Question: Q11 A call and a put option both having a strike price of $50 and maturing after 6 months have premiums of $4.50 and $2.00,

Q11

A call and a put option both having a strike price of $50 and maturing after 6 months have premiums of $4.50 and $2.00, respectively. A short position in an old forward contract with a delivery price of $50 has a value of:

a.$2.50

b.$2.00

c.-$2.00

d.$6.50

e.-$2.50

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