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

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) = 0.30 Which position do they have? Hint, short option positions flip the sign of the greeks.

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

Challenge You are a U.S.-based currency speculator researching call options on the EUR. The currency spot exchange rate is 1.050 USD per 1 EUR. You find that the price of 1.075-strike calls with one-year remaining maturity is 0.06 USD per EUR. If the risk-free rate in USD is currently 5.00 percent and market estimate of the exchange rate’s volatility is 15.00 percent, what EUR risk-free rate is implied by the observed call price? Enter your answer as a percentage, rounded to the nearest 0.0001%.

Zika virus presents the MOST significant risk to individuals who:

A simple harmonic motion system consists of a small object attached to a light spring which oscillates with no damping on a smooth, horizontal surface. A graph of the x position of the object as a function of time is shown in the figure.  What is the amplitude of the motion?

Challenge You are a U.S.-based currency speculator researching call options on the EUR. The currency spot exchange rate is 1.050 USD per 1 EUR. You find that the price of 1.025-strike calls with one-year remaining maturity is 0.08 USD per EUR. If the risk-free rate in USD is currently 5.00 percent and market estimate of the exchange rate’s volatility is 15.00 percent, what EUR risk-free rate is implied by the observed call price? Enter your answer as a percentage, rounded to the nearest 0.0001%.

Suppose an investor wants to replicate a call option on the following stock and that the assumptions of the BSOPM are correct.The underlying stock’s price is $92.75 and the annualized volatility of its log-returns is 53%. The option to be replicated has a strike price of $83.50 and a twelve-month maturity. The risk-free rate is currently 5.25% per year, continuously compounded.How much cash would the investor need to save or borrow to replicate the call? (Enter a positive number for the amount saved and a negative number for the amount borrowed. Round your answer to the nearest $0.0001.

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