accounting

Week Stock Price Delta 40 39 38.3 37.2 40 41.2 42.3 45 47.5 40 38.8 0.51 0.49 0.47 0.40 0.42 0.44 0.47 0.49 0.52 0.45 0.40 Consider as an example a trader who sells 50.000 European call options on a non- dividend-paying stock when: 1. Stock price is $40 2. Strike price is $42 3. Time to option maturity is 10 weeks Please calculate: a. Shares to be purchased Cost shares purchased Cumulative cash outflow b. Week Stock Price Delta 40 39 38.3 37.2 40 41.2 42.3 45 47.5 40 38.8 0.51 0.49 0.47 0.40 0.42 0.44 0.47 0.49 0.52 0.45 0.40 Consider as an example a trader who sells 50.000 European call options on a non- dividend-paying stock when: 1. Stock price is $40 2. Strike price is $42 3. Time to option maturity is 10 weeks Please calculate: a. Shares to be purchased Cost shares purchased Cumulative cash outflow b