Please could you anwser it with true or false :

Q1)Risk-neutral evaluation assumes that the expected return on the underlying asset is the risk-free rate and discounts at the risk-free rate.

Q2)In a binomial tree if stock price moves 40 times, the number of end nodes will be 41.

Q3) For a perfect hedge, the basis risk must be zero when hedge is entered into.

Q4)The delta is number of stocks in a perfectly hedged portfolio of stocks and bonds.

Q5)In binomial option pricing using a risk-less portfolio, the value of delta varies from node to node

Q6)A swap contract between two parties can be fixed for floating interest payments but can not be floating for fixed interest payments.

Q7)All possible paths that a stock price can follow over the life of the option is called binomial tree.

Q8)In a bull spread the lower K is always the long option position, doesnt matter whether call or put options are used to construct the bull spread.

Q9)The basis risk becomes smaller and smaller, when maturity becomes larger and larger.

Q10) A long futures hedge is appropriate when you know you will purchase an asset in the future and want to lock in the price.