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8006 Exam Dumps : Exam I: Finance Theory Financial Instruments Financial Markets - 2015 Edition

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Exam I: Finance Theory Financial Instruments Financial Markets - 2015 Edition Questions and Answers

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Question 1

The gamma in a commodity futures contract is:

Options:

A.

zero

B.

always negative

C.

parabolic

D.

dependent upon the convexity

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Question 2

If the continuously compounded risk free rate is 4% per year, and the continuous rate of dividend on a broad market index is 1% annually, what is the no-arbitrage 6-month futures price of the index if its spot value is $1000?

Options:

A.

$1015.11

B.

$1015.00

C.

$1030.45

D.

$985.11

Question 3

A refiner may use which of the following instruments to simultaneously protect against a fall in the prices of its products and a rise in the prices of its inputs:

Options:

A.

crude oil swaps

B.

options on the crack spread

C.

crude oil futures

D.

calendar spread options

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