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please answer question D Problem 21-9 Data: So = 107; X = 114; 1+r=108. The two possibilities for Spare 155 and 73 a. The range
please answer question D
Problem 21-9 Data: So = 107; X = 114; 1+r=108. The two possibilities for Spare 155 and 73 a. The range of Sis 82 while that of Pis 41 across the two states. What is the hedge ratio of the put? (Round your answer to 2 decimal places. Negative value should be indicated by a minus sign.) Answer is complete and correct. Hedge ratio (0.50) b. Form a portfolio of one share of stock and two puts. What is the (nonrandom) payoff to this portfolio? Answer is complete and correct. Nonrandom payoff $ 155 c. What is the present value of the portfolio? (Round your answer to 2 decimal places.) Answer is complete and correct. Present b. Form a portfolio of one share of stock and two puts. What is the (nonrandom) payoff to this portfolio? Answer is complete and correct. Nonrandom payoff $ 155 c. What is the present value of the portfolio? (Round your answer to 2 decimal places.) Answer is complete and correct. Present d. Given that the stock currently is selling at 107, calculate the put value. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Put value $ 32.70 Problem 21-9 Data: So = 107; X = 114; 1+r=108. The two possibilities for Spare 155 and 73 a. The range of Sis 82 while that of Pis 41 across the two states. What is the hedge ratio of the put? (Round your answer to 2 decimal places. Negative value should be indicated by a minus sign.) Answer is complete and correct. Hedge ratio (0.50) b. Form a portfolio of one share of stock and two puts. What is the (nonrandom) payoff to this portfolio? Answer is complete and correct. Nonrandom payoff $ 155 c. What is the present value of the portfolio? (Round your answer to 2 decimal places.) Answer is complete and correct. Present b. Form a portfolio of one share of stock and two puts. What is the (nonrandom) payoff to this portfolio? Answer is complete and correct. Nonrandom payoff $ 155 c. What is the present value of the portfolio? (Round your answer to 2 decimal places.) Answer is complete and correct. Present d. Given that the stock currently is selling at 107, calculate the put value. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Put value $ 32.70 Step by Step Solution
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