Following the administration of haloperidol, your patient's body becomes rigid and he is extremely restless. What should you suspect?

The price of ABC Co’s stock is currently $57.75 and the annualized volatility of its log-returns is 46%. The stock does not pay dividends. The risk-free rate is 4.00% per year, continuously compounded.If the price of ABC’s stock increases by $1, approximately how much will the BSOPM price of the three-month, 64.25-strike call change?  Only use delta in the approximation.

Most patients infected with the hepatitis C virus are unaware that they acquired the infection because:

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.

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

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 $77.50 and the annualized volatility of its log-returns is 54%. The option to be replicated has a strike price of $70.50 and a twelve-month maturity. The risk-free rate is currently 4.25% per year, continuously compounded.How much cash would the investor need to save or borrow to replicate the call?

Your FIRST priority when dealing with a patient who may have overdosed is to:

Which of the following is not a definition of implied volatility?

An option trader creates a delta-hedged covered call (or “buy-write”) in order to short 200 call options on a stock with a spot price of $50. The stock’s log-return has a volatility of 60 percent per year. The trader chooses to short the OOM calls with a strike price of $70 and five days until expiration (assuming 252 trading days in a year). The appropriate risk-free rate is 4 percent per year. If the price of the underlying were to immediately fall by $5, approximately what gain or loss would the trader experience? Use delta and gamma to calculate the approximation. Enter your answer as a number of dollars, rounded to the nearest $0.0001. Enter gains as positive amounts and losses as negative amounts.

The MOST effective ways to protect your patients from health care-associated infections include: