Option [4] The current stock price is 160. Next period the price will be one of 150
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Option [4]
The current stock price is 160. Next period the price will be one of 150 or 175. The current risk free interest rate is 6%. You buy 1 stock and issue m call options on the stock with an exercise price of 155. What must be m be for the portfolio to be risk free?
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Related Book For 
Lectures On Corporate Finance
ISBN: B00RGENH5I
1st Edition
Authors: Peter L Bossaerts ,Bernt Arne Odegaard
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