The innovation and excellence in ADNOC
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The innovation and excellence in ADNOC
Description / paper instructions
no need for cover page
1200 wordsOutline:
1. Summary
2. Introduction
3. The innovation and excellence in DP
4. Literature review
5. EFQQM excellence model
6. 4G of the organization7. ISO 9001:2015
8. Other quality model
9. The analysis and statistic evidence
10. Conclusion
11. Recommendation
Questions are under the assignment upload
Question 1
Adam Smith is a portfolio manager with Point72 Investments, a U.S.-based asset
management firm. Smith is considering using options to enhance portfolio returns
and control risk. He asks his junior analyst, Tommy Hilfiger, tohelp him. Hilfiger collected the current market prices and data of selected instruments
related to Lotus stock in the following Table.European call option on Lotus stock $3
European put option on Lotus stock $3Lotus stock price $50
Time to expiration of options 3 months
Exercise price of options $50
Risk-free rate 10%
Dividend to be paid in 3 months $3.32
According to the table, what will be the arbitrage profit per share without considering
the transaction cost? (sample answer: $5.50)
Question 2
Adam Smith is a portfolio manager with Point72 Investments, a U.S.-based asset management firm.
Smith is considering using options to enhance portfolio returns and control risk. He asks his junior
analyst, Tommy Hilfiger, to help him. Hilfiger collected and summarize the relationship between
a European call option and various factors that might impact the call option value in the followingtable.
Table
Impact of Increasing the Variables on call option valueVariables Impact on call option value
Stock price Increase
Strike Price Decrease
Maturity Increase
Volatility Increase
Interest rate Increase
Dividend Increase
Which of the relationships shown in the Table is incorrect? (Choose the best answer)
Question 3
Suppose trader Jean is neutral on the market, which trading strategy (or strategies), will you
recommend to him? (Choose the best answer)
Question 4
Suppose trader Frank is moderately bearish on the market, which trading strategy (or strategies) will
you recommend to him?
Question 5
Adam Smith is a portfolio manager with Point72 Investments, a U.S.-based asset management firm.
Smith is considering using options to enhance portfolio returns and control risk. He asks his junior
analyst, Tommy Hilfiger, to help him. Hilfiger collected the current market prices and data of selected
instruments related to Lotus stock in Table 2. According to Table 2, which should be Smith’s arbitrage
strategy? (Choose the best answer)
Table 2
European call option on Lotus equity $3European put option on Lotus equity $3
Lotus equity price $50
Time to expiration of options 3 months
Exercise price of options $50Risk-free rate 10%
Dividend to be paid in 3 months $3.32
”
Question 6
You are neutral on the market and considering setting up butterfly options strategy. You
have the following information: A one-month call with strike price of $60 costs $6. A one-
month call with strike price of $62.5 costs $4, and A one-month call with strike price of $65
costs $3. You will use these options to build a butterfly spread.
a. What is the cost to set up this strategy? (sample answer: $8.50)
b. What is the highest profit of this strategy? (sample answer: $8.50)
c. What is the maximum loss of this strategy? (sample answer: $8.50)d. What is the profit if the stock close at $61 on expiration? (sample answer: $8.50)
e. What is the profit if the stock close at $62 on expiration? (sample answer: $8.50)
Question 7
A power call option pays off (max(S T -X, 0)) 2 at time T, where S T is the stock price at time T
and X is the exercise price. A stock price is currently $55. It is known that at the end of one
year it will be either $60 or $50. The risk-free rate of interest with continuous compounding
is 6% per annum. Calculate the value of a one-year power call option with an exercise price
of $55.
a. What is the delta of the power call option? (sample answer: 1.55 or 0.55)
b. What is the risk neutral probability of up movement? (sample answer: 55.50%)
c. What is the value of the power option? (sample answer: $15.50)
Question 8
As a financial analyst at Bank of America Merrill Lynch, you are collecting and analyzing
data to find the value for a six-month European call option and put option on BAC stock.
The stock price is currently $50. The strike price is $50. It is known that at the end of six
months it will be either $55 or $45. The risk-free interest rate is 12% per year.
a. What is the call option delta? (sample answer: 0.75)
b. What is the put option delta? (sample answer: 0.75)
c. What is the probability of an up movement in a risk-neutral world? (sample answer: 35.50%)
d. What is the value of the call option on the stock? (sample answer: $2.50)
e. What is the value of the put option on the stock? (sample answer: $2.50)
The innovation and excellence in ADNOC
RUBRIC
Excellent Quality
95-100%
Introduction 45-41 points
The background and significance of the problem and a clear statement of the research purpose is provided. The search history is mentioned.
Literature Support
91-84 points
The background and significance of the problem and a clear statement of the research purpose is provided. The search history is mentioned.
Methodology
58-53 points
Content is well-organized with headings for each slide and bulleted lists to group related material as needed. Use of font, color, graphics, effects, etc. to enhance readability and presentation content is excellent. Length requirements of 10 slides/pages or less is met.
Average Score
50-85%
40-38 points
More depth/detail for the background and significance is needed, or the research detail is not clear. No search history information is provided.
83-76 points
Review of relevant theoretical literature is evident, but there is little integration of studies into concepts related to problem. Review is partially focused and organized. Supporting and opposing research are included. Summary of information presented is included. Conclusion may not contain a biblical integration.
52-49 points
Content is somewhat organized, but no structure is apparent. The use of font, color, graphics, effects, etc. is occasionally detracting to the presentation content. Length requirements may not be met.
Poor Quality
0-45%
37-1 points
The background and/or significance are missing. No search history information is provided.
75-1 points
Review of relevant theoretical literature is evident, but there is no integration of studies into concepts related to problem. Review is partially focused and organized. Supporting and opposing research are not included in the summary of information presented. Conclusion does not contain a biblical integration.
48-1 points
There is no clear or logical organizational structure. No logical sequence is apparent. The use of font, color, graphics, effects etc. is often detracting to the presentation content. Length requirements may not be met
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The innovation and excellence in ADNOC