You now buy a put option on the portfolio of Apple and Google you created with a strike price of 100. Assuming the simulation is set up correctly, the output is on page 2 of the file attached above. This page contains 100 values of the portfolio from 100 simulation runs sorted in increasing order. Using this output, what is the probability that this option expires in the money? 

Answer rating: 100% (QA)

To determine the probability that the put option expires in the money you need to f... View the full answer