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Zayed
Subject: Economics
, asked 2 days, 12 hours ago
morning ma'am! just a small doubt, why can't mps be less than zero ?
Answer
3
Bhavya Jain
Subject: Economics
, asked 2 weeks, 1 day ago
Please solve this national income numerical
Answer
1
Pranav Sharma
Subject: Economics
, asked on 20/12/22
Please solve this I have to check my answer
Answer
2
Bhuvan Mhatre
Subject: Economics
, asked on 19/12/22
Give the answer please
Answer
2
Sriram S
Subject: Economics
, asked on 16/12/22
What are externalities? Explain positive and negative externalities.
Answer
2
Siddharth
Subject: Economics
, asked on 13/12/22
An article in Concrete Research presented data on compressive strength, x, and intrinsic permeability, y, of various concrete mixes and cures. Summary quantities are n = 14, Ey; = 572, ?y ? 23530, ?x; = 43, ?x ? 157.42 and Ex; ? 1697.80. Assume that the two variables are related according to the simple linear regression model. Calculate the least square estimates of the slope and intercept.?
Answer
1
Siddharth
Subject: Economics
, asked on 11/12/22
Complete the assignment
Answer
1
Muskanpreet Kaur
Subject: Economics
, asked on 8/12/22
Answer the following question based on the data given below
Answer
1
Aishwarya
Subject: Economics
, asked on 8/12/22
Good morning sir/mam economics chapter 1 what is microeconomics chapter explanation haryana board
Answer
1
Andrea Baile
Subject: Economics
, asked on 7/12/22
Construct a portfolio of 4 stocks with 2 covered calls and 2 collars (sell call and buy put strategy) ? use 10% bands for call and puts so call strike price is 10% above current price and put exercise price is 10% below current price
Calculate your portfolio beta (before and after hedge) and net exposure using the delta of your options.? Be sure that you indicate the date that you price your portfolio ? use end of day pricing.? Remember to equally weight your portfolio (doesn?t have to be exact) and use round 100 lots for your final stock positions.? Example 1250 share of ABC.? That is no good as to cover the position we could sell 12 or 13 calls (equals 1200 / 1300) shares ? so we would not fully cover or over cover our position.? So in this case just adjust the stock position to 1300 shares and then you would sell 13 calls to cover.
If every stock in your portfolio declined by 20% - how much would your portfolio lose from a dollar perspective and a percentage basis ? assume that coincides with option expiration.? Here you are recalculating your portfolio based on every underlying stock price dropping by 20%.? You have 4 positions so 2 of them you will get sold out of using your put options.? These sells will result in you accumulating cash in your account (# shares X put exercise price).? For the other 4 options the calls at expiration will be worthless so the value of your portfolio will be your 2 stocks (reduced by 20%) plus the cash from the 2 stocks that are sold plus the premium collected in the beginning.??
Same question but assume every stock increased by 20%.? Same idea here except now all 4 stocks will be called away.? Hence your final portfolio will be all cash.
Note ? use equal weighted positions, use January 2023 for all options
Try and make puts and calls =
Comment on your findings and your strategy?
It would be best to use separate worksheets to address each task.?
Thank you.?
Answer
1
Sharanjit Kaur
Subject: Economics
, asked on 29/11/22
Statement 1:- national income earned by factors of production,within the domestic territory only. Statement 2:- net factor income from abroad shows negative value when the factor income earned from rest of the world is less than the factor income paid to the rest of the world.
Answer
1
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Calculate your portfolio beta (before and after hedge) and net exposure using the delta of your options.? Be sure that you indicate the date that you price your portfolio ? use end of day pricing.? Remember to equally weight your portfolio (doesn?t have to be exact) and use round 100 lots for your final stock positions.? Example 1250 share of ABC.? That is no good as to cover the position we could sell 12 or 13 calls (equals 1200 / 1300) shares ? so we would not fully cover or over cover our position.? So in this case just adjust the stock position to 1300 shares and then you would sell 13 calls to cover.

If every stock in your portfolio declined by 20% - how much would your portfolio lose from a dollar perspective and a percentage basis ? assume that coincides with option expiration.? Here you are recalculating your portfolio based on every underlying stock price dropping by 20%.? You have 4 positions so 2 of them you will get sold out of using your put options.? These sells will result in you accumulating cash in your account (# shares X put exercise price).? For the other 4 options the calls at expiration will be worthless so the value of your portfolio will be your 2 stocks (reduced by 20%) plus the cash from the 2 stocks that are sold plus the premium collected in the beginning.??

Same question but assume every stock increased by 20%.? Same idea here except now all 4 stocks will be called away.? Hence your final portfolio will be all cash.

Note ? use equal weighted positions, use January 2023 for all options

Try and make puts and calls =

Comment on your findings and your strategy?

It would be best to use separate worksheets to address each task.?

Thank you.?