Question: Consider a riskless spread with a long position in the August 160 call and a short position in the October 160 call. Determine the appropriate

Consider a riskless spread with a long position in the August 160 call and a short position in the October 160 call. Determine the appropriate hedge ratio. Then show how a $1 stock price increase would have a neutral effect on the spread value. Discuss any limitations of this procedure.

Repeat the previous, but close the positions on September 20. Use the spreadsheet to find the profits for the possible stock prices on September 20. Generate a graph and use it to identify the approximate break even stock price.

help pls

any stock is fine

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