NISM Series VIII - Equity Derivatives Exam Series - 11

NISM Series VIII - Equity Derivatives Exam Series - 11

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Q 1. If the interest rate increases, will the premium on the CALL option also increase - State True or False?

TRUE

FALSE

Q 2. The Exercise price of an option is the same as its position limit - State whether True or False.

TRUE

FALSE

Q 3. If the price of a future contract increases, the mark-to-market margin account of the holder of the short position in that contract is credited for the gain. State whether True or False.

TRUE

FALSE

Q 4. In the case of CALL OPTION, it gives the buyer the right to _________.

buy the underlying at market price

buy the underlying at a set price.

sell the underlying at market price

sell the underlying at a set price

Q 5. Arbitrage is a tool to protect one's portfolio against any downturn by going short in an index. True or False?

TRUE

FALSE

Q 6. How can an open position in a futures contract be closed?

It has to be closed compulsorily before maturity

This can be closed for intra-day transactions only

It can be closed at maturity

It can be closed anytime on or before the date of maturity through reversed (square-off) transaction

Q 7. Who does the Clearing Member need to consult to set limits on the trade members clearing through him?

Clearing Corporation

SEBI

The respective Stock Exchange

No consultation is required with anyone as the Clearing Member can set the limits of his trading with members on his own

Q 8. If there is no cross-margining between cash and derivative segments of an exchange, this will _________.

Promotes economic inefficiency

Increase the cost of trading

Reduces volumes for a given level of risk capital in the economy

All of the above

Q 9. The exercise date and expiration date of the European option is ________.

Always the same

Always on the 28th of the expiry month

always different

Maybe the same

Q 10. Margins in futures trading apply to -

Only Institutional players.

Both the buyer and the seller

Only the buyer

Only the Seller

Q 11. The seller of the put option gains if the price of the underlying asset___________

Decreases

Increases

Do not change

Both 2 and 3

Q 12. A risky trader/speculator believes that the future price of an ABC company will fall, and that being a smart trader, he will ________________.

buy ABC futures now and sell them later when they fall

wait till the prices of ABC futures and cash market prices become the same

Selling ABC futures now and buying them later when the price falls

will do nothing as he has suffered a loss in his previous trade.

Q 13. To confirm whether a futures transaction is for hedging or speculation centered on ______.

the basic intention of the person entering into the transaction

whether there already exists a related commercial position that has a risk of loss due to price movement

whether the futures position is held till the expiry date

whether the transaction has resulted in a profit or a loss

Q 14. Can the exercise price be more than or equal to or less than the cash spot price?

Yes

No

Q 15. For which type of option is it profitable to exercise the options?

At the Money

Out of the Money

In the Money

None of the above

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