Now repeat the exercise for Pepsi (ticker: PEP). What would you expect to be the relationship between

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Now repeat the exercise for Pepsi (ticker: PEP). What would you expect to be the relationship between the high versus low target price spread and the implied volatility of the two companies? Are your expectations consistent with actual option prices? p-69

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ISE Investments

ISBN: 9781266085963

13th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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