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Given the following payoff diagram what are the underlying options positions (type, strike and position) Total Portfolio Value 0 108 112 116 120 -10 -20

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Given the following payoff diagram what are the underlying options positions (type, strike and position) Total Portfolio Value 0 108 112 116 120 -10 -20 -30 -40 -50 O A. PUT Short 1 @ 60 + CALL Long 180 O B. PUT Long 1 @ 80+ CALL Long 1 e 60 OC. PUT long 1 @ 60 + CALL Long 1 @ 80 OD. PUT Short 1 @ 60 + CALL Short 1 e ao QUESTION 6 12 points Save Answer If the financial market consists of only 3 assets and we have the following information on the assets: Stock Weight in the Standard market portfolio deviation (9) A 10% 50% 25% 25% C 20% In addition you are given pairwise correlations: Das = 0.PAC = 0. pec = 0.5 What is the Standard deviation of the Market? O A. 1.00% O B. 9.529 O C 0.919 OD. 10.00% Given the following payoff diagram what are the underlying options positions (type, strike and position) Total Portfolio Value 0 108 112 116 120 -10 -20 -30 -40 -50 O A. PUT Short 1 @ 60 + CALL Long 180 O B. PUT Long 1 @ 80+ CALL Long 1 e 60 OC. PUT long 1 @ 60 + CALL Long 1 @ 80 OD. PUT Short 1 @ 60 + CALL Short 1 e ao QUESTION 6 12 points Save Answer If the financial market consists of only 3 assets and we have the following information on the assets: Stock Weight in the Standard market portfolio deviation (9) A 10% 50% 25% 25% C 20% In addition you are given pairwise correlations: Das = 0.PAC = 0. pec = 0.5 What is the Standard deviation of the Market? O A. 1.00% O B. 9.529 O C 0.919 OD. 10.00%

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