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What are V(0) and V(T) when going long 4 bonds and short 20 options? Given Strike price= $15 A(0)=$80 A(T)=$90 S(0)=$14 S(T)= {$18.2 or $13.2
What are V(0) and V(T) when going long 4 bonds and short 20 options? Given
Strike price= $15
A(0)=$80
A(T)=$90
S(0)=$14
S(T)= {$18.2 or $13.2
Please show the method! Thanks
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Fundamentals of Investment Management
Authors: Geoffrey Hirt, Stanley Block
10th edition
0078034620, 978-0078034626
