If you are looking for TYBFM sem 5 university question papers then your search ends here as we present to you the Questions Asked in TYBFM Sem 5 Derivative Markets March 2011 University Exam:
An investor took two positions in the futures market which are as follows :-
(i) Sold a futures contract on lFCl with a lot size of 4000 shares at Rs. 60 spot and at expiry it closed at Rs. 65.
(ii) Bought a futures contract on Unitech with lot size of 4000 shares at Rs. 80 spot and at expiry it closed at Rs. 75.
Find the net profit or loss for the investor from both.
An investor buys a put option on DLF at Rs. 350 strick price by paying a premium of Rs. 10. The spot price of DLF at expiry is Rs. 320. The lot size for DLF is 800 shares. Find the proflt or loss for the investor.