Question
A common stock will have a price of either $75 or $25 in 2 months. A two month put option on the stock has a
A common stock will have a price of either $75 or $25 in 2 months. A two month put option on the stock has a strike price of $30.
Create a riskless portfolio. Buy one put option.
How many shares should you buy?
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International Finance A Survey
Authors: H. Kent Baker, Leigh A. Riddick
1st Edition
0199754659, 978-0199754656
