A) In general, the expected future spot interest rate will reflect investor’s preferences
toward the risk of future interest rate fluctuations.
B) If investors did not care about risk, then they would be indifferent between investing
in a two-year bond and investing in a one-year bond and rolling over the money in
one-year.
C) When we refer to the one-year forward rate for year 5, we mean the rate available
today on a one-year investment that begins four years from today and is repaid five
years from today.
D) In general, we can compute the forward rate for year n by comparing an investment
in an n-year, zero-coupon bond to an investment in an (n + 1) year, zero-coupon bond,
with the interest rate earned in the nth year being guaranteed through an interest rate
forward contract.
Answer:
Which of the following statements is false?
A) Because a short position in an option is the other side of a long position, the profits
from a short position in an option are just the negative of the profits of a long position.
B) The deeper out-of-the-money the put option is, the less negative its beta, and the
higher is its expected return.
C) Although payouts on a long position in an option contract are never negative, the
profit from purchasing an option and holding it to expiration could well be negative
because the payout at expiration might be less than the initial cost of the option.
D) The put position has a higher return in states with lowstock prices; that is, if the
stock has a positive beta, the put has a negative beta.
Answer: