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Concerning a standard normal distribution and a Student's t distribution (with more than four degrees of freedom), which of the following is true?
When a number is written with a fraction as an exponent, such as , which of the following is the correct computation?
Suppose 60% of capital is invested in asset 1, with volatility 40% and the rest is invested in asset 2, with volatility 30%. If the two asset returns have a correlation of -0.5, what is the volatility of the portfolio?
The first derivative of a function f(x) is zero at some point, the second derivative is also zero at this point. This means that:
An underlying asset price is at 100, its annual volatility is 25% and the risk free interest rate is 5%. A European call option has a strike of 85 and a maturity of 40 days. Its Black-Scholes price is 15.52. The options sensitivities are: delta = 0.98; gamma = 0.006 and vega = 1.55. What is the delta-gamma-vega approximation to the new option price when the underlying asset price changes to 105 and the volatility changes to 28%?
TESTED 23 Nov 2024
