What is the expected return on this stock given the following information?State of the EconomyProbability E( R)Boom.2520%Normal.5515%Recession.20−12%

You are managing a pension fund with a value of $320 million and a beta of 1.70. You are concerned about a market decline and wish to hedge the portfolio. You have decided to use SPX calls. How many contracts do you need if the delta of the call option is 0.64 and the S&P index is currently at 3,250? Note: Do not round intermediate calculations. A negative value should be indicated by a minus sign. Round your answer to the nearest whole number. Do include the $ sign.

You have an equity portfolio valued at $1.22 million that has a beta of .98. You have decided to hedge this portfolio using SPX call option contracts. The S&P 500 index is currently 3,092. The option delta is 0.639. How many option contracts must you write to effectively hedge your portfolio?

Stock A has a standard deviation of 15% per year and Stock B has a standard deviation of 8% per year. The correlation between Stock A and Stock B is .40. You have a portfolio of these two stocks wherein Stock B has a portfolio weight of 40%. What is your portfolio variance?

What is the put option premium given the following information?Stock price$ 26Strike price$ 30Standard deviation35%Risk-free rate1.3%Dividend yield0%Time (years).25

Asset K has an expected return of 21 percent and a standard deviation of 36 percent. Asset L has an expected return of 9 percent and a standard deviation of 20 percent. The correlation between the assets is .45. What is the standard deviation of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Do not include the % sign.

A stock is currently selling for $46.50. A 3-month put option with a strike price of $50 has an option premium of $5.05. The risk-free rate is 5% and the market rate is 8.75%. What is the option premium on a 2-month call with a $30 strike price? Assume the options are European style.

Stock A has a standard deviation of 15% per year and Stock B has a standard deviation of 21% per year. The correlation between Stock A and Stock B is .30. You have a portfolio of these two stocks wherein Stock B has a portfolio weight of 60%. What is your portfolio standard deviation?

Which of the following diseases is secondary to non-killable self replicating protein in the CNS?

___________ are semi-enclosed coastal bodies of water with one or more rivers or streams flowing into them, and with a free connection to the open sea.