Please show your work. Thank you. Question(s): Please answer first question first. 1. Calculate Beta 2....
Please show your work. Thank you.
Question(s): Please answer first question first.
1. Calculate Beta
2. Run a regression analysis using one set of returns as dependent or outcome (Y) and the other as independent or (X).
| Option | Time of last trade | Exp Date | PrevClose | Open | Bid | Ask | Strike | Vol | Open Int | IV | ||||
| 1 | 7-Jan-19 | ITM_P | AAPL190118P00160000 | 2019-01-07 3:57PM EST | 1/18/19 | 12.33 | 11.85 | 12.10 | 12.65 | 160.00 | 848 | 35,209 | 37.96% | |
| 2 | 8-Jan-19 | ITM_P | AAPL190118P00160000 | 2019-01-07 3:57PM EST | 1/18/19 | 12.33 | 10.90 | 9.50 | 9.75 | 160.00 | 1,020 | 33,110 | 31.30% | |
| 3 | 8-Jan-19 | ITM_P | AAPL190118P00160000 | 2019-01-09 2:16PM EST | 1/18/19 | 9.75 | 9.00 | 9.70 | 6.85 | 160.00 | 517 | 33 | 19.73% | |
| 4 | 9-Jan-19 | ITM_P | AAPL190118P00160000 | 2019-01-07 3:57PM EST | 1/18/19 | 9.75 | 10.90 | - | - | 160.00 | 1,020 | 32,630 | 35.47% | |
| 5 | 9-Jan-19 | ITM_P | AAPL190118P00160000 | 2019-01-09 3:39PM EST | 1/18/19 | 9.75 | 9.1 | 8.2 | 8.35 | 160.00 | 139 | 32,630 | 24.71% | |
| 6 | 9-Jan-19 | ITM_P | AAPL190118P00160000 | 2019-01-09 3:39PM EST | 1/18/19 | 9.75 | 9 | 7.65 | 7.8 | 160.00 | 219 | 32,630 | 31.13% | |
| 7 | 9-Jan-19 | ITM_P | AAPL190118P00160000 | 2019-01-09 3:59PM EST | 1/18/19 | 9.75 | 9 | 7.2 | 7.4 | 160.00 | 879 | 33 | 28.15% | |
| 8 | 10-Jan-19 | ITM_P | AAPL190118P00160000 | 2019-01-10 1:47PM EST | 1/18/19 | 7.25 | 8.25 | 7.05 | 7.2 | 160.00 | 1,287 | 32,450 | 32.98% | |
| 9 | 10-Jan-19 | ITM_P | AAPL190118P00160000 | 2019-01-10 3:57PM EST | 1/18/19 | 7.25 | 8.25 | 6.65 | 6.85 | 160.00 | 1,373 | 32,450 | 27.32% | |
| 10 | 11-Jan-19 | ITM_P | AAPL190118P00160000 | 2019-01-10 3:57PM EST | 1/18/19 | 6.85 | 8.25 | 0 | 0 | 160.00 | 1,373 | 32,270 | 0.00% | |
| Time of last trade | Exp Date | ^GSPC_PrevClose | ^GSPC_Open | Bid | Ask | Strike | Day Range | Vol | Open Int | IV | ||||
| 1 | 7-Jan-19 | ITM_P | SPX190118P02575000 | 1/18/19 | 43.10 | 38.50 | 32.70 | 33.00 | 2,575 | 29.60 - 45.50 | 27,133 | 22,930 | 19.24% | |
| 2 | 8-Jan-19 | ITM_P | SPX190118P02575000 | 1/18/19 | 43.10 | 36.50 | 31.90 | 33.00 | 2,575 | 29.60 - 45.50 | 27,133 | 22,930 | 19.24% | |
| 3 | 8-Jan-19 | ITM_P | SPX190118P02575000 | 1/18/19 | 31.50 | 26.35 | 24.40 | 25.00 | 2,575 | 20.98 29.40 | 8,040 | 41,950 | 18.50% | |
| 4 | 9-Jan-19 | ITM_P | SPX190118P02575000 | 2019-01-08 4:14PM EST | 1/18/19 | 31.50 | 36.50 | 26.80 | 28.50 | 2,575 | 29.60 - 45.50 | 27,133 | 41,950 | 16.59% |
| 5 | 9-Jan-19 | ITM_P | SPX190118P02575000 | 2019-01-09 11:26AM EST | 1/18/19 | 31.50 | 26.35 | 23.80 | 25.00 | 2,575 | 23.7 - 29.4 | 3,394 | 41,950 | 16.85% |
| 6 | 9-Jan-19 | ITM_P | SPX190118P02575000 | 2019-01-09 1:59PM EST | 1/18/19 | 31.50 | 26.35 | 21.30 | 21.80 | 2,575 | 20.98-29.40 | 8,812 | 4,195 | 15.63% |
| 7 | 9-Jan-19 | ITM_P | SPX190118P02575000 | 2019-01-09 4:12PM EST | 1/18/19 | 31.50 | 26.35 | 24.30 | 25.30 | 2,575 | 20.98 - 29.40 | 10,445 | 41,950 | 17.62% |
| 8 | 10-Jan-19 | ITM_P | SPX190118P02575000 | 2019-01-10 1:45PM EST | 1/18/19 | 23.30 | 21.20 | 21.70 | 31.50 | 2,575 | 19.5-32.2 | 28,722 | 46,310 | 18.80% |
| 9 | 10-Jan-19 | ITM_P | SPX190118P02575000 | 2019-01-10 4:19PM EST | 1/18/19 | 23.50 | 30.30 | 16.90 | 17.50 | 2,575 | 15.65-32.20 | 29,756 | 46,310 | 16.64% |
| 10 | 11-Jan-19 | ITM_P | SPX190118P02575000 | 2019-01-11 6:28AM EST | 1/18/19 | 16.50 | 16.80 | 18.90 | 20.40 | 2,575 | 16.80-18.40 | 2 | 37,230 | 20.18% |
Homework Answers
| S.No | option close | option open | change in option price | market close | market open | change in market price | percent change in option price | percent change in market price |
| 1 | 12.33 | 11.85 | -0.03892944 | 43.1 | 38.5 | -0.106728538 | -3.892944039 | -10.67285383 |
| 2 | 12.33 | 10.9 | -0.115977291 | 43.1 | 36.5 | -0.153132251 | -11.59772912 | -15.31322506 |
| 3 | 9.75 | 9 | -0.076923077 | 31.5 | 26.35 | -0.163492063 | -7.692307692 | -16.34920635 |
| 4 | 9.75 | 10.9 | 0.117948718 | 31.5 | 36.5 | 0.158730159 | 11.79487179 | 15.87301587 |
| 5 | 9.75 | 9.1 | -0.066666667 | 31.5 | 26.35 | -0.163492063 | -6.666666667 | -16.34920635 |
| 6 | 9.75 | 9 | -0.076923077 | 31.5 | 26.35 | -0.163492063 | -7.692307692 | -16.34920635 |
| 7 | 9.75 | 9 | -0.076923077 | 31.5 | 26.35 | -0.163492063 | -7.692307692 | -16.34920635 |
| 8 | 7.25 | 8.25 | 0.137931034 | 23.3 | 21.2 | -0.090128755 | 13.79310345 | -9.012875536 |
| 9 | 7.25 | 8.25 | 0.137931034 | 23.5 | 30.3 | 0.289361702 | 13.79310345 | 28.93617021 |
| 10 | 6.85 | 8.25 | 0.204379562 | 16.5 | 16.8 | 0.018181818 | 20.4379562 | 1.818181818 |
Beta from regression is 0.5553
BETA FORMULA = SLOPE (percent change in option price; percent change in market price)
Add Answer to:
Please show your work. Thank you. Question(s): Please answer first question first. 1. Calculate Beta 2....
Please answer the following question, box your answers, and show all work!! Thank you. 2 -...
Please answer the following question, box your answers, and show
all work!! Thank you.
2 - The three-phase power and line-line ratings of the electric power system shown in Figure 2 are given below. T T2 V Line 2 Vm G M Figure 2 One-line diagram for problem 2 60 MVA 20 kV 50 MVA 20/200 kV 50 MVA 200/20 kV 200 kV 43.2 MVA 18 kV TI: T: Line: M: X=9% X=10% X=10% Z=120+j2002 X=8% a) Draw an impedance...
Please show all work and explain how you arrived at your answer. Thank you. Olsen and...
Please show all work and explain how you arrived at your
answer. Thank you.
Olsen and Katch organized the OK Partnership on 1/1/01. The following entries were made into their capital accounts during 01: Olsen Debits Credits 20,000 5,000 5,000 10/1 Katch 40,000 / 10,000 9/1 10,000 10,000 The partnership agreement called for the following in the allocation of partnership profits and losses Salaries of S48,000 and S36,000 would be allocated to Olsen and Katch, respectively Interest of 8% on...
Please do no answer unless you are 100 % sure show work please thank you !...
Please do no answer unless you are 100 % sure show work
please thank you !
In the following velocity selector, the positive plate of the capacitor is above the negative as shown. The voltage of the battery is 19 voilts and the distance between the plates is 17 mili-meter Ino diclectric). A uniform magnetic field of 90 mill-Tesla is in the -z direction. A point charge of-18 micro-coulombs with a mass of 9 gras is passing through at 25...
please check the wrong answer before you solve it. Class Management Help Homework 2 Begin Date:...
please check the wrong answer before you solve it.
Class Management Help Homework 2 Begin Date: 1/18/2019 12:01:00 AM -- Due Date: 1/25/2019 11:59:00 PM End Date: 1/30/2019 11:59:00 PM (796) Problem 4: Two large rectangular aluminum plates of area A face each other with a separation of d between them. The plates are charged with equal and opposite charge of magnitude q. The charges on the plates face each other Find the flux through a circle of radius r...
I dont understand how to do this question please help! Thank you Instructions Chart of Accounts...
I
dont understand how to do this question please help! Thank
you
Instructions Chart of Accounts Journal Adjusted Trial Balance Instructions Pitman Company UNADJUSTED TRIAL BALANCE October 31, 2019 ACCOUNT TITLE DEBIT CREDIT 1 Cash 7.420.00 2 Accounts Receivable 38.115.00 - Prepaid Insurance 7,050.00 4 Supplies 1.630.00 5 Land 114.550.00 150.250.00 88.800.00 6 Building 7 Accumulated Depreciation-Building * Equipment 9 Accumulated Depreciation-Equipment 10 Accounts Payable 133,200.00 96,605.00 12,560.00 11 Unearned Rent 7,035.00 12 Jan Pitman, Capital 217.215.00 13 Jan Pitman....
Please answer and show work for all three questions. Thank You 1) 2) 3) Evaluate the...
Please answer and show work for all three questions. Thank
You
1)
2)
3)
Evaluate the integral. S x tanạ xdx O tan x – In | sec x | -5x2 + C O tan x - 3x2 +C o – tan x – In | sec x | x3 +C O x tan x – In | sec x | x2 +C Sevædx O2Væeva + c O 2Väeva + C o ſx – 2er to O 2 Väeva –...
Please show your work and answers for #3, 6, 8 , and 9. Thank you :)...
Please show your work and answers for #3, 6, 8 , and
9. Thank you :)
Need Help? Read It Watch It Talk to a Tutor 3. [-19 Points] DETAILS LARBAPCALC8 3.5.012. Find the price per unit p that produces the maximum profit P. C = 15x + 100 (Cost Function) p = 18 -0.1VX (Demand function) Need Help? Read It Watch It Talk to a Tutor 6. [0/9 Points] DETAILS PREVIOUS ANSWERS LARBAPCALC8 3.5.020.ML. ASK YOUR TEACHER PRACTICE ANOTHER...
Please answer question 9 and show your work. thank you it self infant mortality rate hat...
Please answer question 9 and show your work. thank you
it self infant mortality rate hat die in fixst year c. bivths d. crude birth rate elunoer of tive. bish s /looo year e. crude death rate Perform the following calculation. Show all of your work. In a particular yeara population has the following characteristics: the crude birth rate is 45, the crude death rate is 20, the immigration rate is 1%, and the emigration rates05%. The percent rate of...
Please answer Problems 1-5 (with all the parts) and please show the work/steps! Thank you! 1/2...
Please answer Problems 1-5 (with all the parts) and please show
the work/steps! Thank you!
1/2 STA103_HW6.pdf Due Friday Dec 7th Problem 1. (problem 10.3 page 194) We have a simple random sample of size 4 from a population with mean u. Consider the following two estimators of u 10 10 a. Show that both μ1 and μ2 are unbiased estimators for μ. b. Which one is better? Fully justify your answer Problem 2. (Problem 10.4 page 194) Suppose that...
please answer question 2 of problem 1 FT T OE Ordnery Problem 1 You won the...
please answer question 2 of problem 1
FT T OE Ordnery Problem 1 You won the state lottery on January 1, 2018. You can elect to receive (a) $1,000,000 at the end of 2019 or i Y $150,000 per year for 10 years with the first payment at the end of 2019. The interest rate is expected to be 6% for 2018 and 7% from 2019 to 2023 and 8% from 2024 onwards. How much is each option worth in...
Please answer the following question, box your answers, and show
all work!! Thank you.
2 - The three-phase power and line-line ratings of the electric power system shown in Figure 2 are given below. T T2 V Line 2 Vm G M Figure 2 One-line diagram for problem 2 60 MVA 20 kV 50 MVA 20/200 kV 50 MVA 200/20 kV 200 kV 43.2 MVA 18 kV TI: T: Line: M: X=9% X=10% X=10% Z=120+j2002 X=8% a) Draw an impedance...
Please show all work and explain how you arrived at your
answer. Thank you.
Olsen and Katch organized the OK Partnership on 1/1/01. The following entries were made into their capital accounts during 01: Olsen Debits Credits 20,000 5,000 5,000 10/1 Katch 40,000 / 10,000 9/1 10,000 10,000 The partnership agreement called for the following in the allocation of partnership profits and losses Salaries of S48,000 and S36,000 would be allocated to Olsen and Katch, respectively Interest of 8% on...
Please do no answer unless you are 100 % sure show work
please thank you !
In the following velocity selector, the positive plate of the capacitor is above the negative as shown. The voltage of the battery is 19 voilts and the distance between the plates is 17 mili-meter Ino diclectric). A uniform magnetic field of 90 mill-Tesla is in the -z direction. A point charge of-18 micro-coulombs with a mass of 9 gras is passing through at 25...
please check the wrong answer before you solve it.
Class Management Help Homework 2 Begin Date: 1/18/2019 12:01:00 AM -- Due Date: 1/25/2019 11:59:00 PM End Date: 1/30/2019 11:59:00 PM (796) Problem 4: Two large rectangular aluminum plates of area A face each other with a separation of d between them. The plates are charged with equal and opposite charge of magnitude q. The charges on the plates face each other Find the flux through a circle of radius r...
I
dont understand how to do this question please help! Thank
you
Instructions Chart of Accounts Journal Adjusted Trial Balance Instructions Pitman Company UNADJUSTED TRIAL BALANCE October 31, 2019 ACCOUNT TITLE DEBIT CREDIT 1 Cash 7.420.00 2 Accounts Receivable 38.115.00 - Prepaid Insurance 7,050.00 4 Supplies 1.630.00 5 Land 114.550.00 150.250.00 88.800.00 6 Building 7 Accumulated Depreciation-Building * Equipment 9 Accumulated Depreciation-Equipment 10 Accounts Payable 133,200.00 96,605.00 12,560.00 11 Unearned Rent 7,035.00 12 Jan Pitman, Capital 217.215.00 13 Jan Pitman....
Please answer and show work for all three questions. Thank
You
1)
2)
3)
Evaluate the integral. S x tanạ xdx O tan x – In | sec x | -5x2 + C O tan x - 3x2 +C o – tan x – In | sec x | x3 +C O x tan x – In | sec x | x2 +C Sevædx O2Væeva + c O 2Väeva + C o ſx – 2er to O 2 Väeva –...
Please show your work and answers for #3, 6, 8 , and
9. Thank you :)
Need Help? Read It Watch It Talk to a Tutor 3. [-19 Points] DETAILS LARBAPCALC8 3.5.012. Find the price per unit p that produces the maximum profit P. C = 15x + 100 (Cost Function) p = 18 -0.1VX (Demand function) Need Help? Read It Watch It Talk to a Tutor 6. [0/9 Points] DETAILS PREVIOUS ANSWERS LARBAPCALC8 3.5.020.ML. ASK YOUR TEACHER PRACTICE ANOTHER...
Please answer question 9 and show your work. thank you
it self infant mortality rate hat die in fixst year c. bivths d. crude birth rate elunoer of tive. bish s /looo year e. crude death rate Perform the following calculation. Show all of your work. In a particular yeara population has the following characteristics: the crude birth rate is 45, the crude death rate is 20, the immigration rate is 1%, and the emigration rates05%. The percent rate of...
Please answer Problems 1-5 (with all the parts) and please show
the work/steps! Thank you!
1/2 STA103_HW6.pdf Due Friday Dec 7th Problem 1. (problem 10.3 page 194) We have a simple random sample of size 4 from a population with mean u. Consider the following two estimators of u 10 10 a. Show that both μ1 and μ2 are unbiased estimators for μ. b. Which one is better? Fully justify your answer Problem 2. (Problem 10.4 page 194) Suppose that...
please answer question 2 of problem 1
FT T OE Ordnery Problem 1 You won the state lottery on January 1, 2018. You can elect to receive (a) $1,000,000 at the end of 2019 or i Y $150,000 per year for 10 years with the first payment at the end of 2019. The interest rate is expected to be 6% for 2018 and 7% from 2019 to 2023 and 8% from 2024 onwards. How much is each option worth in...
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