A single branch on a Binomial tree is represented by the following diagram. Calculate how many shares of the underlying asset (delta) are required to delta hedge.Enter your answer to two decimal places. If your answer is negative, then enter the negative sign.数值题

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A hedge funds wants to use a binomial tree to replicate a put option on a stock. The time step is 0.25 years and the interest rate for continuous compounding is 1.5%. At time t, the stock price is $94 per share, the put's delta is -0.4378 per share, and B = 47.3813 per share. Over the first time step, suppose the stock price moves up. In the upper node at t+0.25, the stock price is $97.499 per share, the put's delta is -0.3604 per share, and B = 40.0129 per share. The option contract size is 400 shares. What trades should be done at time t+0.25 to rebalance the replicating portfolio?

A project has a required return of 12.6 percent, an initial cash outflow of $42,100, and cash inflows of $16,500 in Year 1, $11,700 in Year 2, and $10,400 in Year 4. What is the net present value?

Question8 The unicorn is the national animal of ScotlandSelect an alternative False True The Atlantic Ocean is the biggest ocean on Earth.Select an alternative False True Spiders have six legs.Select an alternative True False There are five different blood groupsSelect an alternative False True The human skeleton is made up of less than 100 bones.Select an alternative False True ResetMaximum marks: 5 Flag question undefined Select an alternative False True

Question8 The unicorn is the national animal of ScotlandSelect an alternative False True The Atlantic Ocean is the biggest ocean on Earth.Select an alternative False True Spiders have six legs.Select an alternative True False There are five different blood groupsSelect an alternative False True The human skeleton is made up of less than 100 bones.Select an alternative False True ResetMaximum marks: 5 Flag question undefined Select an alternative False True

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