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- 2011-7-2
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Options strategy quiz (challenge)
You have
100 call, premium 16
110 call, premium 10
110 put, premium 5
100 put, premium 2
All options expire in 6 months and the 6 months discount factor is 0.95. What's the best strategy you can implement? Show payoff calculations. |
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发表于 2011-7-11 19:59
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