Question
Consider you sell a six-month American call option on GBP10,000 with a strike price of $1.50 / GBP. The option premium is $0.003/ GBP. The
Consider you sell a six-month American call option on GBP10,000 with a strike price of $1.50 / GBP. The option premium is $0.003/ GBP. The current spot exchange rate is $1.40/ GBP. What would be your payoff as a seller?
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Competing On Analytics The New Science Of Winning
Authors: Thomas H Davenport, Jeanne G Harris, Gary Loveman
1st Edition
1422103323, 9781422103326
