Top Posters
Since Sunday
a
5
k
5
c
5
B
5
l
5
C
4
s
4
a
4
t
4
i
4
r
4
r
4
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
6 years ago
Assume S = $33.00, σ = 0.32, r = 0.06, div = 0.01. You short 100 $35 strike calls at 68 days until expiration. Under a delta hedge position, what is your overnight profit/loss if the stock rises to $34.50?
A) $9.23 loss
B) $9.23 gain
C) $7.62 loss
D) $7.62 gain
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
Read 306 times
2 Replies
Replies
Answer verified by a subject expert
phuongha2892phuongha2892
wrote...
#1
Posts: 471
Rep: 49 0
6 years ago
Sign in or Sign up in seconds to unlock everything for free
More solutions for this book are available here

Related Topics

Anonymous
wrote...
#2
10 months ago
Help! The answer is missing an explanation...
New Topic      
Quick Reply
Explore
Post your homework questions and get free online help from our incredible volunteers
  1189 People Browsing
Start New Topic Take the Tour CoursesNew Study Tools Topics Trending Browse by Textbook
Live Chat
Related Images
  
 979
  
 268
  
 1273
Your Opinion
Previous poll results: What's your favorite funny biology word?