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Exhibit 22.4
Use the Information Below for the Following Problem(S)
Consider the following information on put and call options for Citigroup
-Refer to Exhibit 22.4.A covered call is an appropriate strategy if
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Q44: Refer to Exhibit 19.10.Calculate the Modified Duration
Q59: A 9.0 percent coupon bond issued by
Q64: Coupon reinvestment risk arises because the yield
Q75: According to the cost of carry model
Q84: Calculate the yield to maturity of a
Q85: Refer to Exhibit 18.3.Calculate the Macaulay duration