Top Posters
Since Sunday
r
4
L
4
3
d
3
M
3
l
3
V
3
s
3
d
3
a
3
g
3
j
3
New Topic  
elf_fu elf_fu
wrote...
Posts: 705
Rep: 2 0
7 years ago
The spot price of the market index is $900. After 3 months the market index is priced at $920. The annual rate of interest on treasuries is 2.4% (0.2% per month). The premium on the long put, with an exercise price of $930, is $8.00. What is the profit or loss at expiration for the long put?
A) $2.00 gain
B) $2.00 loss
C) $1.95 gain
D) $1.95 loss
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
Read 98 times
1 Reply
Replies
Answer verified by a subject expert
phuongha2892phuongha2892
wrote...
Posts: 471
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
Good timing, thanks!
wrote...

Yesterday
Smart ... Thanks!
wrote...

2 hours ago
Thank you, thank you, thank you!
New Topic      
Explore
Post your homework questions and get free online help from our incredible volunteers
  1686 People Browsing
Related Images
  
 281
  
 358
  
 688
Your Opinion
What's your favorite funny biology word?
Votes: 401