#7

Intro You bought 1 European call option with an exercise price of $30 that expires in 6 months for $13.29, and 1 European put option on the same stock with the same exercise price and expiration date for $10.85. Such a portfolio is called a straddle Part 1 IE- Attempt 1/8 for 10 pts. What is your profit from buying the call if the stock price is $20 in 6 months (in $)? 1 decimals Submit Part 2 IB Attempt 1/8 for 10 pts. What is your profit from buying the put if the stock price is $50 in 6 months (in S)? 1+ decimals Part 3 Attempt 1/8 for 10 pts. What is your total profit if the stock price is $100 in 6 months in $)? 0+ decimals Submit Part 4 VB Attempt 1/8 for 10 pts. What is the lowest stock price at which you break even? Calculate the answer, do not rely on the table. decimals Submit Part 5 IB Attempt 1/8 for 10 pts. What is the highest stock price at which you break even? Calculate the answer, do not rely on the table. 0+ decimals Submit