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Question 5 The current stock price of Moderna Inc. is $152 per share. Consider the option strategy, which consists of the following positions: I a.

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Question 5 The current stock price of Moderna Inc. is $152 per share. Consider the option strategy, which consists of the following positions: I a. Buying one put option on Moderna with the strike price of $140. The price of this option is $10.50. b. Selling one call option on Moderna with the strike price of $155. The price of this option is $17. c. Buying 1 share of Moderna. All options expire in 1 month, on December 31, 2020. Answer the following questions: 1. Construct the payoff table for this strategy at expiration; 2. Construct the graph, which illustrates the payoff of this strategy at expiration. The payoff table should help you to construct this graph. 3. What is the cost of this strategy? 4. Draw the graph, showing profit/loss of this strategy at expiration (you can disregard the time value of money); 5. In your opinion, what is the rationale for constructing this strategy? 6. What should be the price of the put option on Moderna, which also expires on December 31, 2020 and has a strike price of $155. The risk free rate is currently 1% per annum Question 5 The current stock price of Moderna Inc. is $152 per share. Consider the option strategy, which consists of the following positions: I a. Buying one put option on Moderna with the strike price of $140. The price of this option is $10.50. b. Selling one call option on Moderna with the strike price of $155. The price of this option is $17. c. Buying 1 share of Moderna. All options expire in 1 month, on December 31, 2020. Answer the following questions: 1. Construct the payoff table for this strategy at expiration; 2. Construct the graph, which illustrates the payoff of this strategy at expiration. The payoff table should help you to construct this graph. 3. What is the cost of this strategy? 4. Draw the graph, showing profit/loss of this strategy at expiration (you can disregard the time value of money); 5. In your opinion, what is the rationale for constructing this strategy? 6. What should be the price of the put option on Moderna, which also expires on December 31, 2020 and has a strike price of $155. The risk free rate is currently 1% per annum

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