Question
Design a portfolio using only puts where the profit line has slope 0 from price $0 to $80, slope 1 from price $80 to $90,
Design a portfolio using only puts where the profit line has slope 0 from price $0 to $80, slope 1 from price $80 to $90, slope 0 from price $90 to $110, slope 2 from price $110 to $120, and slope 0 from price $120 to infinity.
b)Draw the profit curve for Port=P702P80+P90+2C1103C120+C130. Shift slightly for cost.
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Management Of Islamic Finance
Authors: M. Kabir Hassan, Mamunur Rashid
1st Edition
1787564045, 978-1787564046
