Suppose you purchase seven call contracts on Macron Technology stock. The strike price is $75, and the premium is $4.40. If, at expiration, the stock is selling for $83 per share, What is your net profit? (Do not include the $ sign)

Which one of the following is the lower price bound for the intrinsic value of an American put option on a stock?

What is the value of a call option if the underlying stock price is $96, the strike price is $90, the underlying stock volatility is 36 percent, and the risk-free rate is 6 percent? Assume the option has 122 days to expiration. Note: Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places. Do not include the % sign.

You have a portfolio which is comprised of 55% of Stock A and 45% of Stock B. What is the expected return on this portfolio?State of the EconomyProbability Weight 55%45%Boom.1519%12%Normal.6511%7%Recession.20−16%1%

An efficient portfolio is one that does which of the following?

A 6-month call option on ABC stock is priced at $2.80. The call option delta is .66. How will the approximate call option price be computed if the underlying stock price increases by $1?

What is the put option premium given the following information?Stock price$ 26Strike price$ 30Standard deviation35%Risk-free rate1.3%Dividend yield0%Time (years).25

Lynn has an equity portfolio valued at $15 million that has a beta of 1.30. She has decided to hedge this portfolio using SPX call option contracts. The S&P 500 index is currently 1,602. The option delta is .53. How many option contracts must Lynn write to effectively hedge her portfolio?

Stock A has a standard deviation of 15% per year and Stock B has a standard deviation of 21% per year. The correlation between Stock A and Stock B is .30. You have a portfolio of these two stocks wherein Stock B has a portfolio weight of 60%. What is your portfolio standard deviation?

Which of the following diseases is secondary to non-killable self replicating protein in the CNS?