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Question # 182 Suppose that today's price of General Motors stock is $50 and it is also known that in four months it will move

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Question # 182 Suppose that today's price of General Motors stock is $50 and it is also known that in four months it will move wither up or down by 10% of its current value. Suppose that you buy some stocks today and enter into a short position of a call option to sell one stock in four months at a strike price $53. Using this information please complete the following table Nodes A B C D Marks 50 10 6 Stock Price Delta Option Price Portfolio Value 12 12

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