题目内容

H投影a是由A的什么坐标确定的？

A. X，Y
B. X，Z
C. Y，Z
D. X，Y，Z

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空间有两个点A（5，5，5），B（10，10，10）。则可以判断

A点在B点的下方，右方，前方
B. A点在B点的下方，右方，后方
C. A点在B点的下方，左方，前方
D. A点在B点的上方，右方，后方

空间点A（5，5，4），B（5，5，10），则

A点与B点对V面重影
B. A点与B点对H面重影
C. A点与B点对W面重影
D. A点与B点对V、W面重影

A non-dividend-paying stock is currently trading at USD 40.00 and has an expected return of 12% per year. Using the Black-Scholes-Merton (BSM) model, a 1-year, European-style call option on the stock is valued at USD 1.78. The parameters used in the model are: $N(d_1 )$ = 0.29123, $N(d_2 )$ = 0.20333. The next day, the company announces that it will pay a dividend of USD 0.50 per share to holders of the stock on an ex-dividend date 1 month from now and has no further dividend payout plans for at least 1 year. This new information does not affect the current stock price, but the BSM model inputs change, so that: $N(d_1 )$ = 0.29928, $N(d_2 )$ = 0.20333. If the risk-free rate is 3% per year, what is the new BSM call price?

A. USD 1.61
B. USD 1.78
C. USD 1.95
D. USD 2.11

Suppose that we have some Bank of China shares that are currently trading on the Hong Kong Stock Exchange at HKD4.41. Our view is that the Bank of China’s stock price will be steady for the next three months, so we decide to sell some three- month out- of- the- money calls with exercise price at 4.60 in order to enhance our returns by receiving the option premium. Risk- free government securities are paying 1.60% and the stock is yielding HKD 0.24%. The stock volatility is 28%. We use the BSM model to value the calls. Which statement is correct? The BSM model inputs (underlying, exercise, expiration, risk- free rate,dividend yield, and volatility)are:

A. 4.60, 4.41, 3, 0.0160, 0.0024, and 0.28.
B. 4.41, 4.60, 0.25, 0.0160, 0.0024, and 0.28.
C. 4.41, 4.41, 0.3, 0.0160, 0.0024, and 0.28.