RT,我一个人大的小学期作业,本人不是金融专业,好不容易把英语看懂,发现专业知识不够。。。。
金融的同学,帮帮忙吧,在此先谢过了。~
Question 2
The stock price is100. There are three European call options in the market, with the strike priceK and the option price C respectively
K
95
100
105
C
20
15
10
Assume nodividends issued by stocks.
Is there anarbitrage opportunity in the market and why?
Question3
In the following,you are given 5 bonds. Suppose coupons of all bonds are paid semiannually, thebond principal 100 is paid at the bond maturity
a)
Calculatethe spot rate for each maturity
b)
Calculatethe duration for each bond