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Use the following information to answer Questions 1 to 1 3 : Current market price of ABC stock = $ 7 7 ABC stock price

Use the following information to answer Questions 1 to 13:
Current market price of ABC stock =$77
ABC stock price after 30 days =$80
ABC stock price after 45 days =$95
ABC stock price after 60 days =$80
ABC stock price after 75 days =$85
ABC stock price after 90 days =$70
Current price of European call on ABC stock with exercise price of $93 with 90 days to expiration = $2
Current price of European put on ABC stock with exercise price of $82 with 60 days to expiration = $6
Risk-free rate =5%
The payoff to the put option holder on Day 30 is closest to:
A. Zero
B. $2
C.-$2
The payoff to the call option holder on Day 90 is closest to:
A. Zero
B. $23
C. $21
The payoff to the put option writer on Day 60 is closest to:
A. Zero
B.-$2
C. $4
The payoff to the call option writer on Day 90 is closest to:
A. Zero
B. $23
C.-$21
The put option holder's profit on his position is closest to:
A.-$6
B. $2
C.-$4
The call option holder's profit on his overall position is closest to:
A. Zero
B. $21
C.-$2
At current prices, the call option is most likely:
A. In-the-money
B. At-the-money
C. Out-of-the-money
At t=30, the put option is most likely:
A. In-the-money
B. At-the-money
C. Out-of-the-money
Most of the call option premium is most likely composed of:
A. Intrinsic value
B. Time value
C. Cannot be determined
Most of the put option premium is most likely composed of:
A. Intrinsic value
B. Time value
C. Cannot be determined
The price of a European call option with an exercise price of $82 and 30 days remaining expiration would be closest to:
A. $1.33
B. $4.90
C. $1.03
At t=45, the minimum value of the call option is closest to:
A. $2.56
B. $2
C. $0
At t=45, the minimum value of the put option is closest to:
A. $0
B. $13
C. $13.16
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