Here institute has taken Beta of the portfolio as Systematic Risk but sir formula of Systematic Risk is Bp square × Sigma m square. Then why they have ...
SSEI Q Forum Latest Questions
In this question, where we need to calculate implied risk free rate, why the borrowing interest is not considered in Arbitrage Process?
A future contract is available on R Ltd. that pays an annual dividend of Rs. 4 and whose stock is currently priced at Rs. 125. Each future contract calls for delivery of 1,000 shares to stock in one year, daily marking to ...
In This question since it is specifically given that risk free rate is 5% per sub period, why have we done (1.05)^(1/2)?
Sir please give rough hint to solve BINOMIAL MODEL questions 3 approaches RISH NEUTRAL, REPLICATING PORTFOLIO, DELTA HEDGING,
I have general doubt in that question. We have long position in cash market, that means we have bought futures in stock market and  to hedge ourselve we will have short position again in future. Why we have both sides ...
Sir !can u explain the logic why we should go long on future to complete the short position of portfolio .??
Please explain 2nd part.
Let us illustrate the pricing of 90-day futures contract on a stock that pays Rs. 1.50 dividend on 50th day. The current stock price is Rs. 100. The yield on risk-free assets is 10% pa on simple interest rate basis ...