we can also calculate mean with the help of AM for both the portfolios and and GM I slightly less than AM. so higher the deviations hence greater the difference between am and gm and thus gm of portfolio B will be less than 2.85
we can also calculate mean with the help of AM for both the portfolios and and GM I slightly less than AM.
so higher the deviations hence greater the difference between am and gm and thus gm of portfolio B will be less than 2.85
we can also calculate mean with the help of AM for both the portfolios and and GM I slightly less than AM. so higher the deviations hence greater the difference between am and gm and thus gm of portfolio B will be less than 2.85
we can also calculate mean with the help of AM for both the portfolios and and GM I slightly less than AM.
so higher the deviations hence greater the difference between am and gm and thus gm of portfolio B will be less than 2.85
sorry, I didn't get it! I am getting the and by putting in the CF mode, but it has to be multiple IRRs ( though the calci only give single) but it's wrong, I guess?
sorry, I didn’t get it!
I am getting the and by putting in the CF mode, but it has to be multiple IRRs ( though the calci only give single) but it’s wrong, I guess?
pls explain why ans is not B
we can also calculate mean with the help of AM for both the portfolios and and GM I slightly less than AM. so higher the deviations hence greater the difference between am and gm and thus gm of portfolio B will be less than 2.85
we can also calculate mean with the help of AM for both the portfolios and and GM I slightly less than AM.
See lessso higher the deviations hence greater the difference between am and gm and thus gm of portfolio B will be less than 2.85
pls explain why ans is not B
we can also calculate mean with the help of AM for both the portfolios and and GM I slightly less than AM. so higher the deviations hence greater the difference between am and gm and thus gm of portfolio B will be less than 2.85
we can also calculate mean with the help of AM for both the portfolios and and GM I slightly less than AM.
See lessso higher the deviations hence greater the difference between am and gm and thus gm of portfolio B will be less than 2.85
derivatives – call option
thank you for answering!!! so we have to multiply premium with total shares or premium with lots ( as mentioned in the question 200 a lot)
thank you for answering!!!
so we have to multiply premium with total shares or premium with lots ( as mentioned in the question 200 a lot)
See lessderivatives- selling call options
i am unable to understand why we are paying premium on all the shares .
i am unable to understand why we are paying premium on all the shares .
See lessderivatives- selling call options
but now as the price rises i have to pay back to the buyer of the call , which is 1625 x 7.5= 12187
but now as the price rises i have to pay back to the buyer of the call , which is 1625 x 7.5= 12187
See lessderivatives – call option
sry i didn't get it 200 for 1 lot and he sold only 2 lots when calculating premium I have to look for lots only na? thus, 2lots x 200
sry i didn’t get it
See less200 for 1 lot
and he sold only 2 lots when calculating premium I have to look for lots only na?
thus, 2lots x 200
derivatives – call option
thnx for the reply but the rs 200 is charged for whole lot , not for one particular share so premium received would be 2x 200 = 400
thnx for the reply
See lessbut the rs 200 is charged for whole lot , not for one particular share
so premium received would be 2x 200 = 400
mwror
sorry, I didn't get it! I am getting the and by putting in the CF mode, but it has to be multiple IRRs ( though the calci only give single) but it's wrong, I guess?
sorry, I didn’t get it!
See lessI am getting the and by putting in the CF mode, but it has to be multiple IRRs ( though the calci only give single) but it’s wrong, I guess?
calculation of EAR
ohh thanks
ohh thanks
See less