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Problem 4B

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100% found this document useful (2 votes)
35 views25 pages

Problem 4B

Uploaded by

api-3704592
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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Knockout Simulation

Current Stock Price $20.00


Knockout Price $19.50
Exercise Price $21.00
Annual Growth Rate 12%
(Daily) 0.048%
Volatility (sigma) 1%
(Daily) 0.004%
Risk Free Rate 10% Minimum Return
Put Option Length (Days) 21
Put Exercise Price $70

Days Exponent Price Knockout? Call Value


1 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
2 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
3 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
4 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
5 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
6 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
7 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
8 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
9 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
10 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
11 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
12 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
13 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
14 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
15 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
16 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
17 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
18 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
19 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
20 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
21 #ADDIN? #ADDIN? #ADDIN? #ADDIN?
@RISK Summary Report
General Information
Workbook Name Problem 4B.xls
Number of Simulations 1
Number of Iterations 1000
Number of Inputs 21
Number of Outputs 1
Sampling Type Latin Hypercube
Simulation Start Time 12/16/06 9:52:04
Simulation Stop Time 12/16/06 9:52:05
Simulation Duration 0:00:01
Random Seed 1792694321
Total Errors 0

Output and Input Summary Statistics


Output Name Output Cell Simulation Minimum
Call Value $F$37 1 $(1.27)

Input Name Input Cell Simulation Minimum


Exponent $C$17 1 -3.55
Exponent $C$18 1 -3.71
Exponent $C$19 1 -3.31
Exponent $C$20 1 -3.21
Exponent $C$21 1 -3.27
Exponent $C$22 1 -3.17
Exponent $C$23 1 -3.25
Exponent $C$24 1 -3.09
Exponent $C$25 1 -3.37
Exponent $C$26 1 -3.55
Exponent $C$27 1 -3.34
Exponent $C$28 1 -3.4
Exponent $C$29 1 -3.11
Exponent $C$30 1 -3.6
Exponent $C$31 1 -3.45
Exponent $C$32 1 -3.17
Exponent $C$33 1 -4.02
Exponent $C$34 1 -3.39
Exponent $C$35 1 -3.17
Exponent $C$36 1 -3.1
Exponent $C$37 1 -3.23
Maximum Mean Std Dev x1 p1 x2
$(0.31) $(0.80) $0.15 $(1.04) 5.0% $(0.55)

Maximum Mean Std Dev x1 p1 x2


3.14 0 1 -1.65 5.0% 1.64
3.15 0 1 -1.65 5.0% 1.64
3.33 0 1 -1.65 5.0% 1.64
3.29 0 1 -1.65 5.0% 1.64
3.41 0 1 -1.65 5.0% 1.64
3.4 0 1 -1.64 5.0% 1.64
3.29 0 1 -1.65 5.0% 1.64
3.21 0 1 -1.65 5.0% 1.64
3.21 0 1 -1.65 5.0% 1.64
3.29 0 1 -1.65 5.0% 1.64
4.38 0 1 -1.65 5.0% 1.64
3.15 0 1 -1.65 5.0% 1.64
3.68 0 1 -1.65 5.0% 1.64
3.28 0 1 -1.65 5.0% 1.64
3.77 0 1 -1.65 5.0% 1.64
3.11 0 1 -1.65 5.0% 1.64
3.35 0 1 -1.65 5.0% 1.64
3.31 0 1 -1.65 5.0% 1.64
3.22 0 1 -1.65 5.0% 1.64
3.36 0 1 -1.65 5.0% 1.64
3.27 0 1 -1.65 5.0% 1.64
p2 x2-x1 p2-p1 Errors
95.0% $0.49 90.0% 0

p2 x2-x1 p2-p1 Errors


95.0% 3.29 90.0% 0
95.0% 3.29 90.0% 0
95.0% 3.29 90.0% 0
95.0% 3.28 90.0% 0
95.0% 3.29 90.0% 0
95.0% 3.28 90.0% 0
95.0% 3.3 90.0% 0
95.0% 3.29 90.0% 0
95.0% 3.3 90.0% 0
95.0% 3.29 90.0% 0
95.0% 3.29 90.0% 0
95.0% 3.28 90.0% 0
95.0% 3.29 90.0% 0
95.0% 3.29 90.0% 0
95.0% 3.29 90.0% 0
95.0% 3.29 90.0% 0
95.0% 3.28 90.0% 0
95.0% 3.29 90.0% 0
95.0% 3.28 90.0% 0
95.0% 3.29 90.0% 0
95.0% 3.29 90.0% 0
@RISK Output Data Report
Output Data
Output Call Value
Simulation 1
Iteration / Cell $F$37
1 $(0.89)
2 $(0.91)
3 $(0.69)
4 $(0.81)
5 $(1.22)
6 $(0.54)
7 $(0.73)
8 $(0.79)
9 $(1.03)
10 $(0.90)
11 $(0.84)
12 $(0.60)
13 $(0.55)
14 $(0.82)
15 $(0.75)
16 $(0.78)
17 $(0.98)
18 $(0.78)
19 $(0.72)
20 $(0.89)
21 $(0.87)
22 $(0.99)
23 $(0.95)
24 $(0.94)
25 $(0.91)
26 $(0.73)
27 $(0.41)
28 $(0.94)
29 $(0.73)
30 $(0.72)
31 $(0.70)
32 $(0.67)
33 $(0.81)
34 $(0.81)
35 $(0.88)
36 $(0.76)
37 $(0.95)
38 $(0.90)
39 $(0.77)
40 $(1.01)
41 $(0.69)
42 $(1.00)
43 $(0.88)
44 $(0.94)
45 $(0.72)
46 $(0.95)
47 $(0.85)
48 $(0.84)
49 $(0.51)
50 $(0.75)
51 $(0.91)
52 $(0.82)
53 $(0.81)
54 $(0.81)
55 $(0.65)
56 $(0.77)
57 $(0.62)
58 $(0.81)
59 $(0.97)
60 $(0.79)
61 $(0.45)
62 $(0.83)
63 $(0.87)
64 $(0.94)
65 $(0.88)
66 $(0.42)
67 $(0.86)
68 $(0.98)
69 $(0.85)
70 $(0.87)
71 $(0.76)
72 $(0.90)
73 $(0.75)
74 $(0.72)
75 $(0.76)
76 $(0.91)
77 $(1.09)
78 $(0.54)
79 $(0.83)
80 $(0.99)
81 $(0.83)
82 $(0.96)
83 $(0.87)
84 $(0.71)
85 $(0.77)
86 $(0.85)
87 $(0.75)
88 $(0.83)
89 $(0.90)
90 $(0.84)
91 $(0.70)
92 $(0.75)
93 $(0.78)
94 $(0.69)
95 $(0.64)
96 $(0.79)
97 $(0.78)
98 $(0.86)
99 $(0.93)
100 $(0.64)
101 $(1.00)
102 $(0.66)
103 $(0.98)
104 $(0.58)
105 $(0.79)
106 $(0.88)
107 $(0.98)
108 $(0.92)
109 $(0.77)
110 $(0.79)
111 $(0.93)
112 $(0.91)
113 $(0.80)
114 $(0.87)
115 $(0.88)
116 $(0.85)
117 $(0.66)
118 $(0.86)
119 $(0.78)
120 $(0.86)
121 $(1.03)
122 $(1.02)
123 $(0.76)
124 $(0.74)
125 $(0.39)
126 $(0.78)
127 $(0.86)
128 $(0.86)
129 $(0.67)
130 $(0.77)
131 $(0.79)
132 $(0.89)
133 $(0.54)
134 $(0.68)
135 $(0.95)
136 $(1.02)
137 $(0.61)
138 $(0.89)
139 $(1.07)
140 $(0.92)
141 $(0.89)
142 $(0.99)
143 $(0.71)
144 $(0.87)
145 $(0.82)
146 $(0.75)
147 $(0.81)
148 $(0.87)
149 $(0.72)
150 $(1.03)
151 $(0.84)
152 $(0.96)
153 $(0.74)
154 $(0.50)
155 $(0.76)
156 $(0.97)
157 $(1.12)
158 $(0.99)
159 $(0.85)
160 $(0.59)
161 $(0.72)
162 $(0.75)
163 $(0.69)
164 $(0.90)
165 $(0.98)
166 $(0.76)
167 $(0.84)
168 $(0.78)
169 $(0.90)
170 $(0.60)
171 $(0.84)
172 $(0.85)
173 $(0.63)
174 $(0.87)
175 $(1.04)
176 $(1.03)
177 $(0.79)
178 $(0.98)
179 $(0.76)
180 $(0.97)
181 $(0.78)
182 $(0.83)
183 $(0.60)
184 $(0.98)
185 $(0.51)
186 $(0.71)
187 $(1.06)
188 $(0.73)
189 $(0.77)
190 $(0.75)
191 $(0.61)
192 $(0.74)
193 $(0.70)
194 $(0.83)
195 $(0.83)
196 $(0.96)
197 $(1.11)
198 $(0.91)
199 $(0.94)
200 $(0.58)
201 $(0.76)
202 $(0.71)
203 $(0.97)
204 $(0.70)
205 $(0.84)
206 $(0.81)
207 $(0.56)
208 $(0.55)
209 $(0.85)
210 $(0.76)
211 $(0.94)
212 $(0.82)
213 $(0.65)
214 $(0.51)
215 $(0.56)
216 $(0.88)
217 $(0.91)
218 $(0.56)
219 $(0.78)
220 $(0.88)
221 $(0.83)
222 $(0.80)
223 $(0.71)
224 $(1.15)
225 $(0.52)
226 $(0.69)
227 $(0.66)
228 $(0.71)
229 $(0.78)
230 $(0.92)
231 $(1.07)
232 $(0.74)
233 $(0.64)
234 $(0.63)
235 $(0.83)
236 $(0.83)
237 $(0.86)
238 $(0.88)
239 $(0.70)
240 $(1.01)
241 $(0.79)
242 $(0.93)
243 $(0.98)
244 $(0.66)
245 $(0.82)
246 $(0.67)
247 $(0.86)
248 $(0.95)
249 $(0.74)
250 $(0.59)
251 $(0.67)
252 $(0.87)
253 $(0.71)
254 $(0.62)
255 $(0.79)
256 $(0.79)
257 $(1.01)
258 $(0.98)
259 $(0.72)
260 $(0.58)
261 $(0.49)
262 $(0.56)
263 $(0.93)
264 $(0.77)
265 $(0.85)
266 $(0.71)
267 $(0.84)
268 $(0.91)
269 $(0.74)
270 $(0.90)
271 $(0.72)
272 $(0.68)
273 $(0.63)
274 $(0.95)
275 $(0.85)
276 $(0.56)
277 $(1.08)
278 $(0.77)
279 $(0.98)
280 $(0.64)
281 $(0.55)
282 $(0.75)
283 $(0.72)
284 $(1.00)
285 $(0.98)
286 $(0.59)
287 $(0.87)
288 $(0.61)
289 $(0.95)
290 $(0.67)
291 $(0.63)
292 $(0.90)
293 $(0.59)
294 $(0.90)
295 $(0.82)
296 $(0.96)
297 $(1.00)
298 $(0.74)
299 $(1.09)
300 $(0.79)
301 $(0.77)
302 $(0.92)
303 $(0.89)
304 $(0.71)
305 $(0.84)
306 $(0.94)
307 $(0.68)
308 $(0.76)
309 $(0.65)
310 $(0.68)
311 $(0.86)
312 $(0.48)
313 $(0.99)
314 $(0.93)
315 $(0.80)
316 $(0.78)
317 $(0.85)
318 $(0.68)
319 $(0.63)
320 $(0.79)
321 $(0.82)
322 $(0.56)
323 $(0.59)
324 $(0.71)
325 $(0.69)
326 $(1.08)
327 $(0.50)
328 $(0.80)
329 $(1.00)
330 $(0.82)
331 $(0.91)
332 $(0.87)
333 $(1.20)
334 $(0.47)
335 $(0.64)
336 $(0.48)
337 $(0.57)
338 $(0.59)
339 $(0.71)
340 $(0.70)
341 $(0.83)
342 $(0.66)
343 $(0.66)
344 $(0.93)
345 $(0.80)
346 $(0.95)
347 $(0.99)
348 $(0.83)
349 $(0.95)
350 $(0.68)
351 $(0.55)
352 $(0.70)
353 $(0.72)
354 $(0.88)
355 $(0.95)
356 $(0.85)
357 $(0.78)
358 $(0.84)
359 $(0.76)
360 $(0.81)
361 $(0.81)
362 $(0.69)
363 $(0.59)
364 $(1.12)
365 $(0.59)
366 $(0.97)
367 $(0.97)
368 $(0.74)
369 $(0.82)
370 $(1.05)
371 $(0.58)
372 $(0.76)
373 $(0.68)
374 $(0.90)
375 $(0.77)
376 $(0.63)
377 $(0.92)
378 $(0.95)
379 $(0.58)
380 $(0.79)
381 $(0.57)
382 $(0.81)
383 $(0.91)
384 $(0.89)
385 $(0.95)
386 $(0.65)
387 $(0.78)
388 $(0.89)
389 $(0.72)
390 $(0.91)
391 $(0.92)
392 $(0.75)
393 $(0.77)
394 $(1.04)
395 $(0.67)
396 $(1.27)
397 $(1.05)
398 $(0.87)
399 $(0.88)
400 $(0.85)
401 $(0.97)
402 $(0.93)
403 $(1.18)
404 $(0.72)
405 $(1.02)
406 $(0.84)
407 $(0.72)
408 $(0.81)
409 $(0.94)
410 $(0.77)
411 $(0.80)
412 $(0.72)
413 $(0.66)
414 $(0.89)
415 $(0.73)
416 $(0.84)
417 $(0.86)
418 $(0.77)
419 $(0.72)
420 $(0.97)
421 $(0.49)
422 $(0.74)
423 $(0.78)
424 $(0.69)
425 $(0.71)
426 $(0.82)
427 $(0.71)
428 $(0.57)
429 $(0.69)
430 $(0.74)
431 $(0.80)
432 $(0.63)
433 $(0.69)
434 $(0.66)
435 $(0.81)
436 $(0.79)
437 $(1.07)
438 $(1.00)
439 $(0.64)
440 $(0.79)
441 $(0.64)
442 $(0.73)
443 $(1.05)
444 $(0.60)
445 $(0.94)
446 $(0.65)
447 $(0.86)
448 $(0.85)
449 $(0.81)
450 $(0.92)
451 $(0.47)
452 $(0.88)
453 $(0.90)
454 $(0.80)
455 $(1.02)
456 $(0.94)
457 $(0.83)
458 $(0.56)
459 $(0.75)
460 $(0.70)
461 $(0.97)
462 $(0.81)
463 $(0.78)
464 $(0.77)
465 $(0.73)
466 $(0.77)
467 $(0.54)
468 $(0.83)
469 $(0.80)
470 $(0.69)
471 $(0.82)
472 $(0.89)
473 $(0.72)
474 $(0.68)
475 $(0.84)
476 $(0.70)
477 $(0.83)
478 $(0.80)
479 $(0.84)
480 $(0.67)
481 $(0.67)
482 $(0.76)
483 $(0.65)
484 $(0.69)
485 $(1.04)
486 $(0.88)
487 $(0.91)
488 $(1.01)
489 $(0.88)
490 $(0.81)
491 $(1.13)
492 $(0.60)
493 $(0.66)
494 $(0.81)
495 $(0.91)
496 $(0.70)
497 $(0.74)
498 $(0.62)
499 $(0.57)
500 $(0.92)
501 $(0.74)
502 $(0.82)
503 $(1.02)
504 $(0.90)
505 $(0.71)
506 $(0.71)
507 $(0.82)
508 $(0.75)
509 $(1.04)
510 $(0.74)
511 $(0.80)
512 $(0.67)
513 $(0.65)
514 $(0.72)
515 $(0.79)
516 $(0.90)
517 $(0.63)
518 $(0.94)
519 $(0.80)
520 $(0.53)
521 $(0.50)
522 $(0.56)
523 $(0.87)
524 $(0.73)
525 $(0.98)
526 $(0.73)
527 $(0.85)
528 $(0.82)
529 $(0.83)
530 $(0.85)
531 $(0.77)
532 $(0.86)
533 $(0.74)
534 $(0.63)
535 $(0.74)
536 $(0.69)
537 $(1.15)
538 $(0.54)
539 $(0.76)
540 $(0.83)
541 $(0.61)
542 $(0.82)
543 $(0.81)
544 $(1.07)
545 $(0.46)
546 $(0.70)
547 $(0.82)
548 $(0.86)
549 $(0.85)
550 $(0.80)
551 $(1.01)
552 $(1.06)
553 $(0.68)
554 $(0.94)
555 $(0.73)
556 $(0.80)
557 $(0.94)
558 $(0.75)
559 $(0.86)
560 $(0.73)
561 $(0.38)
562 $(0.77)
563 $(0.62)
564 $(0.54)
565 $(1.00)
566 $(0.77)
567 $(0.96)
568 $(0.88)
569 $(0.76)
570 $(0.46)
571 $(0.36)
572 $(0.87)
573 $(0.84)
574 $(0.94)
575 $(0.93)
576 $(0.96)
577 $(1.03)
578 $(0.77)
579 $(0.90)
580 $(0.96)
581 $(0.68)
582 $(0.44)
583 $(0.51)
584 $(0.61)
585 $(0.65)
586 $(0.61)
587 $(0.71)
588 $(1.02)
589 $(0.67)
590 $(0.82)
591 $(0.59)
592 $(0.44)
593 $(0.61)
594 $(1.08)
595 $(0.89)
596 $(0.68)
597 $(0.91)
598 $(0.64)
599 $(0.78)
600 $(0.95)
601 $(0.74)
602 $(0.73)
603 $(0.90)
604 $(0.72)
605 $(0.65)
606 $(0.84)
607 $(0.74)
608 $(0.52)
609 $(0.78)
610 $(0.94)
611 $(0.92)
612 $(0.93)
613 $(0.73)
614 $(0.90)
615 $(0.79)
616 $(0.86)
617 $(0.92)
618 $(0.70)
619 $(0.63)
620 $(1.07)
621 $(0.71)
622 $(0.82)
623 $(0.82)
624 $(0.75)
625 $(0.96)
626 $(0.88)
627 $(0.77)
628 $(0.82)
629 $(0.90)
630 $(0.61)
631 $(0.84)
632 $(0.65)
633 $(0.68)
634 $(0.66)
635 $(0.64)
636 $(1.01)
637 $(0.84)
638 $(0.70)
639 $(0.67)
640 $(0.66)
641 $(0.78)
642 $(0.86)
643 $(0.62)
644 $(0.96)
645 $(0.52)
646 $(0.76)
647 $(0.74)
648 $(0.97)
649 $(0.62)
650 $(0.87)
651 $(0.73)
652 $(0.84)
653 $(0.72)
654 $(0.58)
655 $(0.78)
656 $(0.80)
657 $(0.60)
658 $(0.55)
659 $(0.80)
660 $(0.77)
661 $(0.78)
662 $(1.04)
663 $(0.76)
664 $(0.64)
665 $(0.83)
666 $(0.85)
667 $(0.58)
668 $(0.87)
669 $(0.68)
670 $(0.79)
671 $(0.86)
672 $(0.68)
673 $(0.69)
674 $(0.68)
675 $(0.80)
676 $(1.02)
677 $(0.66)
678 $(1.00)
679 $(0.85)
680 $(0.79)
681 $(0.67)
682 $(0.71)
683 $(0.53)
684 $(0.70)
685 $(0.82)
686 $(0.92)
687 $(0.64)
688 $(0.81)
689 $(1.10)
690 $(0.67)
691 $(0.96)
692 $(0.67)
693 $(0.84)
694 $(0.74)
695 $(0.69)
696 $(0.76)
697 $(0.79)
698 $(0.92)
699 $(1.04)
700 $(0.94)
701 $(0.87)
702 $(0.66)
703 $(0.70)
704 $(0.81)
705 $(0.97)
706 $(0.72)
707 $(1.00)
708 $(0.99)
709 $(0.60)
710 $(0.65)
711 $(0.85)
712 $(0.58)
713 $(0.53)
714 $(0.65)
715 $(0.85)
716 $(0.83)
717 $(0.89)
718 $(0.69)
719 $(0.85)
720 $(0.90)
721 $(1.01)
722 $(1.04)
723 $(0.75)
724 $(0.88)
725 $(0.73)
726 $(0.70)
727 $(0.70)
728 $(0.75)
729 $(1.02)
730 $(1.04)
731 $(0.82)
732 $(0.73)
733 $(0.81)
734 $(0.89)
735 $(0.79)
736 $(0.87)
737 $(0.57)
738 $(0.66)
739 $(0.48)
740 $(0.90)
741 $(1.09)
742 $(0.77)
743 $(1.00)
744 $(0.93)
745 $(0.80)
746 $(0.92)
747 $(0.77)
748 $(0.94)
749 $(0.63)
750 $(0.65)
751 $(0.97)
752 $(0.49)
753 $(0.72)
754 $(0.45)
755 $(0.99)
756 $(1.05)
757 $(0.92)
758 $(0.66)
759 $(0.70)
760 $(0.53)
761 $(0.76)
762 $(0.99)
763 $(0.83)
764 $(0.71)
765 $(0.90)
766 $(0.83)
767 $(0.84)
768 $(0.61)
769 $(0.78)
770 $(1.03)
771 $(1.05)
772 $(0.57)
773 $(0.67)
774 $(0.80)
775 $(0.78)
776 $(0.66)
777 $(1.17)
778 $(0.78)
779 $(0.65)
780 $(0.70)
781 $(0.88)
782 $(0.75)
783 $(0.75)
784 $(0.64)
785 $(0.69)
786 $(1.00)
787 $(0.74)
788 $(0.62)
789 $(0.74)
790 $(0.91)
791 $(0.85)
792 $(0.71)
793 $(0.80)
794 $(0.88)
795 $(0.86)
796 $(0.80)
797 $(0.81)
798 $(0.76)
799 $(0.67)
800 $(0.81)
801 $(0.88)
802 $(0.79)
803 $(0.31)
804 $(0.91)
805 $(0.91)
806 $(0.71)
807 $(0.62)
808 $(0.83)
809 $(0.91)
810 $(0.64)
811 $(0.95)
812 $(0.83)
813 $(0.87)
814 $(0.81)
815 $(0.77)
816 $(0.87)
817 $(0.53)
818 $(0.42)
819 $(0.80)
820 $(0.86)
821 $(0.95)
822 $(0.89)
823 $(0.80)
824 $(0.89)
825 $(0.54)
826 $(0.89)
827 $(1.13)
828 $(0.91)
829 $(0.97)
830 $(0.79)
831 $(0.83)
832 $(0.93)
833 $(0.70)
834 $(0.63)
835 $(0.82)
836 $(0.52)
837 $(0.62)
838 $(1.01)
839 $(0.62)
840 $(0.73)
841 $(0.99)
842 $(0.82)
843 $(0.60)
844 $(0.61)
845 $(0.77)
846 $(0.70)
847 $(0.78)
848 $(0.76)
849 $(0.88)
850 $(0.86)
851 $(0.91)
852 $(0.92)
853 $(0.57)
854 $(0.80)
855 $(0.76)
856 $(0.74)
857 $(0.92)
858 $(0.89)
859 $(0.92)
860 $(1.03)
861 $(0.73)
862 $(0.48)
863 $(0.81)
864 $(0.60)
865 $(0.89)
866 $(0.57)
867 $(0.58)
868 $(0.93)
869 $(0.85)
870 $(0.89)
871 $(1.16)
872 $(1.06)
873 $(0.81)
874 $(1.06)
875 $(0.93)
876 $(0.84)
877 $(0.96)
878 $(0.67)
879 $(0.84)
880 $(1.09)
881 $(0.75)
882 $(0.73)
883 $(0.86)
884 $(0.93)
885 $(0.72)
886 $(0.68)
887 $(1.14)
888 $(0.65)
889 $(0.76)
890 $(0.87)
891 $(0.93)
892 $(0.87)
893 $(0.84)
894 $(0.86)
895 $(1.01)
896 $(0.97)
897 $(0.75)
898 $(0.87)
899 $(0.68)
900 $(0.93)
901 $(1.11)
902 $(0.63)
903 $(0.75)
904 $(0.73)
905 $(0.76)
906 $(1.10)
907 $(0.73)
908 $(0.62)
909 $(0.80)
910 $(0.93)
911 $(0.62)
912 $(0.74)
913 $(0.60)
914 $(0.76)
915 $(0.77)
916 $(0.80)
917 $(0.68)
918 $(0.89)
919 $(0.73)
920 $(1.07)
921 $(0.62)
922 $(0.67)
923 $(0.86)
924 $(0.71)
925 $(0.90)
926 $(0.79)
927 $(0.96)
928 $(0.78)
929 $(0.65)
930 $(0.79)
931 $(0.74)
932 $(0.69)
933 $(0.89)
934 $(1.14)
935 $(0.68)
936 $(0.64)
937 $(1.05)
938 $(0.61)
939 $(0.89)
940 $(0.60)
941 $(0.89)
942 $(1.00)
943 $(1.11)
944 $(1.06)
945 $(0.74)
946 $(0.96)
947 $(0.59)
948 $(0.88)
949 $(0.88)
950 $(0.66)
951 $(0.85)
952 $(0.69)
953 $(0.73)
954 $(0.55)
955 $(0.75)
956 $(1.03)
957 $(0.78)
958 $(0.67)
959 $(0.83)
960 $(0.69)
961 $(0.86)
962 $(0.95)
963 $(0.84)
964 $(1.19)
965 $(0.84)
966 $(0.75)
967 $(0.92)
968 $(0.81)
969 $(0.86)
970 $(0.79)
971 $(0.83)
972 $(0.95)
973 $(0.99)
974 $(0.93)
975 $(0.71)
976 $(0.75)
977 $(0.60)
978 $(0.87)
979 $(0.82)
980 $(0.72)
981 $(0.96)
982 $(0.68)
983 $(0.85)
984 $(0.74)
985 $(0.61)
986 $(0.77)
987 $(0.63)
988 $(0.82)
989 $(1.11)
990 $(1.09)
991 $(0.79)
992 $(0.75)
993 $(0.64)
994 $(0.76)
995 $(0.92)
996 $(0.98)
997 $(0.82)
998 $(0.79)
999 $(0.88)
1000 $(0.71)
@RISK Output Graphs
Simulation: 1 / Output: Call Value
Distribution for Call Value/F37
3.000
Mean=-0.7973322
2.500

2.000

1.500
@RISK Student Version
For Academic Use Only
1.000

0.500

0.000
-1.3 -1.05 -0.8 -0.55 -0.3
5% 90% 5%
-1.0414 -.5537

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