Professional Documents
Culture Documents
PMB07
MAY 2013
PART A (5 6 = 30 marks)
Answer any FIVE questions.
All questions carry equal marks.
1.
2.
26
25
30
4
2
20
3.
4.
5.
6.
7.
8.
9.
development
of
10.
11.
12.
P/ID 77539/PMHQ
PMB07
13.
14.
14.
16.
100 per
150 or
fall to
90. The interest rate is 15%. What is the
value of a call option on A Cos equity as per the
Binomial model if the exercise price is
3
100?
P/ID 77539/PMHQ
PMB07
PART C (1 20 = 20 marks)
(Compulsory)
Case Study
17.
P/ID 77539/PMHQ
PMB07