Question: Question 6 1 pts The current price for a single share of a certain stock is 67. The prices for three different six-month call options

 Question 6 1 pts The current price for a single share

Question 6 1 pts The current price for a single share of a certain stock is 67. The prices for three different six-month call options on this stock are provided in the table below. Strike Price Premium 65 7.67 70 5.25 75 3.45 Suppose that you construct an option portfolio consisting of one 65-strike call, two 70-strike calls, and one 75-strike call. The price of the stock at expiration is 71.5. Assuming a continuously compounded risk-free rate of 6%, calculate your profit at expiration. O -12.14 0 -11.50 0 - 14.06 O-12.78 0 -13.42

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