Consider the following portfolio of options purchased on Feb. 1: i. 3{day Asian arithmetic average price call with strike price 56. ii. 3{day Asian arithmetic average strike put. iii. 3{day up{and{in barrier call with barrier 60 and strike price 50. iv. 3{day up{and{in barrier put with barrier 60 and strike price 50. v. 3{day gap call with trigger 40 and strike price 52. vi. 3{day gap put with trigger 60 and strike price 50. All options have the same stock as the underlying. Calculate the total payo on Feb. 4 from this portfolio of options. 6

Help Assignment 1.pdf Exotic options You are given the following prices for a stock Date Price Feb. 152 Feb. 2 66 Feb. 3 58 Feb. 4 47