Foreign FM I homework 01 Problem 6 of 10 You are given the following information about four portfolios of European options on the same underlying asset, each with one year to expiry Components A Long call, strike 100 Short call, strike 101 B Long put, strike 101 Short call, strike 100 C Long call, strike 105 Short call, strike 106 D Long put, strike 106 Short call, strike 105 Value 0.3 0.5 0.2 The continuously compounded risk-free interest rate is 0.1. Determine the value of Portfolio D. (A) 5.1 (B) 5.3 (C) 5.6 (D) 5.8 (E) 6.1 OC OA B D OE Mark Inverse 01:59:15 Normal Back Next Submit