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Dorothy buys a Put option on S&P 100 index for $5.25 at an exercise price of 675. The current value of S&P 100 index is
Dorothy buys a Put option on S&P 100 index for $5.25 at an exercise price of 675. The current value of S&P 100 index is 700. What would be her Holding period return if the S&P 100 index goes down to 665 by the date of expiration?
566.67% | ||
-100% | ||
75.65% | ||
90.48% |
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