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New Palez Problem #2. You wrote(sold short) 1 put option when the put option price was $2, the underlying stock price was $50, and the

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New Palez Problem #2. You wrote(sold short) 1 put option when the put option price was $2, the underlying stock price was $50, and the delta of the put option was -0.65. To achieve delta neutrality, you shorted some shares of the underlying stock. Please fill in the blanks in the following table. Wee k Delta Stock price Put option price per share Number of additional shares shorted Proceeds from short selling additional shares 0 020 50.00 48.12 49.30 3.6 2.8 -0.65 -0.80 -0.72 2 New Palez Problem #2. You wrote(sold short) 1 put option when the put option price was $2, the underlying stock price was $50, and the delta of the put option was -0.65. To achieve delta neutrality, you shorted some shares of the underlying stock. Please fill in the blanks in the following table. Wee k Delta Stock price Put option price per share Number of additional shares shorted Proceeds from short selling additional shares 0 020 50.00 48.12 49.30 3.6 2.8 -0.65 -0.80 -0.72 2

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