You now buy a put option on the portfolio of Apple and Google you created with a
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Question:
You now buy a put option on the portfolio of Apple and Google you created with a strike price of 100. Assuming the simulation is set up correctly, the output is on page 2 of the file attached above. This page contains 100 values of the portfolio from 100 simulation runs sorted in increasing order. Using this output, what is the probability that this option expires in the money?
Related Book For
Practical Management Science
ISBN: 978-1305250901
5th edition
Authors: Wayne L. Winston, Christian Albright
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