Suppose that you told a portfolio by investing $10,000 on 3-month US treasury deviation billy and $10,000 on the S& P500 market index. What is the expected return and standard deviation of portfolio? Suppose that you have $20,000 to invest. Using the $20,000 as collateral, you borrow $10,000 at 3% interest rate. Then you invest $30.000 on the S&P500 market index. What is the return and standard deviation of the new investment (portfolio? Which one of the following terms is defined as an option that would have positive exercised now? out-of-the-money option in-the-money option crossed option straddle Which one of the following terms is defined as the payoff that would be received if were expiring immediately? Strike price time value market prices intrinsic value Which one of the following is equal to the option premium minus the intrinsic parity value time value payoff value strike value Which of the following has the obligation to purchase stock at the strike price exercised? call holder put holder call writer put writer You currently own IBM stocks. If you purchase put options on this stock to future declines in the price of the stock, you are implementing _____. naked call protective put bear spread covered call Selling a call option on stock which you own is referred to as which one strategies? naked call bear spread