期权期货习题.ppt

Future Option and other derivatives exercises 1. What’s the difference between entering into a long forward contact when the forward price is $50 and taking a long position in a call with a strike price of $50? 2.An investor enters into a short forward contract to sell 100,000British pounds for US dollars at an exchange rate of 1.5000US dollars per pound. How much does the investor gain or lose if the exchange rate at the end of the contract is 1.4900 and 1.5200? 3.You would like to speculate on a rise in the price of a certain stock. The current stock price is $29,and a 3-month ca