举一反三
- A floating<br/>lookback call option pays off which of the following ( ) A: The amount by<br/>which the final stock price exceeds the minimum stock price B: The amount by<br/>which the maximum stock price exceeds the final stock price C: The amount by<br/>which the strike price exceeds the minimum stock price D: The amount by<br/>which the maximum stock price exceeds the strike price
- ______are common shares traded on the Chinese Shanghai Stock and Shenzhen Stock Exchange which are traded in foreign currencies、
- A portfolio of stock E and options on stock E is currently delta neutral, but has a positive gamma. Which of the following actions will make the portfolio with both delta and gamma neutral?（ ） A: Buy call options on stock E and sell stock E B: Sell put options on stock E and sell stock E C: Buy put options on stock E and buy stock E D: Sell call options on stock E and sell stock E
- We ______ a loss in the stock market by selling our shares early, before the stock fell. A: diverted B: converted C: inverted D: averted
- As shares continued to _____ (贬值) on the stock market , people worried a lot.
内容
- 0
A company issued 20,000 shares of its $1 par value ordinary stock for cash. The price is $10 per share. The entry to record this transaction would be: A: Debit Cash $200,000; credit Ordinary Stock $20,000; credit Share Premium, Ordinary Stock $180,000. B: Debit Cash for $200,000; credit Ordinary Stock $200,000 C: Debit Ordinary Stock $20,000; debit Share Premium, Ordinary Stock $180,000; credit Cash $200,000. D: Debit Ordinary Stock $20,000; credit Cash $20,000.
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Which of the following shares is/are traded on Shanghai Stock Exchange?
- 2
We are not in a position to supply you, as the goods are _______. A: without stock B: outside in stock C: out of stock D: no stock
- 3
Which of the following can be used to create a long position in a European put option on a stock? A: Buy a call option on the stock and buy the stock B: Buy a call on the stock and short the stock C: Sell a call option on the stock and buy the stock D: Sell a call option on the stock and sell the stock
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You own a portfolio which isevenly distributed among U.S. Treasury bills, Stock A with a beta of .84, stock B with a beta of 1.48, and stock C, whichis equally as risky as the market. The risk-free rate of return is 4 percent and the expected return on the