What is a short straddle option strategy?
Posted: Wed Mar 16, 2022 12:13 pm
What is a short straddle option strategy?
A. A long call option + long put option with the same strike prices
B. A short call option + short put option with the same strike prices
C. A long call option + short put option with the same strike prices
D. A short call option + long put option with the same strike prices
Answer : B
The spot/next repo rate for the 5% Bund 2018 is quoted to you at 1.75-80%. You sell bonds with a market value of EUR 5,798,692.00 through a sell/buy-back. The Repurchase Price is:
A. EUR 5,798,982
B. EUR 5,799,497
C. EUR 5,746,376
D. EUR 5,000,694
Answer : A
Which of the following are specifically quoted in terms of a yield-to-maturity?
A. US Treasury bill
B. CD
C. Interbank deposit
D. USCP
Answer : B
What is the ISO code for the Argentine peso?
A. ARP
B. ARS
C. ARA
D. AED
Answer : B
You are paying 5% per annum paid semi-annually and receiving 6-month LIBOR on a USD
10,000,000.00 interest rate swap with exactly two years to maturity. 6-month LIBOR for the next payment date is fixed today at 4.95%. You expect 6-month LIBOR in 6 months to fix at
5.25%, in 12 months at 5.35% and in 18 months at 5.40%. What do you expect the net settlement amounts to be over the next 2 years? Assume 30-day months.
A. Pay 250.00, receive 1,250.00, receive 1,750.00, receive 2,000.00
B. Receive 250.00, pay 1,250.00, pay 1,750.00, pay 2,000.00
C. Pay 2,500.00, receive 12,500.00, receive 17,500.00, receive 20,000.00
D. Receive 2,500.00, pay 12,500.00, pay 17,500.00, pay 20,000.00
Answer : C
A. A long call option + long put option with the same strike prices
B. A short call option + short put option with the same strike prices
C. A long call option + short put option with the same strike prices
D. A short call option + long put option with the same strike prices
Answer : B
The spot/next repo rate for the 5% Bund 2018 is quoted to you at 1.75-80%. You sell bonds with a market value of EUR 5,798,692.00 through a sell/buy-back. The Repurchase Price is:
A. EUR 5,798,982
B. EUR 5,799,497
C. EUR 5,746,376
D. EUR 5,000,694
Answer : A
Which of the following are specifically quoted in terms of a yield-to-maturity?
A. US Treasury bill
B. CD
C. Interbank deposit
D. USCP
Answer : B
What is the ISO code for the Argentine peso?
A. ARP
B. ARS
C. ARA
D. AED
Answer : B
You are paying 5% per annum paid semi-annually and receiving 6-month LIBOR on a USD
10,000,000.00 interest rate swap with exactly two years to maturity. 6-month LIBOR for the next payment date is fixed today at 4.95%. You expect 6-month LIBOR in 6 months to fix at
5.25%, in 12 months at 5.35% and in 18 months at 5.40%. What do you expect the net settlement amounts to be over the next 2 years? Assume 30-day months.
A. Pay 250.00, receive 1,250.00, receive 1,750.00, receive 2,000.00
B. Receive 250.00, pay 1,250.00, pay 1,750.00, pay 2,000.00
C. Pay 2,500.00, receive 12,500.00, receive 17,500.00, receive 20,000.00
D. Receive 2,500.00, pay 12,500.00, pay 17,500.00, pay 20,000.00
Answer : C