For Figure 2.7, verify the following: a. The S&R index price at which the call option diagram

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For Figure 2.7, verify the following:

a. The S&R index price at which the call option diagram intersects the x-axis is $1095.68.

b. The S&R index price at which the call option and forward contract have the same profit is $924.32.

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Derivatives Markets

ISBN: 978-0321280305

2nd Edition

Authors: Robert L. McDonald

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