Question: Repeat the option price calculation in the previous question for stock prices of $80, $90, $110, $120, and $130, keeping everything else fixed. What happens

Repeat the option price calculation in the previous question for stock prices of $80, $90, $110, $120, and $130, keeping everything else fixed. What happens to the initial put _ as the stock price increases?

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S 0 80 t 0 S 80 t 1 S 64 t 1 S 104 delta 05350 1 02269 B 590998 91275 294770 premium 163039 27275 58... View full answer

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