Question: a Consider a 91 day, $40-strike put. Draw the plots for each of the following calculations. a. Actual price with 90-days to expiration when stock
a Consider a 91 day, $40-strike put. Draw the plots for each of the following calculations. a. Actual price with 90-days to expiration when stock prices vary between $30 to $40 in $1 increments. b. What is delta approximated price with 90 days to expiration? c. What is the delta-gamma approximated price with 90 days to expiration? d. What is the delta-gamma-theta approximated price with 90 days to expiration? a Consider a 91 day, $40-strike put. Draw the plots for each of the following calculations. a. Actual price with 90-days to expiration when stock prices vary between $30 to $40 in $1 increments. b. What is delta approximated price with 90 days to expiration? c. What is the delta-gamma approximated price with 90 days to expiration? d. What is the delta-gamma-theta approximated price with 90 days to expiration
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