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21 Strike Price Call Price Put Price 15 6.46 0.75 17 5.16 1.35 19 4.06 2.16 20 3.59 2.64 3.17 3.17 23 2.45 4.36 1.89

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21 Strike Price Call Price Put Price 15 6.46 0.75 17 5.16 1.35 19 4.06 2.16 20 3.59 2.64 3.17 3.17 23 2.45 4.36 1.89 5.70 Problem 9 (a) The seller of an asset purchases a x put options with strike price 15 and writes 1 put option with strike price 20. Determine x. (b) Create a table that shows the payoff and profit for a ratio spread based on stock XYZ created by a x purchased puts with strike price 15 and a written put with strike price 20 for Si 10, 12, 14, 16, 18, 20, 22, 24, 26, 28, 30. (c) Draw the graph of the payoff and profit for this ratio spread. 25 = 21 Strike Price Call Price Put Price 15 6.46 0.75 17 5.16 1.35 19 4.06 2.16 20 3.59 2.64 3.17 3.17 23 2.45 4.36 1.89 5.70 Problem 9 (a) The seller of an asset purchases a x put options with strike price 15 and writes 1 put option with strike price 20. Determine x. (b) Create a table that shows the payoff and profit for a ratio spread based on stock XYZ created by a x purchased puts with strike price 15 and a written put with strike price 20 for Si 10, 12, 14, 16, 18, 20, 22, 24, 26, 28, 30. (c) Draw the graph of the payoff and profit for this ratio spread. 25 =

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