Question
An investor writes four naked call option contracts on a stock. The option price is $10, the strike price is $80, the time to maturity
An investor writes four naked call option contracts on a stock. The option price is $10, the strike price is $80, the time to maturity is five months, and the stock price is $75. What is the margin requirement for the options?
| A. | $8,000 | |
| B. | $6,000 | |
| C. | $10,000 | |
| D. | $2,000 |
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Parimutuel Applications In Finance New Markets For New Risks
Authors: Ken Baron, Jeffrey Lange
1st Edition
1403939500, 9781403939500
