Strategic Financial Management
April 2022 Examination

 

 

NMIMS Global Access
School for Continuing Education (NGA-SCE)
Course: Strategic Financial Management
Internal Assignment Applicable for April 2022 Examination

1. What is an Options contract? Explain “Right but not obligation”.
You have bought a Call Option on a stock of HLU Ltd. with expiration date of 31
March 22. The Strike price is Rs. 200 and the Option premium you paid for the option
is Rs. 20. What would be the impact of the following spot prices on 31 March 22 on
your decision to exercise the option?
As a holder of the option, what would be the profit or loss amount in each of these spot
prices?
Also compute the profit or loss to the writer of the option in each of these scenarios.
Assume that the option writer would need to buy the stock at the spot price on the
expiration date in case you decide to exercise the option.
Spot price on 31 March 22: Rs. 100, Rs. 150, Rs. 200, Rs. 250, Rs. 300 and Rs. 350 (10 Marks)

2. In the context of bonds, what is a Yield curve? What are the types of Yield curves and
what does it represent about the market outlook? Using the following data tables draw
the yield curves and identify the type of yield curve. (10 Marks)

3.a. Explain the concept of Time value of money. (5 Marks)

3.b. In the context of capital budgeting explain Sensitivity analysis and Scenario analysis.
What are the differences of the two? (5 Marks)
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