#8

Intro You bought 1 European call option with an exercise price of $50 that expires in 6 months for $7.3, and 1 European put option on the same stock with an exercise price of $40 and the same expiration date for $6.13. Such a portfolio is called a strangle Part 1 B Attempt 1/8 for 10 pts. What is your profit from buying the call the stock price is $20 in 6 months (in $)? 1+ decimals Submit Part 2 BB Attempt 1/8 for 10 pts. What is your profit from buying the put it the stock price is $50 in 6 months (in $)? 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 IB 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. 0+ 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