Assume no arbitrage unless otherwise noted. The current spot price of a stock is $83.00, the expected rate of return is 8.1%, and the volatility of the stock is 18%. The risk-free rate is 4.4%. Assume the log-normal model. (a) Calculate the Delta of a portfolio containing 4 European calls and 6 European puts, each with the same strike $90.00 and expiring in 10 months. Enter your solution to two decimal places.

After successfully completing your corporate finance class, you feel the next challenge ahead is to serve on the board of directors of schenkel enterprises. unfortunately, you will be the only person voting for you. the company has 375,000 shares outstanding, and the stock currently sells for $40, if there are four seats in the current election, how much will it cost you to buy a seat?

Which of the following is usually not one of the top considerations in choosing a country for a facility location? a. availability of labor and labor productivityb. attitude of governmental unitsc. location of marketsd. zoning regulationse. exchange rates

Consider a firm with a contract to sell an asset for $149,000 four years from now. the asset costs $85,000 to produce today. a. given a relevant discount rate of 14 percent per year, calculate the profit the firm will make on this asset. (a loss should be indicated by a minus sign. do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) b. at what rate does the firm just break even?