What is the risk-neutral probability the following call option will finish in-the-money? spot price = $100 volatility = 40 percent strike price = $100 Remaining Maturity = 1 month Risk-Free Interest Rate = 4.88 percent

Which of the following statements regarding West Nile virus (WNV) is correct?

Drug abuse is MOST accurately defined as:

A simple pendulum consists of a small 50.0 g ball hanging on a 0.800 m long thread of negligible mass. The ball is pulled a small angle to one side and released. Find the period (units: Hz) of oscillation for this simple pendulum. NOTE: Watch correct use of rounding and significant figures Enter numerical answer in proper decimal format, not scientific notation Do not enter units with the answer

An option trader has a naked option position (recall the four naked option positions are long call, long put, short call, or short put) which has the following greeks: Γ = 0.010 ρ = -1.250 |Δ| (the absolute value of delta) = 0.80 Which position do they have? Hint, short option positions flip the sign of the greeks.

You are an options trader who is bullish on a dramatic jump (up or down) in the price of the underlying asset. However, you are concerned that the sensitivity of your option’s price to the jump of the underlying’s price will decay quickly. Therefore, you decide to calculate a new option greek, which you name “color,” which measures how the sensitivity changes over time. How would you find a formula for color?

A patient with prerenal acute kidney injury would MOST likely present with:

When extreme anxiety occurs in conjunction with restlessness, a patient:

Consider the wave function, with SI units: y(x,t) = (0.210)cos(0.299x – 261t + 5.36) Determine the propagation speed (units: m/s) of this wave. NOTE: Watch correct use of rounding and significant figures Enter numerical answer in proper decimal format, not scientific notation Do not enter units with the answer  

The price of ABC Co’s stock is currently $100.75 and the annualized volatility of its log-returns is 60%. The stock does not pay dividends. The risk-free rate is 4.25% per year, continuously compounded.If the price of ABC’s stock increases by $1, approximately how much will the BSOPM price of the six-month, 111.75-strike call change?  Only use delta in the approximation.