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elf_fu elf_fu
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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:
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phuongha2892phuongha2892
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#1
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7 years ago
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elf_fu Author
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7 years ago
Thanks
mcraver1
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Yesterday
Just got PERFECT on my quiz
shelbycox
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2 hours ago
Brilliant ツ
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