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Option Mechanics & Strategies A trader writes five naked put option contracts, with each contract being on 1 0 0 shares. The option price is
Option Mechanics & Strategies
A trader writes five naked put option contracts, with each contract being on shares. The option price is $ the time to maturity is six months, and the strike price is $ What is the margin requirement if the stock price is $
A onemonth European put option on a nondividendpaying stock is currently selling for $ The stock price is $ the strike price is $ and the riskfree interest rate is per annum. What opportunities are there for an arbitrageur?
What is a lower bound for the price of a sixmonth call option on a nondividendpaying stock when the stock price is $ the strike price is $ and the riskfree interest rate is per annum?
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