Question: Based on the data in the table in the end of the exam Show the complete table of cash flows and P/L per share at

Based on the data in the table in the end of the exam

Show the complete table of cash flows and P/L per share at expiration of the following strategy:

Buy the K=60 OCT put and sell the K=65 OCT put

and sell the K=70 OCT put and buy the K=75 OCT put.

Stock ABC, t = SEP 21, 2017. All prices $/share.

St= 60.00

calls

Puts

K

OCT

NOV

JAN

APR

OCT

NOV

JAN

APR

40

22

23

0.56

50

12

0.63

55

8.13

10.1

11.5

1.25

3.63

60

3.55

7.75

2.88

4.00

5.60

65

2.50

3.88

5.60

8.63

6.00

6.63

8.38

10.00

70

0.94

3.88

9.25

11.25

75

0.31

5.13

13.38

16.79

80

1.40

90

0.81

95

0.40

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