MATH 2281 Midterm: MATH 2281 mt1solb
31 Jan 2019
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You have 50 minutes to complete this examination. There are 4 pages to the examination, consisting of 4 questions, for a total score of 60 marks. Use the back of a page if you run out of room. You may use a calculator and a formula sheet (one 2-sided letter sized sheet). You may not use other notes, books, mobile internet, etc. Show all your work, and explain or justify your solutions to the extent possible. [10] a table of futures prices is given below, together with the value of your. 1. brokerage account at the end of the indicated day (after being marked to market. In the 2nd column we are assuming that you are long one futures contract. 3rd column we are assuming that you are short one futures contract. Fill in the table (ignoring margin and dividends). You should assume an e ective interest rate of 1 basis point per day (ie 0. 01% per day).
