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Other Fields Homework Help Insurance Topic started by: elf_fu on Jul 6, 2017



Title: Assume that a $50 strike put pays a 2.0% continuous dividend, r = 0.07, σ = 0.25, and the stock ...
Post by: elf_fu on Jul 6, 2017
Assume that a $50 strike put pays a 2.0% continuous dividend, r = 0.07, σ = 0.25, and the stock price is $48.00. What is the profit or loss, per share, for a short put position if the option expires in 60 days and the price rises to $50.00 after 5 days?
A) $1.05 loss
B) $1.05 gain
C) $1.12 gain
D) $1.12 loss


Title: Re: Assume that a $50 strike put pays a 2.0% continuous dividend, r = 0.07, σ = 0.25, and the stock ...
Post by: phuongha2892 on Jul 6, 2017
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Title: Re: Assume that a $50 strike put pays a 2.0% continuous dividend, r = 0.07, σ = 0.25, and the stock ...
Post by: elf_fu on Sep 13, 2017
Thank you phuongha2892


Title: Re: Assume that a $50 strike put pays a 2.0% continuous dividend, r = 0.07, σ = 0.25, and the stock ...
Post by: woodmanted on Aug 21, 2020
Thank you


Title: Re: Assume that a $50 strike put pays a 2.0% continuous dividend, r = 0.07, σ = 0.25, and the stock ...
Post by: Bixam chanagoni on Jun 17, 2021
Thank u