QUESTION 13 4 The following information is for the next 4 questions Copy the following...
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QUESTION 13 4 The following information is for the next 4 questions Copy the following limit order book to Excel and answer the questions below. Bid and ask size are in units of 100. Bid Bid Size Ask Size Ask $24.44 1 S25.18 $23.64 1 4 $25.69 $23.28 7 8 $28.37 $22.98 10 5 $26.95 $22.72 4 3 $27.11 $22.42 9 $27.22 $21.79 9 9 $28.08 Please answer the following 4 questions AND upload an excel spreadsheet with your calculations. Question 15: The best bid is: O A $24.44 O B. $28.06 OC. $25.16 O D. $21.79 QUESTION 14 The absolute and relative spread are: O A $0.72 (absolute) and 2.91% (relative) O B. $2.15 (absolute) and 2.91% (relative) O C. $0.72 (absolute) and 4.91% (relative) O D. $2.15 (absolute) and 4.91% (relative) QUESTION 15 An investor with $50,000 places a market buy order. What is the value weighted average price (VWAP)? O A $21.79 O B. $26.35 O C. $25.06 O D. $22.44 QUESTION 16 What would be the price impact (relative to the best ask)? O A 6.8196 OB. 1.1396 OC 47696 QUESTION 13 4 The following information is for the next 4 questions Copy the following limit order book to Excel and answer the questions below. Bid and ask size are in units of 100. Bid Bid Size Ask Size Ask $24.44 1 S25.18 $23.64 1 4 $25.69 $23.28 7 8 $28.37 $22.98 10 5 $26.95 $22.72 4 3 $27.11 $22.42 9 $27.22 $21.79 9 9 $28.08 Please answer the following 4 questions AND upload an excel spreadsheet with your calculations. Question 15: The best bid is: O A $24.44 O B. $28.06 OC. $25.16 O D. $21.79 QUESTION 14 The absolute and relative spread are: O A $0.72 (absolute) and 2.91% (relative) O B. $2.15 (absolute) and 2.91% (relative) O C. $0.72 (absolute) and 4.91% (relative) O D. $2.15 (absolute) and 4.91% (relative) QUESTION 15 An investor with $50,000 places a market buy order. What is the value weighted average price (VWAP)? O A $21.79 O B. $26.35 O C. $25.06 O D. $22.44 QUESTION 16 What would be the price impact (relative to the best ask)? O A 6.8196 OB. 1.1396 OC 47696
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