题目内容（请给出正确答案）

[单选题]

Assume that a stock is expected to pay dividends at the end of Year 1 and Year 2 of $1.25 and $1.56, respectively. Dividends are expected to grow at a 5% rate thereafter. Assuming that k_{e is 11%,}

A.$22.30.

B.$23.42.

C.$24.55.

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更多“Assume that a stock is expecte…”相关的问题

第1题

Assume that of your $10 000 portfolio, you invest $9 000 in Stock X and $1 000 in Stock Y. What is the expected return on your portfolio?______.

A.18%

B.19%

C.0.2

D.0.23

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第2题

Consider a one-period binomial model of 6 months. Assume the stock price is $45.00, σ = 0.

20, r = 0.06 and the stock’s expected return is 12.0%. What is the discount rate for a $45.00 strike European call option （）？

A．38．2%

B．39．1%

C．42．5%

D．45．6%

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第3题

Consider a one-period binomial model of 6 months. Assume the stock price is $45.00, σ = 0.20, r = 0.06 and the stock’s expected return is 12.0%. What is the discount rate for a $45.00 strike European

A.38．2%

B.39．1%

C.42．5%

D.45．6%

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第4题

Assume a stock index consists of many firms who have recently split their stock. Which of

the following weighting schemes will see a bias due to the impact of stock splits？

A.Unweighted price series.

B.Price-weighted series.

C.Market value-weighted series

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第5题

Assume that a $50 strike call has a 3.0% continuous dividend, σ = 0.27, r = 0.06 and 60 days from expiration. What is the gamma for a stock price movement from $48.00 to $49.00？

A.0．046

B.0．074

C.0．089

D.0．099

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第6题

Assume that of your $10 000 portfolio, you invest $9 000 in Stock X and $1 000 in Stock Y.

What is the expected return on your portfolio？______.

A．18%

B．19%

C．0.2

D．0.23

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第7题

Continuing with the previous question, assume the stock market went up by 20%last year. Ignore the riskfree rate and idiosyncratic risk, and assume the average beta of both long and short positions is one. Over the same period, the return on the fund should be ().

A.20%

B.15%

C.10%

D.5%

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第8题

Assume that a $60 strike call has a 2.0% continuous dividend, r = 0.05, and the stock price is $61.00. What is the theta of the option as the expiration time declines from 60 to 50 days？

A.–0．52

B.–0．42

C.–0．32

D.–0．22

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第9题

Question 19

Assume an investor purchases a stock for $50. One year later, the stock is worth $60. After one more year, the stock price has fallen to the original price of $50. Calculate the continuously compounded return for year 1 and year 2.

Year 1 Year 2

A.18.23% 16.67%

B.18.23% -18.23%

C.-18.23% 16.67%

D.-18.23% -18.23%

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第10题

Question 19Assume an investor purchases a stock for $50. One year later, the stock is wort

Question 19

Year 1 Year 2

A.18.23% 16.67%

B.18.23% -18.23%