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Hyundai Engineering & Construction's current stock price is 18,000 won, with a 70 percent chance of becoming 19,800 won a year later and a 30

Hyundai Engineering & Construction's current stock price is 18,000 won, with a 70 percent chance of becoming 19,800 won a year later and a 30 percent chance of becoming 15,300 won. Hyundai Engineering & Construction shares are traded with an exercise price of 19,000 won and a one-year call option. This stock is not paid dividends within a year, and the risk-free interest rate is 8%. (Answers are rounded to the specified position.) Lee Moo-sik, who owns one share of Hyundai Engineering & Construction, sold one unit of Hyundai Engineering & Construction's call option. What is the difference between the maximum and minimum values of Lee Moo-sik's portfolio after one year?

answer:

How many units of sale of call options are required to form a risk-free hedge portfolio for one share of Hyundai Engineering & Construction? (Displays up to the third decimal place) answer:

What is the price of the call option for Hyundai Engineering & Construction shares? (indicated by the third decimal place) answer:

Let's say that a put option with the same conditions as the call option for Hyundai Engineering & Construction shares is being traded. How many units of put option can Lee Moo-sik, who owns one share of Hyundai Engineering & Construction, form a risk-free hedge portfolio? (Displays up to the third decimal place) answer:

What is the put option price for Hyundai Engineering & Construction shares in the above problem? (indicate up to the second decimal place)

answer:

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