"Derivative"exercise:Increase the value of options
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Questions 1:
Which of the following statements is least accurate concerning differences in the pricing of forwards and futures?
A、 Differences in the pattern of cash flows of forwards and futures can explain pricing differences.
B、 Pricing differences can arise if futures prices and interest rates are uncorrelated.
C、 Interest rate volatility can explain pricing differences.
Questions 2:
If dividends paid by the underlying increase, the value of a European call option will most likely:
A 、not change.
B 、increase.
C 、decrease.
B is correct. If futures prices and interest rates are uncorrelated, the prices of forwards and futures will be identical.
A is incorrect. The statement is true.
C is incorrect. The statement is true.
C is correct. A European call option is worth less the more dividends are paid by the underlying.
A is incorrect. A European call option is worth less the more dividends are paid by the underlying.
B is incorrect. A European call option is worth less the more dividends are paid by the underlying.
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