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elf_fu elf_fu
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6 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, what is the profit or loss at expiration (in 6 months) if the market index is $810?
A) $20.00 gain
B) $18.65 gain
C) $36.29 loss
D) $43.76 loss
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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#1
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6 years ago
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elf_fu Author
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#2
6 years ago
Thank you Heavy Heart
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#3
3 years ago
ty
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#4
3 years ago
ty
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#5
3 years ago
thank you!
Anonymous
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#6
10 months ago
Help! The answer is missing an explanation...
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#7
Educator
10 months ago
Quote from: Anonymous (10 months ago)
Help! The answer is missing an explanation...

Just added the solution for you!
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