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Question 1 You are employed as an analyst at Alpha analysts, a consultation firm that consults on SAFEX option strategies. You are presented with the
Question 1
You are employed as an analyst at Alpha analysts, a consultation firm that consults on SAFEX option strategies. You are presented with the following information:
A-Calculate the margin flow at each strike price and use that to draw the payoff diagram;
to the margin flow af och teken; 1. payon Transaksie / Transaction Vervaldatum / Expiry date Verkoop / Sl 21/11/2020 Koop / Buy Opsie tipe / Option type 2500 Call 450 2750 Put 50 3000 Call 250 3250 Put 250 21/11/2020 Koop / Buy Opsie / Option Tref-prys / Strike price 1 Premie / Premium Tref-prys / Strike price 2 Premie/Premium Tref-prys / Strike price 3 Premie / Premium Tref-prys / Strike price Premie / Premium Tref-prys / Strike price 5 Premie/Premium Tref-prys / Strike price Premie/Premium Tref-prys / Strike price 7 Premie/Premium 21/11/2020 4 Koop / Buy 21/11/2020 Koop / Buy 21/11/2020 6 Koop / Buy 3500 Call 150 3750 Put 300 4000 Put 450 21/11/2020 Verkoop / Sell 21/11/2020 RI . F6 F10 F11 03 F12 Sar Lk Prtsc SysRq Pause Break 1 & + 6 to the margin flow af och teken; 1. payon Transaksie / Transaction Vervaldatum / Expiry date Verkoop / Sl 21/11/2020 Koop / Buy Opsie tipe / Option type 2500 Call 450 2750 Put 50 3000 Call 250 3250 Put 250 21/11/2020 Koop / Buy Opsie / Option Tref-prys / Strike price 1 Premie / Premium Tref-prys / Strike price 2 Premie/Premium Tref-prys / Strike price 3 Premie / Premium Tref-prys / Strike price Premie / Premium Tref-prys / Strike price 5 Premie/Premium Tref-prys / Strike price Premie/Premium Tref-prys / Strike price 7 Premie/Premium 21/11/2020 4 Koop / Buy 21/11/2020 Koop / Buy 21/11/2020 6 Koop / Buy 3500 Call 150 3750 Put 300 4000 Put 450 21/11/2020 Verkoop / Sell 21/11/2020 RI . F6 F10 F11 03 F12 Sar Lk Prtsc SysRq Pause Break 1 & + 6Step by Step Solution
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