subject
Business, 13.06.2020 19:57 cherryice68

Consider a portfolio containing options on the stock of Amazon (ticker: AMZN). Suppose today you sell a $1,900-strike Amazon call option for $300, buy a $2,000-strike Amazon call option for $275, buy a $1,900-strike Amazon put option for $100, and sell a $2,000-strike Amazon put option for $150. All options have an expiration date that is one year from today and the annual risk-free interest rate is zero. What is the initial cost of the portfolio of options today?

ansver
Answers: 3

Another question on Business

question
Business, 22.06.2019 16:00
Three pounds of material a are required for each unit produced. the company has a policy of maintaining a stock of material a on hand at the end of each quarter equal to 30% of the next quarter's production needs for material a. a total of 35,000 pounds of material a are on hand to start the year. budgeted purchases of material a for the second quarter would be:
Answers: 1
question
Business, 22.06.2019 16:00
Which plan offers a tax-free education?
Answers: 1
question
Business, 22.06.2019 19:00
Adrawback of short-term contracting as an alternative to making a component in-house is thata. it is the most-integrated alternative to performing an activity so the principal company has no control over the agent. b. the supplying firm has no incentive to make any transaction-specific investments to increase performance or quality. c. it fails to allow a long planning period that individual market transactions provide. d. the buying firm cannot demand lower prices due to the lack of a competitive bidding process.
Answers: 2
question
Business, 23.06.2019 00:30
It's possible for a debt card transaction to bounce true or false
Answers: 1
You know the right answer?
Consider a portfolio containing options on the stock of Amazon (ticker: AMZN). Suppose today you sel...
Questions
question
History, 30.06.2019 21:30
question
Mathematics, 30.06.2019 21:30
question
Mathematics, 30.06.2019 21:30
question
History, 30.06.2019 21:30