1.Using the AAPL option chain and put call parity, assume the at the money strike of 225 and a Rf of 0.50%, also assume the actual mean put quote is $7.00.Derive the riskless arbitrage profits

2.Using the AAPL option chain and 350,000 AAPL shares, devise a delta neutral call and put strategy.Prove each assuming a loss of $5 in APPL.I suggest that inclusion of delta, gamma, and theta would be good for easier understanding of this question for me.

3.Using the AAPL option chain, I employ a covered call strategy with 1,000 shares of stock and the correct # of calls.Convert this to a delta neutral hedge with calls.Calculate the incremental (+ or -) # of calls you need.Calculate any required margin

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