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You have sold 1,000 shares of ABC corp 3-mo forward at $50 per share. You are also long a 3-mo European call option on 1,000
You have sold 1,000 shares of ABC corp 3-mo forward at $50 per share. You are also long a 3-mo European call option on 1,000 shares of ABC corp, struck at $50 per share. If the price of ABC is $47.32 per share in three months, what is the net payoff on your position? Please give answer in dollars (without $ sign)
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Capital Markets Institutions And Instruments
Authors: Frank J. Fabozzi, Franco Modigliani
2nd Edition
0133001873, 978133001877
