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Practice Questions

Derivatives — 5 questions with detailed solutions

Q1

A European call option has a strike price of $50 and the stock price at expiration is $58. The payoff to the call holder is:

Q2

The spot price of gold is $1,800/oz, the risk-free rate is 4%, and storage costs are $20/oz per year. The 1-year forward price is closest to:

Q3

Using put-call parity, if C = $5, S = $100, X = $95, and the risk-free rate is 5% for one year, the put price is closest to:

Q4

In an interest rate swap, the fixed-rate payer benefits when interest rates:

Q5

A covered call strategy involves: