Call options on each of the stocks in the portfolio


Please assist with the following problem.

Evaluate the following statement:

"A call option on a portfolio of stocks is more valuable than a portfolio of call options on each of the stocks in the portfolio".

II) Use your own data to set up a hypothetical example to substantiate the above statement (NB: you can use any pricing method, e.g. Black & Scholes, Binomial, Monte-Carlo, to price the options).

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Finance Basics: Call options on each of the stocks in the portfolio
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