Copy link:

Theta is also refered to as tje ........................ of the portifolio .
Time decay
Risk delay
Risk decay
Time delay

All open positions in the index futures contracts are daily setteled at the
mark - mark settelment price
net settelment price
Opening price
closing price

Usually Open interest is maximum in the .............. Contract
more liquid contracts
far month
middle month
near month

Which of the following is not a derivative transaction
An investor buying index future in the hope thata the index will go up
A farmer selling his crop at a future date
An exporter selling dollars in the spot market

An Investor is bearish about ABC Ltd and sells ten one month XYZ ltd futures contracts at Rs 5,00,000 . On the Last thursday of the month , XYZ ltd closes at Rs 510.He makes a ................ . ( assume one lot =100)
profit of Rs 10,000
loss of Rs 10,000
loss of Rs 5,000
profit of Rs 5,100

Mr A buys 100 calls on a stock with a strike of Rs 1,200 ., he pays a premium of Rs50/call . A month later the stock trades in the market at Rs 1,300. Upon exercise he will receive ...............
Rs 10,000
Rs 1,200
Rs 6,000
Rs 1,150

A dealer sold a one january nifty fut contract for Rs 250000 on 15th Jan. Each Nifty fut contract is for delivary of 50 Nifties . on 25th Jan , the index closed at 5100. How much profit/Loss did he make ?
Profit of Rs 9000
Loss of Rs 8000
Loss of Rs 9500
Loss of Rs 5000

Mr A owns 500 shars of XYZ ltd. Around budget time , he gets uncomfortable with the price movements . Which of the following will give him the hedge he desires ( one fut con = 100 shares)
Buy 5 XYZ fut contracts
Sell 5 XYZ fut contracts
Sell 10 XYZ fut contracts
Buy 10 XYZ fut contracts

The beta of XYZ ltd is 1.3 . A person has long XYZ position of Rs 2,00,000 coupled woith a short of NIFTY position of RS 1,00,000. hich of the following is TRUE ?
He is bullish on NIFTY and bearish on XYZ
He has a partial hedge against fluctuations of NIFTY
He is bearish on NIFTY as well as on XYZ
He has compleyte hedge against fluctuations of NIFTY

Mr A is bullish about XYZ which trades in the spot market at Rs 210 . He buys three month call option on XYZ with astrike of 230 at a premium of RS1.05 per call . Three months later XYZ closes at Rs 250. Assuming 1 contract = 100 shares his profit on the position is ..........
Rs 18,950
Rs 19,500
Rs 10,000
Rs 20,000

Greek letter measures a dimiension to ...................... in an option position.
the risk
the premium
the relationship

Mr A took a position in a June contract . HE bought 1500 units @ 1200 and sold 1400 units @ 1220. The end of day settlement proce was Rs 1221. What is the outstading position on which initial margin will be calculated ?
300 units
200 units
100 units
500 units

Which risk estimation methodology is used for measuring intital margins for futures /options markets ?
Value at Risk (VAR)
Law of probability
Standard Deviation

Spot price = Rs 100 , Call option strike price = Rs 98. premium =Rs 4 . An investor buys the option contract . On Expiray of the option the spot price is Rs 108. Net profit for the buyer of the option is ..........
Rs 6
Rs 5
Rs 2
Rs 4

Which of the following is closest to the forward proce of a share price if cash price = Rs750 . Fut contract maturity = 1 year from date , market interest rate =12% and diviidend expected is 6 %?
Rs 795
Rs 705
Rs 845
None of these

Copy link:

Authored by:

Skills for Banking|Financial Services|Insurance

Tests Created: 9

  • Send message
More Tests By Author:
Test your knowledge on CCRA (50 Questions)
Anti Money Laundering - Basics (15 Questions)
Risk Management - Basics Test (11 Questions)
Your Facebook Friends on WizIQ