超星 - 第十五周作业

单选题

The stock is trading at USD20.TheEuropeancallonthe USD10 strike expiring in 1 months is actively trading at USD 9. What trade do you want to execute?

A. Need to know the dividends
Buy the call
C. Sell the call
D. Need to know the interest rates
E. Need to know the counterparty

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单选题

‍‍How is historical trading-day volatility measured?Step 1:A) Calculate the absolute change in closing prices as the data set.B) Calculate the percentage change in closing prices as the data set.Step 2:C) Calculate the standard deviation of the data set.D) Calculate the variance of the data set.‍Step 3:E) Multiply it by$\sqrt{252}$.F) Multiply it by$\sqrt{365‍}$.‍‍

A, D, E
B. A, C, F
C. B, C, F
D. A, D, F
E. B, D, E
F. B, C, E
G. B, D, F
H. A, C, E

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单选题

When would you want to early exercise an American call?

A. When you have made money on it
B. When the dividend payment outweighs the sum of the insurance and saved interest value
C. When the call is in-the-money
D. Never
E. When the put on the same strike/expiry has delta 0

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单选题

The current price of a 6-month, USD 30.00 strike price, European-style put option on a stock is USD 4.00. The current stock price is USD 32.00. A special one-time dividend of USD 0.75 per share is expected in 3 months. The continuously compounded risk-free rate for all maturities is 3.5% per year. Which of the following is closest to the no-arbitrage value of a European-style call option on the same underlying stock with a strike price of USD 30.00 and a time to maturity of 6 months?

A. USD 2.22
B. USD 5.26
C. USD 5.78
D. USD 6.52

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单选题

14.在视图上不能完成的操作是（）

A. 在视图上定义一个新表
B. 查询
C. 插入数据
D. 删除数据

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单选题

16.在SQL语言中，删除一个视图的命令是( )。

A. DROP
B. DELETE
CLEAR
D. REMOVE

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判断题

6.视图可以和表一起使用。

A. 对
B. 错

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判断题

7.视图是包含数据的。

A. 对
B. 错

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判断题

10.只能对基本表进行更新操作，不能对视图进行更新操作

A. 对
B. 错

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判断题

12.视图一般用于插入、修改、删除操作。

A. 对
B. 错

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