The ability to provide field-level help is often referred to as:

1 answer:

7 0

This is often referred to as context-sensitive help. It is help that refers to a single situation and state, and depends on the situation, or 'context', of the circumstances. This is because fields are specialized, and general knowledge is usually not applicable to specific sets of circumstances.

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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

klemol [59]

Answer: 2.09

Explanation:

Given the following ;

Strike price (K) = $50

Price (c) = $6

Rate (r) = 6% = 0.06

Stock price (So) = $51

Time (T) = 1

Recall, relation for a put-call parity(p) is given by:

p + So = c + Ke^-(rT)

p = c + [Ke^-(rT)] - So

p = 6 + [50e^-(0.06 × 1)] - 51

p = 6 + [50×e^-0.06] - 51

p = 6 + (50 × 0.9417645) - 51

p = 6 + 47.0882267 - 51

p = 53.0882267 - 51

p = 2.0882267

p = 2.09

4 0

3 years ago

If a company adds a new product line to its existing portfolio, it has increased its___________.

astraxan [27]

Answer: Increased it's product mix width.

Explanation:

The product mix width of a company is the number of product lines a company has for sale in the market.

The product line of a company are individual but related products a company has for sale.

An example of product lines of a company could be a company producing: refrigerators, air conditioners and stabilizers. The company in this example would have a product mix width of three.

8 0

4 years ago

The EAFE is the international index comprising markets in Europe, Australia, and the Far East. Consider the following annualized

andrezito [222]

Answer:

a) i) 13.5% ii) risk on portfolio = 13.63%

b) Volatility of the portfolio (13.65%) is < Volatilities of the individual indexes

Explanation:

A) Determine the return and risk of the portfolio

i) Return [ E(r^p) ] = ∑ wi*ri ---- ( 1 )

where : wi = weight of stocks , ri = rate of return ( estimated ) N = number of stocks

Back to equation 1

E(r^p) = (0.5*14% ) + (0.5*13% ) = 13.5%

ii) risk of portfolio

we can determine the risk of portfolio using the equation below

Vol [ r( t + 1 , $ ) + s ( t + 1 ) ] ( volatility on Japanese equity ) = 13.63%

attached below is the remaining solution

b) comparing the Volatilities

Volatility of the portfolio (13.65%) is < Volatilities of the individual indexes ( i.e. volatility of US return ( 15.5% ) , Volatility of EAFE return ( 16.5% ) )