Exam 16: Option Relations
Exam 1: Derivatives and Risk Management16 Questions
Exam 2: Interest Rates15 Questions
Exam 3: Stocks19 Questions
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Exam 8: Forwards and Futures Markets17 Questions
Exam 9: Futures Trading14 Questions
Exam 10: Futures Regulations20 Questions
Exam 11: The Cost of Carry Model15 Questions
Exam 12: The Extended Cost-Of-Carry Model20 Questions
Exam 13: Futures Hedging13 Questions
Exam 14: Options Markets and Trading19 Questions
Exam 15: Option Trading Strategies16 Questions
Exam 16: Option Relations21 Questions
Exam 17: Single-Period Binomial Model21 Questions
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Exam 19: The Black-Scholes-Merton Model23 Questions
Exam 20: Using the Black-Scholes-Merton Model17 Questions
Exam 21: Yields and Forward Rates17 Questions
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Exam 23: Single Period Binomial Heath Jarrow Morton Model23 Questions
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Exam 25: The Heath Jarrow Morton Libor Model23 Questions
Exam 26: Risk-Management Models18 Questions
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The current price of YBM stock S is $101.European options with a strike price K = $100 and maturing in T = 6 months trade on YBM.The continuously compounded,risk-free interest rate r is 5 percent per year.If the call price c is $7.50,the put price p is:
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