Question
In early 2020, the risk-free rate was .10% and Tesla (TSLA) traded for 524 USD. In one month, TSLA could have either gone up to
In early 2020, the risk-free rate was .10% and Tesla (TSLA) traded for 524 USD. In one month, TSLA could have either gone up to 576.4 USD or down to 471.6 USD.
Suppose you went short a 530.13 USD put. In one month, TSLA went down to 471.6 USD. What was your profit?
Group of answer choices
-58.53 USD
-29.59 USD
28.94 USD
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Investment Science
Authors: David G. Luenberger
1st Edition
0195108094, 978-0195108095
