Top Posters
Since Sunday
w
5
a
3
j
2
a
2
t
2
u
2
r
2
j
2
j
2
l
2
d
2
y
2
Home Q & A Board Other Fields Homework Help Business Insurance
New Topic  
elf_fu elf_fu
wrote...
Go to Answer
Posts: 705
Rep: 2 0
7 years ago
A strategy consists of buying a market index product at $830 and longing a put on the index with a strike of $830. If the put premium is $18.00 and interest rates are 0.5% per month, compute the profit or loss from the long index position by itself expiration (in 6 months) if the market index is $810.
A) $45.21 loss
B) $21.22 loss
C) $18.00 gain
D) $24.25 gain
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
Read 145 times
1 Reply
Replies
Answer verified by a subject expert
phuongha2892phuongha2892
wrote...
#1
Posts: 471
Rep: 49 0
7 years ago
Sign in or Sign up in seconds to unlock everything for free
More solutions for this book are available here
1

Related Topics

elf_fu Author
wrote...

7 years ago
Smart ... Thanks!
ealvino1610
wrote...

Yesterday
Good timing, thanks!
54321abs
wrote...

2 hours ago
Helped a lot
New Topic      
Quick Reply
Explore
Post your homework questions and get free online help from our incredible volunteers
  1480 People Browsing
Start New Topic Take the Tour CoursesNew Study Tools Topics Trending Browse by Textbook
Live Chat
Related Images
  
 106
  
 376
  
 10665
Your Opinion
Which of the following is the best resource to supplement your studies:
Votes: 365
Previous poll results: How often do you eat-out per week?