Portfolio Mangement

I had a few concerns about quesitons #5. Please show work for this questions as it would really help.

100 0.20 10.60 Feb07 100 0.65 3159 45 What is the time premium of a Mayo190 call contract? D. 00 C 40 A. 6 B 600 2. What is the intrinsic value of fo eb07 90 put contracts? D. 132 A 160 B. 40 C. 33 3. For an investor who writes the Jan07 100 call, he expects Boeing stock price to be at most at s share at maturity for him transaction and to breakeven. 99.80 A. 100 C. 98.90 For an investor who holds the Jano7 100 put, what will be her breakeven stock price in $/share? Ignore transaction and interest costs 99.80 A 90.40 B. 99.60 C. 89.60 D. What is the implied risk-free interest rate, in percent, using the data for the Jan07 100 options? Assume that the Jano7 tions will expire month henceforth. (Hint: use put-call parity 1 condition to solve this problem. Use continuous discounting, if need be. A. 1.01 B. 4.04 C. 6.03 CD, 12.06 00-29 IO 4 intrinsic l lamins go- 89 60 go 89.6 S. bo 10.4 4) loo 301 co- 89.6 CS 100 0.20 10.60 Feb07 100 0.65 3159 45 What is the time premium of a Mayo190 call contract? D. 00 C 40 A. 6 B 600 2. What is the intrinsic value of fo eb07 90 put contracts? D. 132 A 160 B. 40 C. 33 3. For an investor who writes the Jan07 100 call, he expects Boeing stock price to be at most at s share at maturity for him transaction and to breakeven. 99.80 A. 100 C. 98.90 For an investor who holds the Jano7 100 put, what will be her breakeven stock price in $/share? Ignore transaction and interest costs 99.80 A 90.40 B. 99.60 C. 89.60 D. What is the implied risk-free interest rate, in percent, using the data for the Jan07 100 options? Assume that the Jano7 tions will expire month henceforth. (Hint: use put-call parity 1 condition to solve this problem. Use continuous discounting, if need be. A. 1.01 B. 4.04 C. 6.03 CD, 12.06 00-29 IO 4 intrinsic l lamins go- 89 60 go 89.6 S. bo 10.4 4) loo 301 co- 89.6 CS