9.

An investor has an exchange put option that sells 100 shares at an exercise price of $20 per share.

If the 2 for 1 share split is disclosed for this stock, what will the exercise price per share of the investor's put option change after the stock split?

10.

The annual interest rate on consecutive compounding is 5%.

I'm going to create a Principally Protected Note that is worth $1,000

It uses one-year zero-ticket bonds and one-year call options to which the presented interest rate is applied.

What is the price of the call option used in this strategy?

11.

There are three types of European Call options: the same underlying asset, the same maturity.

Exercise price 50, option price 8.34

Exercise price 55, option price X

Exercise Price 60, Option Price 2.22

Using these three types of options, we are going to make one Butterfly spread.

When the price of this Butterfly Spread is 1.56, what is the value of X?

12.

All options presented are European options with the same shares as underlying assets and with the same maturity (1 year).

The continuous compound interest rate is 0.1.

The price of the portfolio, which has a long event price of 100 Call and a short event price of 101 Call, is 0.3.

The price of the portfolio, which has a long exercise price of Put and a short exercise price of Call of 100, is 0.5.

The price of the portfolio, which has a long call with an event price of 105 and a short call with an event price of 106, is 0.2.

Then, what is the price of the portfolio that has a long put with an event price of 106 and a short call with an event price of 105?

(Round and mark it at the third decimal place.)

I'll give you a thumbs-up by answering all four questions. Thank you very much.