Professional Writers
We assemble our team by selectively choosing highly skilled writers, each boasting specialized knowledge in specific subject areas and a robust background in academic writing
Order For Similar Custom Papers & Assignment Help Services
Fill the order form details - writing instructions guides, and get your paper done.
Posted:
IE 420 – A company needs to hedge the purchase of an asset in two months
A company needs to hedge the purchase of an asset in two months using 3-month futures on a similar asset. The following are historical data on the changes of the spot price of the asset the company needs to buy and the changes of the futures price in two-month periods. Determine the amount of the asset needed underlying the futures for each unit of the asset the company needs to purchase.spot price change 0.50 0.61 -0.22 -0.35 0.79 0.04 0.15 0.70 -0.51 -0.41futures price change 0.56 0.63 -0.12 -0.44 0.60 -0.06 0.01 0.80 -0.56 -0.46A portfolio is currently worth $1 million and has a beta of 0.75. How can the portfolio manager use E-mini S&P 500 index futures to change the portfolio beta to 1.0 temporarily? Each E-mini S&P 500 index futures is on 50 indices. The current value of S&P 500 is 1250.The current exchange rate is 1.6 USD/Euro. u= 1.05, d= 0.95, delta= 1. Risk free interest rates for USD and Euro are r = 5% and q= 4% , respectively. Price a 2-year at-the-money American put option.
Why choose us
You Want Quality and That’s What We Deliver
Discounted Prices
Our service is committed to delivering the finest writers at the most competitive rates, ensuring that affordability is balanced with uncompromising quality. Our pricing strategy is designed to be both fair and reasonable, standing out favorably against other writing services in the market.
AI & Plagiarism-Free
Rest assured, you'll never receive a product tainted by plagiarism or AI-generated content. Each paper is research-written by human writers, followed by a rigorous scanning process of the final draft before it's delivered to you, ensuring the content is entirely original and maintaining our unwavering commitment to providing plagiarism-free work.
How it works
When you decide to place an order with Nurscola, here is what happens: