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【单选题】

You purchased one corn future contract at \$2.29 per bushel. What would be your profit (loss) at maturity if the corn spot price at that time were $2.10 per bushel? Assume the contract size is 5,000 bushels and there are no transactions costs.

A.
$950 profit
B.
$95 profit
C.
$950 loss
D.
$95 loss
E.
None of the options are correct.
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【单选题】If you determine that the S&P 500 Index futures is overpriced relative to the spot S&P 500 Index, you could make an arbitrage profit by ________

A.
buying all the stocks in the S&P 500 and selling put options on the S&P 500 Index.
B.
selling short all the stocks in the S&P 500 and buying S&P Index futures.
C.
selling all the stocks in the S&P 500 and buying call options on the S&P 500 Index.
D.
selling S&P 500 Index futures and buying all the stocks in the S&P 500.
E.
None of the options are correct.

【单选题】Delivery of stock index futures ________

A.
is never made.
B.
is made by a cash settlement based on the index value.
C.
requires delivery of 1 share of each stock in the index.
D.
is made by delivering 100 shares of each stock in the index.
E.
is made by delivering a value-weighted basket of stocks.

【单选题】The duration of a bond is a function of the bond's ________

A.
coupon rate.
B.
yield to maturity.
C.
time to maturity.
D.
All of the options are correct.
E.
None of the options are correct.

【单选题】If a stock index futures contract is overpriced, you would exploit this situation by________

A.
selling both the stock index futures and the stocks in the index.
B.
selling the stock index futures and simultaneously buying the stocks in the index.
C.
buying both the stock index futures and the stocks in the index.
D.
buying the stock index futures and selling the stocks in the index.
E.
None of the options are correct.