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10.1. Option portfolio. Find a portfolio with payoff at time T equal to VT=2ST+30,3ST+80,ST40,if0S(T)10,if10S(T)30,if30S(T). Here, ST denotes the price of the underlying asset at time
10.1. Option portfolio. Find a portfolio with payoff at time T equal to VT=2ST+30,3ST+80,ST40,if0S(T)10,if10S(T)30,if30S(T). Here, ST denotes the price of the underlying asset at time T. You can hold cash, the asset, calls, and puts. 10.1. Option portfolio. Find a portfolio with payoff at time T equal to VT=2ST+30,3ST+80,ST40,if0S(T)10,if10S(T)30,if30S(T). Here, ST denotes the price of the underlying asset at time T. You can hold cash, the asset, calls, and puts
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