Artificial Intelligence for Economics Nptel Week 1 Answers
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Nptel Artificial Intelligence for Economics Week 1 Answers (July-Dec 2025)
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Question 1. Straddle Portfolio consists of:
a) A Put and a Call with different strike prices
b) A Put and a Call with the same strike price
c) A Put and one unit of the underlying asset
d) None of these
Question 2. Strangle Portfolio consists of:
a) A Put and a Call with different strike prices
b) A Put and a Call with the same strike price
c) A Put and one unit of the underlying asset
d) None of these
Question 3. Can the greedy algorithm ever yield a stable match
a) Necessarily yes.
b) Necessarily No.
c) For some preference orderings
Question 4. Put and Call options have a strike price of $50 and expire in four months. The underlying asset is priced at $52 and makes no cash payments during the option’s life. The risk-free rate is 4.5%, and the put is selling for $3.80. According to the put-call parity, the price of the call option should be closest to:
a) $5.25
b) $6.35
c) $7.12
Question 5. A researcher has 100 hours of work which have to be allocated between two research assistants Aditya & Gaurav. If Aditya is allocated x hours of work his utility is (x-20)². If Gaurav is allocated x hours of work his utility is – (x-30)². The researcher is considering two proposals
I. Aditya is given 60 hours of work & Gaurav is given 40 hours.
II. Aditya is given 90 hours of work & Gaurav is given 10 hours.
Which of the following statement is correct.
a) Proposal I is pareto optimal but Proposal II is NOT.
b) Proposal II is pareto optimal but Proposal I is NOT.
c) Both proposals are pareto optimal.
d) Neither proposal is pareto optimal.
These are Nptel Artificial Intelligence for Economics Week 1 Answers
Question 6. V1, V2, V3, V4 — Which vertex has the highest betweenness centrality
a) V1
b) V2
c) V3
d) V4
Question 7. Derivatives Pricing is done using which of the following models
a) Black Scholes Merton
b) Maxwell
c) Nash Equilibrium
d) Cramer and Rao
Question 8. Two days before the expiration date Harshad wants to sell a CALL with strike price Rs. 100 i.e. she wants to go short on C100 (S, t). The interest rate is r = 10%. And the current value of the stock is Rs. 120. Use the PUT – CALL parity equation to find a lower bound on the value of C100.
a) 120
b) 120 + 100 · e^(-0.1×(2/365))
c) 120 – 100 · e^(-0.1×(2/365))
d) 150
These are Nptel Artificial Intelligence for Economics Week 1 Answers
Question 9. -Pkatz = ?
a) 1
b) 1.5
c) 2
d) 2.5
Question 10. Pkatz = ?
a) 2
b) 3
c) 4
d) 1
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These are Nptel Artificial Intelligence for Economics Week 1 Answers