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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, 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
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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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6 years ago
Smart ... Thanks!
Tabitha.davis
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Yesterday
Good timing, thanks!
deathDoUsPart
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2 hours ago
This calls for a celebration Person Raising Both Hands in Celebration
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