Professional Documents
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Viva
PART 1:
1. Collect consecutive six months spot and future share prices data of the assigned companies
2. Find the hedge ratio between spot and future prices
3. Assume that you have a long position of 3000 shares in the assigned company, then find the number of
future contracts (N) to hedge your position
4. Tell whether short-selling or taking a long-position will hedge your existing position
5. Calculate profit or loss right after the six months period (the period which you have used for
calculating the hedge ratio)
6. Tell whether your position is fully hedged or not based on the findings in step 5
Name
Companies
PPL
Adil Raza
SNGP
Irfan Ullah
PIOC
Palwasha Jamshed
OGDC
Sundus Sheraz
FATIMA
ATRL
Mohammad Nabi
DAWH
Fazlullah
NCL
Arshid Ali
FFC
Asim Ullah
FFBL
UBL
Hameeda
BAFL
Helina
AHCL
Amanat Khan
FCCL
Zarnageen Naseer
DGKC
Kashmala Mukhtiar
EFOODS
MCB
Faizan Pervaiz
NBP
Muhammad Ilyas
SSGC
Muhammad Hassnain
AICL
Imrann Ullah
PSO
PART 2:
Search and provide the answers of the followings:
1. Highlight different aspects of future contracts on KSE, such as their rules, eligible scripts, settlement process,
short-selling, margin requirements, etc.
2. Pakistan Mercantile Exchange Ltd., what it is, which commodities are traded on it, how to trade on it, its rules for
trading and settlement, who is eligible to trade on it, etc.
3. Is risk management practiced in Islamic financial institutions (IFI)? What is the State Bank of Pakistan guidelines
for risk management in IFI?
4. What is Basel Accord? What are its three main pillars?