更多“Assume that a $60 strike call has a 2.0% continuous dividend, r = 0.05, and the stock price is $61.0…”相关的问题
第1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2题
An investor holds a portfolio of $100 million. This portfolio consists of A rated bonds ($40 million) and BBBrated bonds ($60 million). Assume that the one year probabilities of default for Arated and BBBrated bonds are 3% and 5%, respectively, and that they are independent. If the recovery value for Arated bonds in the event of default is 70% and the recovery value for BBB rated bonds is 45%, what is the one year expected credit loss from this portfolio?()
A.$1,672,000
B.$1,842,000
C.$2,010,000
D.$2,218,000
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第3题
以下程序的输出结果是()。struct st{int x;int *y;} *p;int dt[4]={ 10,20,30,40 };struct st aa[4]={ 50,&dt[0],60,&dt[0],60,&dt[0],60,&dt[0]};void main(){p=aa;printf("%d/n",++(p->x));}
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第4题
下列程序的输出结果是______。struct st{int x;int*y;}*p; int dt[4]={ 10,20,30,40}; struct st
下列程序的输出结果是______。struct st{ int x;int*y;}*p; int dt[4]={ 10,20,30,40 }; struct st aa[4]={50,&dt[0],60,&dt[0],60,&dr[0],60,&dr[0],} main(){ p=aa; printf("%d\n",++(p->x));}
A.51
B.11
C.10
D.60
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第5题
以下程序的输出是( )。 struct st {int x; int*y;}*p; int dt[4]={10,20,30,40); struct st aa[4]={50,&dt[0],60,&dt[0],60,&dt[0],60,&dt[0],}; main() {p=aa; printf("%d\n",++(p-->x)); }
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第6题
以下程序的输出是()。struct st{int x;int *y;} *p; int dt[4]={10,20,30,40}; struct st aa[4]={
以下程序的输出是()。 struct st { int x;int *y; } *p; int dt[4]={10,20,30,40}; struct st aa[4]={50,&dt[0],60,&dt[0],60,&dt[0],60,&dt[0],}; main() { p=aa; cout<+<+(p->x); }
A.10
B.11
C.51
D.60
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第7题
以下程序的输出是()。struct st{int x;int*y;}*p;int dt[4]={10,20,30,40};struct st aa[4]={50,&
以下程序的输出是()。 struct st { int x;int*y; } *p; int dt[4]={10,20,30,40}; struct st aa[4]={50,&dt[0],60,&dt[0],60,&dt[0],60,&dt[0],}; main() { p=aa; cout<+<+(p->x); }
A.10
B.11
C.51
D.60
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第8题
以下程序的输出结果是#include<stdio.h>struct st{ int x;int *y;}*p;int dt[4]={10,20,30,40};struct st aa[4]={50,&dt[0],60,&dt[0],60,&dt[0],60,&dt[0],};main(){ p=aa;printf("%d\n",++(p->x));}
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第9题
要求立即执行的“ST”医嘱,需要在()分钟内执行
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