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2 years ago

A short straddle is an appropriate strategy if:________

Business

1 answer:

Iteru [2.4K]2 years ago

8 0

Answer:

B. An investor expected share prices to remain in a trading range.

Explanation:

The short straddle strategy can be defined as the one in which the investor expects the stock prices to remain in the trading range, that is, they are the shares that will be traded with prices without change on the maturity date, regardless of whether the quotation at that price action is more valued.

Therefore, this is a strategy that should be used more by investors with more experience in the market, so that the shares chosen to be launched as short traddle are those that will be stable, and thus do not incur on the profitability obtained by selling the shares.

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Feel great. smell great," goes the warm, lilting theme song of a television ad for perfume, as the model dances through a field

ira [324]

The likely reason as to why this ad is most likely to work is because of emotional appeals by which they are likely to work well with the social identity products that could be describe and read from the scenario above.

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3 years ago

The price quotations of Treasury bonds in the Wall Street Journal show an ask price of 104.25 and a bid price of 104.125.

Andreas93 [3]

As a seller we would receive $1,041.25

<u>Solution:</u>

You may receive the bid price of the dealer, $104.125\%$ of $1,000, or $1,041.25

Prices of treasury bonds are expressed as par value amounts.

The quote price of 104:25 means that the bond is priced at $(104 + \frac{25}{100})\%= 104.25\%$ of the par value.

Therefore, if the debt is $1,000, the dollar values to be charged by the borrower should be $1,000\times104.25\% = \$1,041.25$

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2 years ago

The insurance claims organization that offers certification as a certified medical billing specialist is the

larisa86 [58]

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2 years ago

You deposit $100 in an account that pays 6 percent annual interest, compounded quarterly. What will your deposit grow to in 3 ye

Burka [1]

Answer:

$119.56

Explanation:

We will use compound interest formula to solve this problem.

The formula is:

$F=P(1+r)^t$

Where

F is the future value

P is the present amount

r is the rate of interest per period

t is the number of periods

Here,

F is the value we want, after 3 years

P is the present amount, $100

r is the rate of interest per quarter (per period)

Given r = 6% annually, so that would make:

6%/4 = 1.5% per quarter, or 1.5/100 = 0.015

Also, t is the number of quarters in 3 years, that would be 4*3 = 12

Now, substituting, we get our answer:

$F=P(1+r)^t\\F=100(1+0.015)^{12}\\F=100(1.015)^{12}\\F=119.56$

The first answer choice is right, $119.56

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3 years ago

A 10-year maturity zero-coupon bond selling at a yield to maturity of 7.25% (effective annual yield) has convexity of 157.5 and

TiliK225 [7]

Answer:

For Zero coupon: 545.52

Explanation:

Check attachment

7 0

3 years ago

Read 2 more answers