The transaction above is described as a protective put reage. Calculate the neuge pront, given the total number of Shares. -$100,000 -$400,000 -$500,000 $100,000 None of the above QUESTION 29 An option on a stock has the following data: S = $45; E = $43.50; r = 1.75%; T = 55 days; standard deviation = 28%. Using the Black-Scholes model, the following results are obtained: d1 = 0.39051, d2 = 0.28182, N(d1) = 0.652, and N(d2) = 0.611. With all this information, we can conclude that this option is _. According to the Black-Scholes model, the hedge ratio of this option is In-the-money; 0.391 Out-of-the-money; 0.652 In-the-money; 0.029 In-the-money; 0.652 None of the above QUESTION 30 Suppose the calculated hedge ratio using the Black-Scholes Option Pricing Model is 0.75. How many calls should be written to hedge 2,100 shares of stock? 750 2,100 2,800 The transaction above is described as a protective put reage. Calculate the neuge pront, given the total number of Shares. -$100,000 -$400,000 -$500,000 $100,000 None of the above QUESTION 29 An option on a stock has the following data: S = $45; E = $43.50; r = 1.75%; T = 55 days; standard deviation = 28%. Using the Black-Scholes model, the following results are obtained: d1 = 0.39051, d2 = 0.28182, N(d1) = 0.652, and N(d2) = 0.611. With all this information, we can conclude that this option is _. According to the Black-Scholes model, the hedge ratio of this option is In-the-money; 0.391 Out-of-the-money; 0.652 In-the-money; 0.029 In-the-money; 0.652 None of the above QUESTION 30 Suppose the calculated hedge ratio using the Black-Scholes Option Pricing Model is 0.75. How many calls should be written to hedge 2,100 shares of stock? 750 2,100 2,800