056✔ 203,639 260,369 281,120 Positive Money Flow 203,145 $ 0 0 463,514 0 0 168,072 364,128 567,767 848,887 Money flow at the end of the day $ Net Money Flow -567,767 X

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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These three put options are all written on the same stock. One has a delta of −0.6, one a delta of −0.7, and one a delta of −0.2. Assign deltas to the three puts by filling in this table. Note: Negative value should be indicated by a minus sign. Round your answers to 1 decimal place.
A stock is currently selling for $40.00 a share. What is the gain or loss on the following transactions? Use a minus sign to enter the amount as a negative value. Round your answers to the nearest cent. a. You take a long position and the stock's price declines to $37.35. -10.65 b. You sell the stock short and the price declines to $37.35. 10.65 c. You take a long position and the price rises to $50.65. $ 2.65 d. You sell the stock short and the price rises to $50.65. -2.65
You have the following information: t1 t2 t3 t4 TSLA Returns 0.05 -0.04 0.1 -0.01 Market Returns 0 -0.04 0.01 0.01 What is the Covariance of TSLA and the Market? Type your answer as decimal (i.e. 0.052 and not 5.2%). Round your answer to the nearest four decimals if needed.
None
Which of the following is true concerning short sales of exchange-listed stocks? Question 6 options: You are likely to get a margin call when the stock price drops The potential loss from short selling is limited to the proceeds from the short sale Proceeds from the short sale must be kept on deposit with the broker until you close the position Short-sellers do not need to post margin
Assume a stock with an option with the information as follows. • Stock purchased price was $113.• Call option on the stock was purchased at $4. • Call option has strike price at $115.• the stock price is $117on expiration date Please explain the Call Options Payoff Diagrams below, why it plot like this (please explain step by step) . Thank you for your answering
help please answer in text form with proper workings and explanation for each and every part and steps with concept and introduction no AI no copy paste remember answer must be in proper format with all working
Am. 132.
D
3 You are given the following information on some company's stock, as well as the risk- free asset. Use it to calculate the price of the call option written on that stock, as well as the price of the put option. (HINT: You should use the Black-Scholes formula!) (Do not round intermediate calculations and round your final answers to 2 decimal places, e.g., 32.16.) Today's stock - $77 price = Exercise price = $75 Risk-free rate = Option maturity = 5 months Standard deviation of annual stock returns Call price Put price $ $ 3.4% per year, compounded continuously = 59% per year 3.61 x 0.56 X 1
help please answer in text form with proper workings and explanation for each and every part and steps with concept and introduction no AI no copy paste remember answer must be in proper format with all working
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