Assume you are long the HSI 28400 - 28600 (Bullish spread) April Call spread and short the HSI 28400 - 28600 (Bearish spread) June call spread. Assume that a week before the April expiration HSI is at 29600 and that the current (low) interest rates and current volatility will stay the same. What should be the value of the combined position, in index points?

Answer rating: 100% (QA)

To calculate the value of the combined position we need to calculate the value of each spread separa... View the full answer