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
When extreme anxiety occurs in conjunction with restlessness…
When extreme anxiety occurs in conjunction with restlessness, a patient:
A patient with prerenal acute kidney injury would MOST likel…
A patient with prerenal acute kidney injury would MOST likely present with:
You are an options trader who is bullish on a dramatic jump…
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?
An option trader has a naked option position (recall the fou…
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.
What is the risk-neutral probability the following put optio…
What is the risk-neutral probability the following put 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
Suppose an investor wants to replicate a call option on the…
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.
Following the administration of haloperidol, your patient…
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 annu…
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 unawar…
Most patients infected with the hepatitis C virus are unaware that they acquired the infection because: