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Veronique is also considering buying options. She buys the AB Inbev share at 45 and combines that with writing a call on AB Inbev with
Veronique is also considering buying options. She buys the AB Inbev share at 45 and combines that with writing a call on AB Inbev with strike price 45 (option price is 1.45 and maturity 6 months) and she buys a put with strike price 45 (option price is 0.4 and maturity 6 months).
Graphically show the payoff at maturity of the options of this strategy (share combined with options). You do not have to take into account the cost price of the options.What is the price and yield to maturity of a zero coupon bond with a maturity of 6 months? Use the put-call parity (or assume a price to calculate the yield if you can't find the price).
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