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question answer the followinga what are the two ways to use call and put options on t-bonds to generate positive cash
question suppose that an fi manager writes a call option on a t-bond futures contract with an exercise price of 114 at
question suppose that a pension fund manager anticipates the purchase of a 20-year 8 percent coupon t-bond at the end
question a bank purchases a six-month 1 million eurodollar deposit at an interest rate of 65 percent per year it
assignemntyour companys chief financial officer cfo begins the preliminary work of developing the organizations
question consider the following balance sheet for watchovia bank in millionsa what is watch ovias expected net interest
qusetion a bank has the following balance sheetsuppose interest rates rise such that the average yield on
question use the following information about a hypothetical government security dealer named jp groman market yields
question use the data provided for got bucks bank inc to answer this questionnotes to the balance sheet currently the
question use the following balance sheet information to answer this questiona what is the average duration of all the
question consider the following lg 22-3 a what is the duration of a two-year bond that pays an annual coupon of 10
question consider the followinga calculate the leverage-adjusted duration gap of an fi that has assets of 1 million
question an insurance company issued a 90 million one-year zero coupon note at 8 percent add-on annual interest paying
question what are the differences between the economists definition of capital and the accountants definition of
question how is duration related to the interest elasticity of a fixed income securityfis what is the relationship
question what is the repricing gap in using this model to evaluate interest rate risk what is meant by rate sensitivity
question what is a maturity bucket in the repricing model why is the length of time selected for repricing assets and
question what is the cgap effect according to the cgap effect what is the relation between changes in interest rates
question if a bank manager was quite certain that interest rates were going to rise within the next six months how
question consider the repricing modela what are some of its weaknessesb how have large banks solved the problem of
question a di has assets of 10 million consisting of 1 million in cash and 9 million in loans it has core deposits of 6
question a di has 10 million in t-bills a 5 million line of credit to borrow in the repo market and 5 million in excess
question a di has the following assets in its portfolio 20 million in cash reserves with the fed 20 million in t-bills
question the plainbank has 10 million in cash and equivalents 30 million in loans and 15 in core deposits
question a mutual fund has the following assets in its portfolio 40 million in fixed-income securities and 40 million