Consider the following information on put and call options for Citigroup. Strike Price Put Price Call Price
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Question:
Consider the following information on put and call options for Citigroup.
Strike Price | Put Price | Call Price |
$32.50 | $2.85 | $1.65 |
Calculate the net value of a protective put position at a stock price at expiration of $20. (5 points)
Calculate the net value of a covered call position at a stock price at expiration of $45. (5 points)
Calculate the payoffs of a short straddle at a stock price at expiration of $20 and a stock
Related Book For
Investment Analysis and Portfolio Management
ISBN: 978-0538482387
10th Edition
Authors: Frank K. Reilly, Keith C. Brown
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