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The intrinsic value of a long call option:


A) Falls and rises with the price of the underlying c
B) Rises if the price of the underlying commodity fal
C) Depends solely on the volatility of the price of t
D) Becomes negative if the market price of the underl

E) All of the above
F) C) and D)

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A 6-month (182-day) investment of CHF15.5 million yields a return of CHF100,000. What is the rate of return?


A) 1.32%
B) 1.29%
C) 1.28%
D) 0.65%

E) C) and D)
F) All of the above

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