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A. p1 = 5, p2 = 7, p3 = 8 B. p1 = 8, p2 = 6, p3 = 5 C. p1 = 5, p2

image text in transcribedA. p1 = 5, p2 = 7, p3 = 8

B. p1 = 8, p2 = 6, p3 = 5

C. p1 = 5, p2 = 6, p3 = 9

D. p1 = 4, p2 = 6, p3 = 9

our portfolio is short three vanilla put options, P1,P2, and p3, all three on company ABC and written with 1 year to expiry. ABC stock is at 50 . What option values would nake your portfolio arbitrage-free if the strikes are respectively k1=30,k2=40, and k3=50

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