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Question 3 (Marks: 50) For the stock that corresponds to your Group, select an option expiry date among the available ones in the market so

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Question 3 (Marks: 50) For the stock that corresponds to your Group, select an option expiry date among the available ones in the market so that T> 0.5 years. Given the spot price of the stock (So), select three strike prices K, K and K3 near the money such that K 0.5 years. Given the spot price of the stock (So), select three strike prices K, K and K3 near the money such that K

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