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- Fundamentals of Futures and Options Markets Edition 7 ch 12 Problem Solutions
- Ch06Hull Fund7eTestBank
- Test Bank for Options Futures and Other Derivatives 8E - John C. Hull
- Derivatives Test Bank
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Introduction

1. List three types of traders in futures, forward, and options markets

i.

hedgers

ii.

speculators

iii.

aribitrageurs

a. When a CBOE call option on IBM is exercised, IBM issues more

stock

b. An American option can be exercised at any time during its life

c. An call option will always be exercised at maturity if the underlying

asset price is greater than the strike price

d. A put option will always be exercised at maturity if the strike price is

greater

than

the

underlying

asset

price.

3. A trader enters into a one-year short forward contract to sell an asset for $60

when the spot price is $58. The spot price in one year proves to be $63. What is

the traders gain or loss? Show a dollar amount and indicate whether it is a gain or

a loss.

$3 loss

4. A trader buys 100 European call options (i.e., one contract) with a strike price of

$20 and a time to maturity of one year. The cost of each option is $2. The price of

the underlying asset proves to be $25 in one year. What is the traders gain or loss?

Show a dollar amount and indicate whether it is a gain or a loss.

$300 gain

5. A trader sells 100 European put options (i.e., one contract) with a strike price of

$50 and a time to maturity of six months. The price received for each option is $4.

The price of the underlying asset is $41 in six months. What is the traders gain or

loss? Show a dollar amount and indicate whether it is a gain or a loss.

$500 loss

6. The price of a stock is $36 and the price of a three-month call option on the stock

with a strike price of $36 is $3.60. Suppose a trader has $3,600 to invest and is

trying to choose between buying 1,000 options and 100 shares of stock. How high

does the stock price have to rise for an investment in options to lead to the same

profit as an investment in the stock?

$40

7. A one-year call option on a stock with a strike price of $30 costs $3; a one-year

put option on the stock with a strike price of $30 costs $4. Suppose that a trader

buys two call options and one put option.

(i)

What is the breakeven stock price, above which the trader makes a profit?

$35

(ii)

What is the breakeven stock price below which the trader makes a profit?

$20

Test Bank: Chapter 2

Mechanics of Futures and Forward Markets

(a) Both forward and futures contracts are traded on exchanges.

(b) Forward contracts are traded on exchanges, but futures contracts are not.

(c) Futures contracts are traded on exchanges, but forward contracts are not.

(d) Neither futures contracts nor forward contracts are traded on exchanges.

2. Which of the following is not true (circle one)

(a) Futures contracts nearly always last longer than forward contracts

(b) Futures contracts are standardized; forward contracts are not.

(c) Delivery or final cash settlement usually takes place with forward contracts;

the same is not true of futures contracts.

(d) Forward contract usually have one specified delivery date; futures contract

often have a range of delivery dates.

3. In the corn futures contract a number of different types of corn can be delivered

(with price adjustments specified by the exchange) and there are a number of

different delivery locations. Which of the following is true (circle one)

(a) This flexibility tends increase the futures price.

(b) This flexibility tends decrease the futures price.

(c) This flexibility may increase and may decrease the futures price.

(d) This has no effect on the futures price

4. A company enters into a short futures contract to sell 50,000 units of a commodity

for 70 cents per unit. The initial margin is $4,000 and the maintenance margin is

$3,000. What is the futures price per unit above which there will be a margin call?

$72 cents

5. A company enters into a long futures contract to buy 1,000 barrels of oil for $60

per barrel. The initial margin is $6,000 and the maintenance margin is $4,000.

What oil futures price will allow $2,000 to be withdrawn from the margin

account?

$62

6. On the floor of a futures exchange one futures contract is traded where both the

long and short parties are closing out existing positions. What is the resultant

change in the open interest? Circle one.

(a) No change

(b) Decrease by one

(c) Decrease by two

(d) Increase by one

7. Who initiates delivery in a corn futures contract (circle one)

(a) The party with the long position

(b) The party with the short position

(c) Either party

(d) The exchange

8. You sell one December gold futures contracts when the futures price is $1,010 per

ounce. Each contract is on 100 ounces of gold and the initial margin per contract

that you provide is $2,000. The maintenance margin per contract is $1,500. During

the next day the futures price rises to $1,012 per ounce. What is the balance of

your margin account at the end of the day?

$1,800

9. A hedger takes a long position in an oil futures contract on November 1, 2009 to

hedge an exposure on March 1, 2010. The initial futures price is $60. On

December 31, 1999 the futures price is $61. On March 1, 2010 it is $64. The

contract is closed out on March 1, 2010. What gain is recognized in the accounting

year January 1 to December 31, 2010? Each contract is on 1000 barrels of oil.

$4,000

10.What is your answer to question 9 if the trader is a speculator rather than a hedger?

$3,000

Hedging Strategies Using Futures

1. The basis is defined as spot minus futures. For a short hedger basis strengthens

unexpectedly. Which of the following is true (circle one)

(a) The hedgers position improves.

(b) The hedgers position worsens.

(c) The hedgers position sometimes worsens and sometimes improves.

(d) The hedgers position stays the same.

2. On March 1 the price of oil is $60 and the July futures price is $59. On June 1 the

price of oil is $64 and the July futures price is $63.50. A company entered into a

futures contracts on March 1 to hedge the purchase of oil on June 1. It closed out its

position on June 1. After taking account of the cost of hedging, what is the effective

price paid by the company for the oil?

$59,50

3. On March 1 the price of gold is $1,000 and the December futures price is $1,015. On

November 1 the price of gold is $980 and the December futures price is $981. A gold

producer entered into a December futures contracts on March 1 to hedge the sale of

gold on November 1. It closed out its position on November 1. After taking account of

the cost of hedging, what is the effective price received by the company for the gold?

$1,014

4. Suppose that the standard deviation of monthly changes in the price of commodity A

is $2. The standard deviation of monthly changes in a futures price for a contract on

commodity B (which is similar to commodity A) is $3. The correlation between the

futures price and the commodity price is 0.9. What hedge ratio should be used when

hedging a one month exposure to the price of commodity A?

60%

5. A company has a $36 million portfolio with a beta of 1.2. The futures price for a

contract on the S&P index is 900. Futures contracts on $250 times the index can be

traded. What trade is necessary to achieve the following. (Indicate the number of

contracts that should be traded and whether the position is long or short.)

(i)

(ii)

(iii)

6. Futures contracts trade with every month as a delivery month. A company is hedging

the purchase of the underlying asset on June 15. Which futures contract should it use

(circle one)

(a) The June contract

(b) The July contract

(c) The May contract

(d) The August contract

7. Which of the following is true (circle one)

(a) The optimal hedge ratio is the slope of the best fit line when the spot price (on the

y -axis) is regressed against the futures price (on the x -axis).

(b) The optimal hedge ratio is the slope of the best fit line when the futures price (on

the y -axis) is regressed against the spot price (on the x -axis).

(c) The optimal hedge ratio is the slope of the best fit line when the change in the

spot price (on the y -axis) is regressed against the change in the futures price

(on the x -axis).

(d) The optimal hedge ratio is the slope of the best fit line when the change in the

futures price (on the y -axis) is regressed against the change in the spot price (on

the x -axis).

(a) A strategy where the hedge position is increased at the end of the life of the hedge

(b) A strategy where the hedge position is increased at the end of the life of the futures

contract

(c) A more exact calculation of the hedge ratio when forward contracts are used for

hedging

(d) None of the above

The Determinants of Forward and Futures Prices

9. An investor shorts 100 shares when the share price is $50 and closes out the position

six months later when the share price is $43. The shares pay a dividend of $3 per share

during the six months. How much does the investor gain?

$400

10. The spot price of an investment asset that provides no income is $30 and the risk-free

rate for all maturities (with continuous compounding) is 10%. What, to the nearest

cent, is the three-year forward price?

$40,50

11. Repeat question 2 on the assumption that the asset provides an income of $2 at the end

of the first year and at the end of the second year.

$35,84

12. In question 2 what is the value to the nearest cent of a three-year forward contract with

a delivery price of $30?

$7,78

13. An exchange rate is 0.7000 and the six-month domestic and foreign risk-free interest

rates are 5% and 7% (both expressed with continuous compounding). What is the sixmonth forward rate? Give four decimal places

0,6930

14. A short forward contract that was negotiated some time ago will expire in three

months and has a delivery price of $40. The current forward price for three-month

forward contract is $42. The three month risk-free interest rate (with continuous

compounding) is 8%. What to the nearest cent is the value of the short forward

contract?

-$1,96

15. The spot price of an asset is positively correlated with the market. Which of the

following would you expect to be true (circle one)

(a) The forward price equals the expected future spot price.

(b) The forward price is greater than the expected future spot price.

(c) The forward price is less than the expected future spot price.

(d) The forward price is sometimes greater and sometimes less than the expected

future spot price.

16. The one-year Canadian dollar forward exchange rate is quoted as 1.0500. What the

corresponding futures quote? Give four decimal places

0,9524

17. Which of the following is a consumption asset (circle one)

(a) The S&P 500 index

(b) The Canadian dollar

(c) Copper

(d) IBM shares

18. Which of the following is true (circle one)

(a) The convenience yield is always positive or zero.

(b) The convenience yield is always positive for an investment asset.

(c) The convenience yield is always negative for a consumption asset.

(d) The convenience yield measures the average return earned by holding futures

contracts.

Test Bank: Chapter 7

Swaps

1. Suppose that the yield curve is flat at 5% per annum with continuous compounding. A

swap with a notional principal of $100 million in which 6% is received and six-month

LIBOR is paid will last another 15 months. Payments are exchanged every six months.

The six-month LIBOR rate at the last reset date (three months ago) was 7%. Answer

in millions of dollars to two decimal places.

(i) What is the value of the fixed-rate bond underlying the swap? 102.61

(ii) What is the value of the floating-rate bond underlying the swap? 102.21

(iii) What is the value of the payment that will be exchanged in 3 months? -0.49

(iv) What is the value of the payment that will be exchanged in 9 months? 0.45

(v) What is the value of the payment that will be exchanged in 15 months? 0.44

(vi) What is the value of the swap? 0.40

2. A company can invest funds for five years at LIBOR minus 30 basis points. The fiveyear swap rate is 3%. What fixed rate of interest can the company earn? Ignore day

count issues

2.7%

(a) Principals are not usually exchanged in a currency swap

(b) The principal amounts usually flow in the opposite direction to interest

payments at the beginning of a currency swap and in the same direction as

interest payments at the end of the swap.

(c) The principal amounts usually flow in the same direction as interest payments at

the beginning of a currency swap and in the opposite direction to interest payments

at the end of the swap.

(d) Principals are not usually specified in a currency swap

4. Suppose you enter into an interest rate swap where you are receiving floating and

paying fixed. Which two of the following is true? (circle two)

(a) Your credit risk is greater when the term structure is upward sloping than

when it is downward sloping.

(b) Your credit risk is greater when the term structure is downward sloping than when

it is upward sloping.

(c) Your credit risk exposure increases when interest rates decline unexpectedly.

(d) Your credit risk exposure increases when interest rates increase

unexpectedly.

Test Bank: Chapter 8

Securitization and the Credit Crisis of 2007

1. Suppose that ABSs are created from portfolios of subprime mortgages with the

following allocation of the principal to tranches: senior 75%, mezzanine 20%, and

equity 5%. An ABS CDO is then created from the mezzanine tranches with the same

allocation of principal. Losses on the mortgage portfolio prove to be 16%. What, as a

percent of tranche principal, are losses on

(i) The equity tranche of the ABS

100%

(iii)The senior tranche of the ABS 0%

(iv) The equity tranche of the ABS CDO 100%

(v) The mezzanine tranche of the ABS CDO

(vi) The senior tranche of the ABS CDO

100%

40%

2. Which of the following would tend to lead to an increase in house prices (Circle two)

(a) A reduction in interest rates

(b) Regulators specifying a maximum level for the loan-to-value ratio on mortgages

(c) Banks reducing the minimum FICO that borrowers are required to have

(d) An increase in foreclosures

(a) The house buyer can lose all possessions if he or she is unable to make payments

(b) The purchaser has a free American style put option on the house

(c) The purchaser has a free European style put option on the house

(d) The lender is less likely to lose money on the mortgage

4. Which of the following is not true (Circle one)

(a) The bonus structure at banks is liable to lead to short term horizons for decision

making

(b) A portfolio of BBB tranches created from mortgages has a loss probability

distribution similar to a portfolio of BBB bonds

(c) The term agency costs describes the situation where the incentives of two parties

in a business relationship are not perfectly aligned

(d) Correlations tend to increase in stressed market conditions

Mechanics of Options Markets

1. Consider an exchange traded put option to sell 100 shares for $20. Give (a) the

strike price and (b) the number of shares that can be sold after

(i)

(ii)

(iii)

2. A trader writes two naked put option contracts. The option price is $3, the strike

price is $ 40 and the stock price is $42. What is the initial margin?

$1,880

3. Which of the following lead to IBM issuing more shares (circle three)

(a) Some executive stock options are exercised

(b) Some exchange-traded put options are exercised

(c) Some exchange-traded call options are exercised

(d) Some warrants on IBM are exercised

(e) Some of IBMs convertible debt is converted to equity.

Properties of Stock Options

1. Which of the following are always positively related to the price of a European

call option on a stock (circle three)

(a) The stock price

(b) The strike price

(c) The time to expiration

(d) The volatility

(e) The risk-free rate

(f) The magnitude of dividends anticipated during the life of the option

2. What, to the nearest cent, is the lower bound for the price of a two-year European

call option on a stock when the stock price is $20, the strike price is $15, and the

risk-free interest rate with continuous compounding is 5% and there are no

dividends?

$6.43

3. What is the answer to question 2 if the option is American?

$6.43

4. What, to the nearest cent, is the lower bound for the price of a six-month European

put option on a stock when the stock price is $40, the strike price is $46 and the

risk-free interest rate with continuous compounding is 6%?

$4.64

5. What is the answer to question 4 if the option is American?

$6

6. The price of a European call option on a non-dividend-paying stock with a strike

price of $50 is $6. The stock price is $51, the continuously compounded risk-free

rate (all maturities) is 6% and the time to maturity is one year. What, to the nearest

cent, is the price of a one-year European put option on the stock with a strike price

of $50?

$2.09

7. What is the answer to question 6 if a dividend of $1 is expected in six months?

$3.06

8. A call and a put on a stock have the same strike price and time to maturity. At

10:00am on a certain day, the price of the call is $3 and the price of the put is $4.

At 10:01am news reaches the market that has no effect on the stock price or

interest rates, but increases volatilities. As a result the price of the call changes to

$4.50. What would you expect the price of the put to change to?

$5.50

Trading Strategies Involving Options

1. Six-month call options with strike prices of $35 and $40 cost $6 and $4,

respectively.

(i)

What is the maximum gain when a bull spread is created from the calls?

$3

(ii)

What is the maximum loss when a bull spread is created from the calls?

$2

(iii)

What is the maximum gain when a bear spread is created from the calls?

$2

(iv)

What is the maximum loss when a bear spread is created from the calls?

$3

2. Three-month European put options with strike prices of $50, $55, and $60 cost $2,

$4, and $7, respectively.

(i)

What is the maximum gain when a butterfly spread is created from the put

options

$4

(ii)

What is the maximum loss when a butterfly spread is created from the put

options?

$1

(iii)

For what two values of the stock price in three months does the holder of the

butterfly spread breakeven with a profit of zero?

$51 and $59

3. A three-month call with a strike price of $25 costs $2. A three-month put with a

strike price of $20 and costs $3. A trader uses the options to create a strangle. For

what two values of the stock price in three months does the trader breakeven with

a profit of zero?

$15 and $30

Introduction to Binomial Trees

1. The current price of a non-dividend-paying stock is $30. Over the next six months

it is expected to rise to $36 or fall to $26. Assume the risk-free rate is zero

(i)

What long position in the stock is necessary to hedge a short call option

when the strike price is $32? Give the number of shares purchased as a

percentage of the number of options that have been sold

40%

(ii)

$1.60

(iii)

What long position in the stock is necessary to hedge a long put option

when the strike price is $32. Give the number of shares purchased as a

percentage of the number of options purchased option

60%

(iv)

$3.60

(v)

0.4

2. In a Cox-Ross-Rubinstein binomial tree the formula for the proportional upmovement, u, is (circle one)

(a) u = e rt

(b) u = e r t

(c) u = e t

(d) u = e t (correct=D)

3. In a Cox-Ross-Rubinstein binomial tree the relationship between the proportional

down-movement, d, and the proportional up-movement, u, is (circle one)

(a) d = u 1

(b) d = 1/u

(c) d=2u

(d) None of the above

4. American options can be valued using a binomial tree by (circle one)

(a) Checking whether early exercise is optimal at all nodes where the option is

in-the-money

(b) Checking whether early exercise is optimal at the final nodes

(c) Checking whether early exercise is optimal at the penultimate nodes and the

final nodes

(d) Increasing the number of time steps on the tree

(a) Delta is a measure of the volatility of an option

(b) Delta is a measure of the position in the underlying stock that should be

taken to hedge an option

(c) Delta is estimated by considering two adjacent nodes on a tree at a certain

time and calculating the difference in option prices divided by the

difference in the stock prices

(d) The delta of a put option is positive

Valuing Stock Options: The Black-Scholes-Merton Model

1. The Black-Scholes-Merton model assumes (circle one)

(a) The return from the stock in a short period of time is lognormal

(b) The stock price at a future time is lognormal

(c) The stock price at a future time is normal

(d) None of the above

2. The Black-Scholes and Merton pathbreaking papers on stock option pricing were

published in (circle one)

(a) 1983

(b) 1984

(c) 1974

(d) 1973

3. Volatility can be defined as (circle one)

(a) The standard deviation of the return, measured with continuous

compounding, in one year

(b) The variance of the return, measured with continuous compounding, in one

year

(c) The standard deviation of the stock price in one year

(d) The variance of the stock price in one year

4. A stock price is $100. Volatility is estimated to be 20% per year. What is the an

estimate of the standard deviation of the change in the stock price in one week

(circle one)

(a) $0.38

(b) $2.77

(c) $3.02

(d) $0.76

(a) The area under a normal distribution from zero to d1

(b) The area under a normal distribution up to d1

(c) The area under a normal distribution beyond d1

(d) The area under the normal distribution between -d1 and d1

6. When there are dividends (circle one)

(a) It is never optimal to exercise a call option early

(b) It can be optimal to exercise a call option at any time

(c) It is only ever optimal to exercise a call option immediately after an exdividend date

(d) None of the above

7. For equities it is usually assumed that the number of trading days in the year is

(a) 365

(b) 252

(c) 262

(d) 272

8. The risk-free rate is 5% and the expected return on a stock is 12%. A derivative

can be valued by (circle one)

(a) Assuming that the expected growth rate for the stock price is 13% and

discounting the expected payoff at 12%

(b) Assuming that the expected growth rate for the stock price is 5% and

discounting the expected payoff at 12%

(c) Assuming that the expected growth rate for the stock price is 5% and

discounting the expected payoff at 5%

(d) Assuming that the expected growth rate for the stock price is 13% and

discounting the expected payoff at 5%

9. When there are two dividends on a stock, Blacks approximation sets the value of

an American call option equal to (circle one)

(a) The value of a European option maturing just before the first dividend

(b) The value of a European option maturing just before the second dividend

(c) The greater of the values in (a) and (b)

(d) None of the above

10. The VIX index measures (circle one)

(a) Implied volatilities for stock options trading on the CBOE

(b) Historical volatilities for stock options trading on CBOE

(c) Implied volatilities for options trading on the S&P 500 index

(d) Historical volatilities for options trading on the S&P 500 index

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