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Suppose that the contract size was 2500 barrels in the Oil Derivatives Market, spot rate was $30, the prices of the derivatives were as follow
Suppose that the contract size was 2500 barrels in the Oil Derivatives Market, spot rate was $30, the prices of the derivatives were as follow (Future contract (strike $40, margin 5%, maintenance 4%. (Call option (strike $45, premium $2.5 . An investor has $190000 to invest; he bought 12 call options, and invested the rest on Futures, required ?If the due price was $46, determine the total profit and return of both investme it -1 ? At what price they will call him for extra margin -2 Suppose that the contract size was 2500 barrels in the Oil Derivatives Market, spot rate was $30, the prices of the derivatives were as follow (Future contract (strike $40, margin 5%, maintenance 4%. (Call option (strike $45, premium $2.5 . An investor has $190000 to invest; he bought 12 call options, and invested the rest on Futures, required ?If the due price was $46, determine the total profit and return of both investme it -1 ? At what price they will call him for extra margin -2
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