NISM DEPOSITORY OPERATIONS 8

nism-depository-operations

 36

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 Q 1. The broker is compulsorily required to get a Risk Disclosure Document signed by the client at the time of client registration—state true or false?

TRUE

FALSE

Q 2. What will be the delta for a Far Out-of-the-money option?

Near 0

Near 1

Near -1

Near 2

Q 3. If the price of far-month futures is less than the price of near-month futures, it is called _______.

Reverse Hedging

Contango

Basis

Backwardation

Q 4. A long or short position in a futures contract can be closed by initiating a reverse trade—state true or false?

TRUE

FALSE

Q 5. A trader sells a PQR stock put contract for Rs 200 for Rs 50. The lot size is 1500. What is the profit/loss if he buys back the putback at Rs 28? (in Rs)

28500

-28500

33000

-33000

Q 6. If you have a long or short position in a futures contract, this can be closed by initiating a reverse trade—true or false?

TRUE

FALSE

Q 7. Usually as the level of risk rises, the expected rate of return on that investment should also rise - True or False ?

TRUE

FALSE

Q 8. At year-end, is any balance in the Deposit for Mark-to-Market Margin Account to be shown as a deposit under the head Current Assets—True or False?

TRUE

FALSE

Q 9. Mr. XYZ sells a Nifty Put option with a strike price of Rs. 4000 at a premium of Rs. 21.45 and buys a further OTM Nifty Put option with a strike price Rs. 3800 at a premium of Rs. 3.00 when the current Nifty is at 4191.10, with both options expiring on 31st July. If on expiry the Nifty closes at 3600, what is the net pay-off for Mr. XYZ?

a) gain of Rs. 18.45

(b) loss of Rs. 18.45/

(c) loss of Rs. 181.55

(d) gain of Rs. 181.55/

(e) I am not attempting the question.

Q 10. We can get high returns from many investment products in the market in an absolutely risk-free manner—state true or false?

TRUE

FALSE

Q 11. If a day order is not executed during the day, it will __________.

get cancelled automatically once the trading time for the day is over

get executed the next day if it's in the price range

get executed in the special auction market

None of the above

Q 12. If the beta of a stock is 0.7 and you have a buy position of Rs 3,00,000 in it. Which of the options below will give you a complete hedge?

Sell at Rs 2,10,000 Nifty

Buy at Rs 2,10,000 Nifty

Buy at Rs 3,00,00 Nifty

Sell at Rs 3,00,000 Nifty

Q 13. A European option can be exercised only on expiry date—state true or false?

TRUE

FALSE

Q 14. You have created a Short Position on futures contract. This can be squared up by _________.

by executing a purchase of a Call option of the same security

by executing a forward contract

by executing a purchase of the same futures contract

by executing a sale of the same futures contract

Q 15. The features of Futures are quite similar to _________.

Options

Swaps

Debentures

Forwards

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