Question: Question 65 pts At time zero. you enter in a short position in a put of strike K=5.20, and maturity of 2 year. The premium
Question 65 pts At time zero. you enter in a short position in a put of strike K=5.20, and maturity of 2 year. The premium of the option at time zero was $2.71. At maturity, the price of the underlying is 3. What is the profit/loss per option? (Enter your answer in dollars with 2 decimals, but do not use the "s". Enter a loss with a negative sien. For example, if the profit/loss is -123.45, enter-123.45 with the negative sign for your answer.) Question 10 65 pts At time zero, you enter in a long position in a put of strike K50, and maturity of 3 year. The premium of the option at time zero was $2.17. At maturity, the price of the underlying is 5.12. What is the profit/loss per option? (Enter your answer in dollars with 2 decimals, but do not use the "$". Enter a loss with a negative sign. For example, if the profit/loss is -123,45. enter -123.45 with the negative sign for your answer.)
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