[i.dislike.tax]

Omigosh, I just received an email from ACCA stating that the email was sent in error to a small number of students. I don’t know how to delete this thread so decided to post an update.

Boy, am I glad! A major relief.

[i.dislike.tax]

I had the same. what did you do about the hedging? Some of the premiums were missing

[i.dislike.tax]

Edit: This was from the first question in today’s exam on interest rate collars and options. We were given 2 strike prices and for one strike price, there were no premiums given for the call options, whereas the other strike price had no premiums available for the put options.

[i.dislike.tax]

Hi – I’m unsure if I can answer here since it’s not the student forum, but you can look up the question Arbore Co from Dec 12.

It’s very similar and should be helpful.

[i.dislike.tax]

Got it. Thanks – the lectures are extremely helpful!

[i.dislike.tax]

Oh ok. Thank you for the clarification!

[Author]

Posts