Question: Reference Problem 15-19 Option Strategies (L03, CFAS) You simultaneously write a covered put and buy a protective call. both with strike prices of $100. on

Reference Problem 15-19 Option Strategies (L03,Reference Problem 15-19 Option Strategies (L03,Reference Problem 15-19 Option Strategies (L03,Reference Problem 15-19 Option Strategies (L03,
Reference Problem 15-19 Option Strategies (L03, CFAS) You simultaneously write a covered put and buy a protective call. both with strike prices of $100. on stock that you have shorted at $100. What are the expiration date payoffs to this position for stock prices of $90, $95. $100. $105. and $110? [A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required.) Short Total \"\"3"" ca" \"3"" off E 5 m ____ ____ _ 23 Problem 15-23 Index Option Positions (LO3, CFA3) 0.72 Suppose you buy one SPX put option with a strike of 2085 and write one SPX put option with a strike of 2145. What are points the payoffs at maturity to this position for S&P 500 index levels of 2000, 2050, 2100, 2150, and 2200? (A negative Skipped value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required.) Index Long put Short put Total level payoff payoff payoff 2000 eBook 2050 2100 2150 Reference 2200Problem 15-24 Index Option Positions (L03, CFAB) Suppose you buy one SPX call option with a strike of 2130 and write one SPX put option with a strike of 2130. What are the payoffs at maturity to this position for S&P 500 index levels of 2000. 2050, 2100, 2150, and 2200? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required.) level I'- Off I: Off I: 0'\" __ __ 25 Problem 15-25 Index Option Positions (L03. CFAB) 0.72 Suppose you buy one each SPX call options with strikes of 2040 and 2260 and write two SPX call options with a strike points of 2120. What are the payoffs at maturity to this position for S&P 500 index levels of 1900. 1950. 2000. 2050. 2100. 2150, and 2200? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter Skipped "0" wherever required.) Index Long call payoff Long call payoff Short call (2) payoff El 2040 2260 2120 Tu" P330" eook 1900 = = 1950 2000 Reference 2050 2100 EH! 2200

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