Question: Data. So = 107, X = 110; 1 + r = 1.12. The two possibilities for ST are 155 and 95. The range of S

Data. So = 107, X = 110; 1 + r =

Data. So = 107, X = 110; 1 + r = 1.12. The two possibilities for ST are 155 and 95. The range of S is 60 while that of P is 15 across the two states. What is the hedge ratio of the put? Round your answer to 2 decimal places. Negative amount should be indicated by a minus sign.) a. Hedge ratic b-1. Form a portolio of one shares of stock and four puts. What is the (nonrandom) payoff to this portfolio? (Omit the "$" sign in your response.) Nonrandom payoff b-2. What is the present value of the portfolio? (Round your answer to 2 decimal places. Omit the "$" sign in your response.) Present value Given that the stock currently is selling at $107, calculate the put value. (Round your answer to 2 c. decimal places. Omit the "$" sign in your response.) Put value

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