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  • 04 Forwards - Graphs - XLSB

    Încărcat de

    Yousef Khan
    13 vizualizări6 pagini
    This document outlines the payoffs of long and short positions in stocks, bonds, and forwards over a range of potential future stock prices. It shows: 1) A stock initially priced at $100, with a 4.879% annual interest rate on bonds. 2) Tables displaying the profit/loss of long and short positions in stocks, bonds, and forwards at different future stock prices from $0 to $220. 3) Charts comparing the profit/loss of long bond, long forward, and long bond + long forward positions to the long stock position.

    Descriere originală:

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    Titlu original

    04 Forwards - Graphs.xlsb

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    © © All Rights Reserved

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    XLSX, PDF, TXT sau citiți online pe Scribd

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    This document outlines the payoffs of long and short positions in stocks, bonds, and forwards over a range of potential future stock prices. It shows: 1) A stock initially priced at $100, with a 4.879% annual interest rate on bonds. 2) Tables displaying the profit/loss of long and short positions in stocks, bonds, and forwards at different future stock prices from $0 to $220. 3) Charts comparing the profit/loss of long bond, long forward, and long bond + long forward positions to the long stock position.

    Drepturi de autor:

    © All Rights Reserved
    Descărcați ca XLSX, PDF, TXT sau citiți online pe Scribd
    Indicator pentru conținut neadecvat
    13 vizualizări6 pagini

    04 Forwards - Graphs - XLSB

    Încărcat de

    Yousef Khan
    This document outlines the payoffs of long and short positions in stocks, bonds, and forwards over a range of potential future stock prices. It shows: 1) A stock initially priced at $100, with a 4.879% annual interest rate on bonds. 2) Tables displaying the profit/loss of long and short positions in stocks, bonds, and forwards at different future stock prices from $0 to $220. 3) Charts comparing the profit/loss of long bond, long forward, and long bond + long forward positions to the long stock position.

    Drepturi de autor:

    © All Rights Reserved
    Descărcați ca XLSX, PDF, TXT sau citiți online pe Scribd
    Indicator pentru conținut neadecvat
    din 6

    S0 100

    F 105
    r 4.879%

    Long Short
    Long Stock Short Stock Long Bond Short Bond forward Forward Long Stock
    S1 Payof Payof Payof Payof payof Payof Profit
    0 0 - 105 - 105 - 105 105 - 105
    20 20 - 20 105 - 105 - 85 85 - 85
    40 40 - 40 105 - 105 - 65 65 - 65
    60 60 - 60 105 - 105 - 45 45 - 45
    80 80 - 80 105 - 105 - 25 25 - 25
    100 100 - 100 105 - 105 - 5 5 - 5
    120 120 - 120 105 - 105 15 - 15 15
    140 140 - 140 105 - 105 35 - 35 35
    160 160 - 160 105 - 105 55 - 55 55
    180 180 - 180 105 - 105 75 - 75 75
    200 200 - 200 105 - 105 95 - 95 95
    220 220 - 220 105 - 105 115 - 115 115

    150 250 Long Bond Payof


    Long forward payof Long forwa rd payof
    200
    100 Short Forward Payof Long Bond + Long Forward
    Payof
    150
    50
    100

    - 50

    -
    -50
    -50
    -100
    -100

    -150 -150
    0 20 40 60 80 100 120 140 160 180 200 220 0 20 40 60 80 100 120
    Stock Price in 1 Year ($) Stock Price in 1 Year (

    150
    Long Bond Profit
    Long Forward Profit
    100
    Long Bond + Long Forwa rd Profit

    50
    150
    Long Bond Profit
    Long Forward Profit
    100
    Long Bond + Long Forwa rd Profit

    50

    -50

    -100

    -150
    0 20 40 60 80 100 120
    Stock Price in 1 Year (
    Long Bond + Long Bond +
    Long Short Long Long
    Short Stock Long Bond Short Bond Forward Forward Forward Forward
    Profit Profit Profit Profit Profit Payof Profit
    105 - - - 105 105 - - 105.00
    85 - - - 85 85 20.00 - 85.00
    65 - - - 65 65 40.00 - 65.00
    45 - - - 45 45 60.00 - 45.00
    25 - - - 25 25 80.00 - 25.00
    5 - - - 5 5 100.00 - 5.00
    - 15 - - 15 - 15 120.00 15.00
    - 35 - - 35 - 35 140.00 35.00
    - 55 - - 55 - 55 160.00 55.00
    - 75 - - 75 - 75 180.00 75.00
    - 95 - - 95 - 95 200.00 95.00
    - 115 - - 115 - 115 220.00 115.00

    Long Bond Payof 250

    Long forwa rd payof


    200 Long Stock Payof
    Long Bond + Long Forward
    Payof
    150

    100

    50

    -50

    -100

    -150
    40 60 80 100 120 140 160 180 200 220 0 20 40 60 80 100 120 140 160 180 200 220
    Stock Price in 1 Year ($) Stock Price in 1 Year ($)

    150
    Long Bond Profit
    Long Forward Profit Long Stock Profit
    100
    Long Bond + Long Forwa rd Profit

    50
    150
    Long Bond Profit
    Long Forward Profit Long Stock Profit
    100
    Long Bond + Long Forwa rd Profit

    50

    -50

    -100

    -150
    40 60 80 100 120 140 160 180 200 220 0 20 40 60 80 100 120 140 160 180 200 220
    Stock Price in 1 Year ($) Stock Price in 1 Year ($)
    160 180 200 220
    160 180 200 220

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