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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