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How would you delta hedge a deeply “in-the-money” short put option?

A. Go short of the underlying commodity equal to 50% of the size of the option contract

B. Go long of the underlying commodity equal to 50% of the size of the option contract

C. Go long of the underlying commodity equal to more than 50% of the full size of the option contract

D. Go short of the underlying commodity equal to more than 50% of the full size of the option contract

Answer: D

Basis risk on a futures contract is

A. The risk of an adverse change in the futures price

B. The risk of an adverse change in the spread between futures and cash prices

C. The progressive illiquidity of a futures contract as it approaches expiry

D. The risk of a divergence between the futures price and the final fixing of the underlying interest rate

Answer: B

Which of the following statements is correct?

A. Unilateral collateral obligations to sovereign counterparties provide liquidity to banks

B. Under Basel III commercial banks are most likely to incur lower costs to service their sovereign clients.

C. While banks usually do not call for collateral from sovereign counterparties, they must often provide collateral for the offsetting hedge transactions which are undertaken with commercial counterparties

D. Uncollateralised exposures to sovereign counterparties require banks to hold additional regulatory capital

Answer: C

If spot NZD/CHF is quoted to you as 0.7406-09.How many NZD would you receive in exchange for CHF 5,000,000 if you dealt on the price?

A. 3,704,500.00

B. 6,748,549.06

C. 3,703,000.00

D. 6,751.282.74

Answer: B

Given a flat yield curve of 6%, which of the following assets would have the greatest interest rate sensitivity?

A. a zero-coupon bond with 8 years to maturity

B. a 5% fixed coupon bond with 8 years to maturity

C. a 7% fixed coupon bond with 8 years to maturity

D. a floating rate note with 8 years to maturity

Answer: A

Which of the following methods is a means of credit risk mitigation?

A. entering into a plain vanilla IRS

B. entering into collateral agreements

C. hedging a portfolio’s USD exposure

D. investing only in sizeable and liquid markets

Answer: B

A transaction that entails market risks may, in the absence of a market risk limit:

A. only be entered into at the discretion of the head of treasury

B. only be entered into at the discretion of the head of trading

C. be entered into as long as a counterparty and issuer limit is in place

D. not be concluded

Answer: D

Lending for 3 months and borrowing for 6 months creates a 3×6 forward-forward deposit.The cost of that deposit is called:

A. Implicit nominal rate

B. Implied forward rate

C. Funding rate

D. Effective future rate

Answer: B

What should be done when a voice broker calls “off” at the very instant the dealer hits the broker’s price as “mine” or “yours”?

A. The transaction should be concluded and the broker should inform both counterparties accordingly

B. The dealer who hits the broker’s price may decide whether the deal is done or not; the broker should inform both counterparties accordingly.

C. The deal should not be concluded and the broker should inform both counterparties accordingly

D. The broker should immediately inform both counterparties that the deal will have to be renegotiated.

Answer: C

If 6-month USD/CAD forward rates are quoted at 40/45, which of the following statements is correct?

A. USD rates are higher than CAD rates in the 6-month

B. CAD rates are higher than USD rates in the 6-month

C. There is a positive USD yield curve

D. There is not enough information to decide

Answer: B

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