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- 2016-4-19
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I thought it was the put, I beleive that the $88 was the value at expiration so the value of the put was
88+(95-88) =95.
The value of the covered call would be
88+max(0,88-105)=88 and the value of the near is
Max(0,100-88)-max(0,90-88)=10
Let me know what you think |
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