Author: Bernard

Freedom to make decision at work and orientation

Please write the Part1,2,4,5 based on the red requirement and some part finished below. Make it read smoothly. Graph is excluded in the page count.
Please write the Part1,2,4,5 based on the red requirement and some part finished below. Graph is excluded in the page count.
1. Introduction (around 1 pages)
• Brief introduction describing your topic and what will appear in the essay.

Descriptive information (around 1 pages)
• This section discusses the data and variables that you are using in your paper

 What are the dependent and independent variables in your model?
4. Empirical and Critical Analysis (around 2 pages)
• Using the National Longitudinal Study of Adolescent Health (Add Health) data, the paper should present an original empirical analysis on your topic.
• Regressions can be run that aim to answer your question of interest. Possible questions that could be answered are:
 What is the relationship between height (for example) and wages?
 Do your findings match the results from related research?
 What are the policy implications of your findings?

5. Conclusion (around 0.5 page)
• Summarize the findings of the research paper.

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Occupational Stress

Topic: Occupational Stress

Define occupational stress

Signs/symptoms, causes, diagnosis, and treatment of occupational stress

Preventing occupational stress in the workplace

Format style: APA

Sources: 5 scholarly sources

Length: 1,800 words.

 

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Lincoln and King on Separation of the Church and the State

Almost one hundred years separate Lincoln’s second inaugural address delivered on March 4, 1865 from
Martin Luther King, Jr.’s open letter from Birmingham Jail was written on April 16, 1963. One hundred years is not a
long time historically, but it is an eternity for a people oppressed and mistreated for several centuries, including most of the history of our young nation.
In a minimum of 750 words, analyze Lincoln’s address and King’s letter:
Discuss three things that connect Lincoln and King through these writings
Discuss at least one thing that separates them
What stands out most in your mind in Lincoln’s address and King’s letter?
Select one other reading and or a video clip for this week and explain how it adds to your perspective of
Lincoln’s address and King’s letter.
Abraham Lincoln, Second Inaugural Address
Martin Luther King Jr., Letter from Birmingham Jail

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Correctional Officer Mental Health Essay Help

Now that the above (The “above” is the work in the attached document) is completed, the student must reread the chapter thoroughly and make corrections. At least 7 references should be used and dated within the last 5 years. You also should include the following additional sections:
• Operational Definitions: A section where important terms for your paper are defined.
• Scope and limitations: This area gives what you will be measuring and what your paper encompasses.
The limitations are areas you cannot measure or what you cannot evaluate because of impossibility or other reasons noted in the text

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According to the OPM what is the value of a call option with the following characteristics?

 

  1. What is a financial option? What is the single most important characteristic of an option?
  2. Options have a unique set of terminology.

Define the following terms: (1) Call option (2) Put option (3) Strike price or exercise price (4) Expiration date (5) Exercise value (6) Option price (7) Time value (8) Writing an option (9) Covered option (10) Naked option (11) In-the-money call (12) Out-of-the-money call (13) LEAPS Copyright 2020 Cengage Learning.

  1. C) Consider Triple Play’s call option with a $25 strike price. The following table contains historical values for this option at different stock prices: Stock Price $25 30 35 40 45 50 Call Option Price $ 3.00 7.50 12.00 16.50 21.00 25.50

(1) Create a table that shows

(a) stock price,

(b) strike price,

(c) exercise value,

(d) option price, and

(e) the time value, which is the option’s priceless its exercise value.

(2) What happens to the time value as the stock price rises? Why? d. Consider a stock with a current price of P 5 $27. Suppose that over the next 6 months the stock price will either go up by a factor of 1.41 or down by a factor of 0.71. Consider a call option on the stock with a strike price of $25 that expires in 6 months. The risk-free rate is 6%.

(1) Using the binomial model, what are the ending values of the stock price? What are the payoffs of the call option?

(2) Suppose you write one call option and buy Ns shares of stock. How many shares must you buy to create a portfolio with a riskless payoff (i.e., a hedge portfolio)? What is the payoff of the portfolio?

(3) What is the present value of the hedge portfolio? What is the value of the call option?

(4) What is a replicating portfolio? What is arbitrage?

  1. In 1973, Fischer Black and Myron Scholes developed the Black-Scholes option pricing model (OPM).

(1) What assumptions underlie the OPM?

(2) Write out the three equations that constitute the model.

(3) According to the OPM, what is the value of a call option with the following characteristics? Stock price 5 $27.00 Strike price 5 $25.00 Time to expiration 5 6 months 5 0.5 years Risk-free rate 5 6.0% Stock return standard deviation 5 0.49

  1. What impact does each of the following parameters have on the value of a call option?

(1) Current stock price

(2) Strike price

(3) Option’s term to maturity

(4) Risk-free rate

(5) Variability of the stock price g. What is put-call parity?

Place this order or similar order and get an amazing discount. USE Discount code “GET20” for 20% discount

What assumptions underlie the OPM?

 

  1. What is a financial option? What is the single most important characteristic of an option?
  2. Options have a unique set of terminology.

Define the following terms: (1) Call option (2) Put option (3) Strike price or exercise price (4) Expiration date (5) Exercise value (6) Option price (7) Time value (8) Writing an option (9) Covered option (10) Naked option (11) In-the-money call (12) Out-of-the-money call (13) LEAPS Copyright 2020 Cengage Learning.

  1. C) Consider Triple Play’s call option with a $25 strike price. The following table contains historical values for this option at different stock prices: Stock Price $25 30 35 40 45 50 Call Option Price $ 3.00 7.50 12.00 16.50 21.00 25.50

(1) Create a table that shows

(a) stock price,

(b) strike price,

(c) exercise value,

(d) option price, and

(e) the time value, which is the option’s priceless its exercise value.

(2) What happens to the time value as the stock price rises? Why? d. Consider a stock with a current price of P 5 $27. Suppose that over the next 6 months the stock price will either go up by a factor of 1.41 or down by a factor of 0.71. Consider a call option on the stock with a strike price of $25 that expires in 6 months. The risk-free rate is 6%.

(1) Using the binomial model, what are the ending values of the stock price? What are the payoffs of the call option?

(2) Suppose you write one call option and buy Ns shares of stock. How many shares must you buy to create a portfolio with a riskless payoff (i.e., a hedge portfolio)? What is the payoff of the portfolio?

(3) What is the present value of the hedge portfolio? What is the value of the call option?

(4) What is a replicating portfolio? What is arbitrage?

  1. In 1973, Fischer Black and Myron Scholes developed the Black-Scholes option pricing model (OPM).

(1) What assumptions underlie the OPM?

(2) Write out the three equations that constitute the model.

(3) According to the OPM, what is the value of a call option with the following characteristics? Stock price 5 $27.00 Strike price 5 $25.00 Time to expiration 5 6 months 5 0.5 years Risk-free rate 5 6.0% Stock return standard deviation 5 0.49

  1. What impact does each of the following parameters have on the value of a call option?

(1) Current stock price

(2) Strike price

(3) Option’s term to maturity

(4) Risk-free rate

(5) Variability of the stock price g. What is put-call parity?

Place this order or similar order and get an amazing discount. USE Discount code “GET20” for 20% discount

In 1973 Fischer Black and Myron Scholes developed the Black-Scholes option pricing model OPM

 

  1. What is a financial option? What is the single most important characteristic of an option?
  2. Options have a unique set of terminology.

Define the following terms: (1) Call option (2) Put option (3) Strike price or exercise price (4) Expiration date (5) Exercise value (6) Option price (7) Time value (8) Writing an option (9) Covered option (10) Naked option (11) In-the-money call (12) Out-of-the-money call (13) LEAPS Copyright 2020 Cengage Learning.

  1. C) Consider Triple Play’s call option with a $25 strike price. The following table contains historical values for this option at different stock prices: Stock Price $25 30 35 40 45 50 Call Option Price $ 3.00 7.50 12.00 16.50 21.00 25.50

(1) Create a table that shows

(a) stock price,

(b) strike price,

(c) exercise value,

(d) option price, and

(e) the time value, which is the option’s priceless its exercise value.

(2) What happens to the time value as the stock price rises? Why? d. Consider a stock with a current price of P 5 $27. Suppose that over the next 6 months the stock price will either go up by a factor of 1.41 or down by a factor of 0.71. Consider a call option on the stock with a strike price of $25 that expires in 6 months. The risk-free rate is 6%.

(1) Using the binomial model, what are the ending values of the stock price? What are the payoffs of the call option?

(2) Suppose you write one call option and buy Ns shares of stock. How many shares must you buy to create a portfolio with a riskless payoff (i.e., a hedge portfolio)? What is the payoff of the portfolio?

(3) What is the present value of the hedge portfolio? What is the value of the call option?

(4) What is a replicating portfolio? What is arbitrage?

  1. In 1973, Fischer Black and Myron Scholes developed the Black-Scholes option pricing model (OPM).

(1) What assumptions underlie the OPM?

(2) Write out the three equations that constitute the model.

(3) According to the OPM, what is the value of a call option with the following characteristics? Stock price 5 $27.00 Strike price 5 $25.00 Time to expiration 5 6 months 5 0.5 years Risk-free rate 5 6.0% Stock return standard deviation 5 0.49

  1. What impact does each of the following parameters have on the value of a call option?

(1) Current stock price

(2) Strike price

(3) Option’s term to maturity

(4) Risk-free rate

(5) Variability of the stock price g. What is put-call parity?

Place this order or similar order and get an amazing discount. USE Discount code “GET20” for 20% discount

What is a replicating portfolio?

 

  1. What is a financial option? What is the single most important characteristic of an option?
  2. Options have a unique set of terminology.

Define the following terms: (1) Call option (2) Put option (3) Strike price or exercise price (4) Expiration date (5) Exercise value (6) Option price (7) Time value (8) Writing an option (9) Covered option (10) Naked option (11) In-the-money call (12) Out-of-the-money call (13) LEAPS Copyright 2020 Cengage Learning.

  1. C) Consider Triple Play’s call option with a $25 strike price. The following table contains historical values for this option at different stock prices: Stock Price $25 30 35 40 45 50 Call Option Price $ 3.00 7.50 12.00 16.50 21.00 25.50

(1) Create a table that shows

(a) stock price,

(b) strike price,

(c) exercise value,

(d) option price, and

(e) the time value, which is the option’s priceless its exercise value.

(2) What happens to the time value as the stock price rises? Why? d. Consider a stock with a current price of P 5 $27. Suppose that over the next 6 months the stock price will either go up by a factor of 1.41 or down by a factor of 0.71. Consider a call option on the stock with a strike price of $25 that expires in 6 months. The risk-free rate is 6%.

(1) Using the binomial model, what are the ending values of the stock price? What are the payoffs of the call option?

(2) Suppose you write one call option and buy Ns shares of stock. How many shares must you buy to create a portfolio with a riskless payoff (i.e., a hedge portfolio)? What is the payoff of the portfolio?

(3) What is the present value of the hedge portfolio? What is the value of the call option?

(4) What is a replicating portfolio? What is arbitrage?

  1. In 1973, Fischer Black and Myron Scholes developed the Black-Scholes option pricing model (OPM).

(1) What assumptions underlie the OPM?

(2) Write out the three equations that constitute the model.

(3) According to the OPM, what is the value of a call option with the following characteristics? Stock price 5 $27.00 Strike price 5 $25.00 Time to expiration 5 6 months 5 0.5 years Risk-free rate 5 6.0% Stock return standard deviation 5 0.49

  1. What impact does each of the following parameters have on the value of a call option?

(1) Current stock price

(2) Strike price

(3) Option’s term to maturity

(4) Risk-free rate

(5) Variability of the stock price g. What is put-call parity?

Place this order or similar order and get an amazing discount. USE Discount code “GET20” for 20% discount

What is arbitrage?

 

  1. What is a financial option? What is the single most important characteristic of an option?
  2. Options have a unique set of terminology.

Define the following terms: (1) Call option (2) Put option (3) Strike price or exercise price (4) Expiration date (5) Exercise value (6) Option price (7) Time value (8) Writing an option (9) Covered option (10) Naked option (11) In-the-money call (12) Out-of-the-money call (13) LEAPS Copyright 2020 Cengage Learning.

  1. C) Consider Triple Play’s call option with a $25 strike price. The following table contains historical values for this option at different stock prices: Stock Price $25 30 35 40 45 50 Call Option Price $ 3.00 7.50 12.00 16.50 21.00 25.50

(1) Create a table that shows

(a) stock price,

(b) strike price,

(c) exercise value,

(d) option price, and

(e) the time value, which is the option’s priceless its exercise value.

(2) What happens to the time value as the stock price rises? Why? d. Consider a stock with a current price of P 5 $27. Suppose that over the next 6 months the stock price will either go up by a factor of 1.41 or down by a factor of 0.71. Consider a call option on the stock with a strike price of $25 that expires in 6 months. The risk-free rate is 6%.

(1) Using the binomial model, what are the ending values of the stock price? What are the payoffs of the call option?

(2) Suppose you write one call option and buy Ns shares of stock. How many shares must you buy to create a portfolio with a riskless payoff (i.e., a hedge portfolio)? What is the payoff of the portfolio?

(3) What is the present value of the hedge portfolio? What is the value of the call option?

(4) What is a replicating portfolio? What is arbitrage?

  1. In 1973, Fischer Black and Myron Scholes developed the Black-Scholes option pricing model (OPM).

(1) What assumptions underlie the OPM?

(2) Write out the three equations that constitute the model.

(3) According to the OPM, what is the value of a call option with the following characteristics? Stock price 5 $27.00 Strike price 5 $25.00 Time to expiration 5 6 months 5 0.5 years Risk-free rate 5 6.0% Stock return standard deviation 5 0.49

  1. What impact does each of the following parameters have on the value of a call option?

(1) Current stock price

(2) Strike price

(3) Option’s term to maturity

(4) Risk-free rate

(5) Variability of the stock price g. What is put-call parity?

Place this order or similar order and get an amazing discount. USE Discount code “GET20” for 20% discount