Question: 15. You have been looking ESPR for some time, and you are willing to take a chance. The stock is at $ and you see
15. You have been looking ESPR for some time, and you are willing to take a chance. The stock is at $ and you see that the following quotes that are of interest to you: Call - Bid Call - Ask Strike Put - Bid Put - Ask 0.55 0.75 60 8.10 9.00 1.70 1.95 55 4.50 4.90 4.00 4.30 50 1.85 2.15 5.80 6.40 45 0.50 0.80 You decide to write a 60-55-50-45 iron condor. If the probabilities are 68.62% that the price of ESPR will remain within the inner bound of the spread, what is your expected percent return against risk? (Ctrl) 15. You have been looking ESPR for some time, and you are willing to take a chance. The stock is at $ and you see that the following quotes that are of interest to you: Call - Bid Call - Ask Strike Put - Bid Put - Ask 0.55 0.75 60 8.10 9.00 1.70 1.95 55 4.50 4.90 4.00 4.30 50 1.85 2.15 5.80 6.40 45 0.50 0.80 You decide to write a 60-55-50-45 iron condor. If the probabilities are 68.62% that the price of ESPR will remain within the inner bound of the spread, what is your expected percent return against risk? (Ctrl)
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