Question 9 4 points Save Answer ABC Health, currently priced at $30 per share, is testing a vaccine for COVID-19. The results of the test will be revealed in 2.5 months. A three month at the money call option on ABC Health costs $8, and three month at the money put option costs $5. An investor believes that the price of ABC Health will go up a lot if the vaccine works and will fall a lot if it does not. a. Describe a strategy the investor could use to speculate based on his/her expectation. List the assets and positions (i.e., long or short). b. Draw the profit diagram of each of the assets and one for the combined strategy, CLEARLY LABELLING all lines and the axes of the graph. C. For what prices for ABC Health will the investor make a profit? Attach File Browse My Computer