this is finacial mathematics questions please anybody help

S SYAL Saw Hey Sed HITESH Marina 072068 pened the initial debt and at a flat S-R(1) SR(1) theme Alcatract) cand the rate of se can be farer depending on the expect & Wis the transaction (0.1.1.4/0.1.2.3) Force For every soon The duration of a pod they Come the financial in 2.100/12) There RR There is a powtivity The cat det The IRR doo Sinan web marta 2CB with a 100 maturity 2 years is traded at a price of the coupon 10. Animeste holds a CCT with no ad and maturity bed with one notional and maturity, and positive and the amount of the next coupe de la 6 The duration the CCT Dorter the death mature and the 3. SYAL HITESH 072068 FINANCIAL MARKETS (basis) February 1930 The Whole Exam You will write on the sheets your Name Surname and student identification number You can use a financial or scientific calculator It is forbidden: A) to speak with the other students B) to use your notes, photocopies, books, laptop and smartphone.C) to copy from your colleague. If you do not respect these rules you will be asked to leave the room The professor will not reply to questions regarding the exam This exam will last th and 30 minutes You may withdraw from your exam at any time. You must write readable or in block letters. Total Points 31(12+12+7) 3 EXERCISES (Each exercise is worth points) TOTAL 12 points 1. Suppose that today 23rd January 2020 the investor buys a repo 90 days interest rate 0,6% Bond A 1.2.2028 coupon 2.00 (annual rate) each semester clean price is 107,538 Determine: A trading date? B. settlement date? Caccrued interest? D. dirty price? E. Repo price? 2 An investor takes a long call option on stock A strike price 3,1 euro and premium 0.5 euro. He sold (using short selling) the underlying asset stock A. at 3,1 euro Suppose two following scenarios at the expiration of long put option A) Stock price 5,7 euro B) Stock price 1,5 euro What is the final payoff for investor in the two different scenarios? 3.A portfolio manager at Financial Management LTD, is using the capital asset pricing model for making recommendations to their clients. Their research department has developed the information shown in the following exhibit PART B EXERCISES Answer the questions using the given spaces. The decimal mark or the negative si occupy one box. Please report at least digits in your answers. Please do not use additional sheets, write clearly the ential steps in the solution procedure in the Wank spaces Exercise L. Mr. May has an amount S 21000 euros to invest. He has two alternatives (a) an account, provided by Bank Blue, that returns a simple semi-annual interest rate 2.1% (b) an account, provided by Blank Pink, that returns a quarterly compound interest rate is 1.1%. Since he wants to buy a car that costs 25.000 euros, he wants to invest his money in the account that allows him to obtain this sum as soon as possible Determine the time teeded to reach the goal of having 25000 euros, under the two alternatives and the internal rates of returns of the two accounts if the money is invested for T. and 7 years, respectively T. Cars Which of the two alternatives should be choose? Account with Bank Blue Account with Bank Pink information is insufficient to answer the question The two alternatives are equivalent The above Provide an explanation in the space below. Exercise 2 An entrepreneur receives a loan $110000 euros from a bank, that he will have to reimburse in periods at an interest rate i-19. Fill the amortization plan, knowing that: . the first period is a pre-amortization period; the second amortization quota is 20% of the initial debt: the third instalment is twice the fourth: R 2R Justify the amounts inserted in the cells Period Residual Debt (D) Instalment (R) Amortization quota C) Interest Quota 0 110 000 0 0 0 1 2 DUD | 3 4 S SYAL Saw Hey Sed HITESH Marina 072068 pened the initial debt and at a flat S-R(1) SR(1) theme Alcatract) cand the rate of se can be farer depending on the expect & Wis the transaction (0.1.1.4/0.1.2.3) Force For every soon The duration of a pod they Come the financial in 2.100/12) There RR There is a powtivity The cat det The IRR doo Sinan web marta 2CB with a 100 maturity 2 years is traded at a price of the coupon 10. Animeste holds a CCT with no ad and maturity bed with one notional and maturity, and positive and the amount of the next coupe de la 6 The duration the CCT Dorter the death mature and the 3. SYAL HITESH 072068 FINANCIAL MARKETS (basis) February 1930 The Whole Exam You will write on the sheets your Name Surname and student identification number You can use a financial or scientific calculator It is forbidden: A) to speak with the other students B) to use your notes, photocopies, books, laptop and smartphone.C) to copy from your colleague. If you do not respect these rules you will be asked to leave the room The professor will not reply to questions regarding the exam This exam will last th and 30 minutes You may withdraw from your exam at any time. You must write readable or in block letters. Total Points 31(12+12+7) 3 EXERCISES (Each exercise is worth points) TOTAL 12 points 1. Suppose that today 23rd January 2020 the investor buys a repo 90 days interest rate 0,6% Bond A 1.2.2028 coupon 2.00 (annual rate) each semester clean price is 107,538 Determine: A trading date? B. settlement date? Caccrued interest? D. dirty price? E. Repo price? 2 An investor takes a long call option on stock A strike price 3,1 euro and premium 0.5 euro. He sold (using short selling) the underlying asset stock A. at 3,1 euro Suppose two following scenarios at the expiration of long put option A) Stock price 5,7 euro B) Stock price 1,5 euro What is the final payoff for investor in the two different scenarios? 3.A portfolio manager at Financial Management LTD, is using the capital asset pricing model for making recommendations to their clients. Their research department has developed the information shown in the following exhibit PART B EXERCISES Answer the questions using the given spaces. The decimal mark or the negative si occupy one box. Please report at least digits in your answers. Please do not use additional sheets, write clearly the ential steps in the solution procedure in the Wank spaces Exercise L. Mr. May has an amount S 21000 euros to invest. He has two alternatives (a) an account, provided by Bank Blue, that returns a simple semi-annual interest rate 2.1% (b) an account, provided by Blank Pink, that returns a quarterly compound interest rate is 1.1%. Since he wants to buy a car that costs 25.000 euros, he wants to invest his money in the account that allows him to obtain this sum as soon as possible Determine the time teeded to reach the goal of having 25000 euros, under the two alternatives and the internal rates of returns of the two accounts if the money is invested for T. and 7 years, respectively T. Cars Which of the two alternatives should be choose? Account with Bank Blue Account with Bank Pink information is insufficient to answer the question The two alternatives are equivalent The above Provide an explanation in the space below. Exercise 2 An entrepreneur receives a loan $110000 euros from a bank, that he will have to reimburse in periods at an interest rate i-19. Fill the amortization plan, knowing that: . the first period is a pre-amortization period; the second amortization quota is 20% of the initial debt: the third instalment is twice the fourth: R 2R Justify the amounts inserted in the cells Period Residual Debt (D) Instalment (R) Amortization quota C) Interest Quota 0 110 000 0 0 0 1 2 DUD | 3 4