Question 26

Suppose that todays price of ABC stock is $100 and it is known that price can move up by 15% or can move down by 10% in 3-months. A riskless portfolio is comprising of delta stocks of ABC and a 3-months PUT option on ABC stock with a strike price of $105. If the 3-months risk-free rate is 10%, Complete the table below:

Your answer shouldnt be more than two decimal places. the answer should be as a schedule please help me fasssst