Question: PLEASE SOLVE ALL MCQS 100% THANKS IN ADVANCE MC Question 15 Gamma is always the same for both European call and an otherwise identical put.

PLEASE SOLVE ALL MCQS 100% THANKS IN ADVANCE

PLEASE SOLVE ALL MCQS 100% THANKS IN ADVANCE MC Question 15 Gamma

MC Question 15 Gamma is always the same for both European call and an otherwise identical put. A. True B. False MC Question 16 As a lender, you can hedge the interest rate risk by taking a short position in Eurodollar futures. A. True B. False MC Question 17 The market value of swap is zero at initiation. A. True B. False MC Question 18 Assume premium=$6, S = $100, r=0.03, the stock pays a 2.0% continuous dividend and the at-the-inoney put option expires in a year. What is the implied volatility? A. 0.467 B. 0.367 C. 0.267 D. 0.167

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