If you are short one call option what is the future value, Financial Management

+44 141 628 6080
[email protected]

If you are short one call option what is the future value

IBM stock currently sells for 92 dollars per share. Over 3 months the price will either go up by 9.5 percent or down by -6.0 percent. The risk-free rate of interest is 3.5 percent continuously compounded.

A call option with strike price 89 and maturity of 3 months has a delta of 0.82328.

If you are short one call option, what is the future value in 3 months of a delta-neutral portfolio?

Request for Solution File

Ask an Expert for Answer!!

Financial Management: If you are short one call option what is the future value

Reference No:- TGS02720538

Expected delivery within 24 Hours

Have a Question? (oR Write a Review)

Write atleast 100 words!!

Asked Questions

Problem regarding the america youth and social media

Think about where you were the most and least engaged when reading a classmate's draft. Think about what captured your attention

Problem on journal articles and non-journal materials

Amanda said? Excellent post, Chrystal. You provided great insight into the helpful resource ERIC digital library is. I appreciate how it states the information

How do you define being an adult

Based on information provided in Ch. 11 & 12, how do you define "being an adult"?

Provide reasons why working from a person centred

Provide five (5) reasons why working from a person centred, strengths-based positive framework, and providing positive lifestyle strategies can reduce

Discuss three ethical guidelines that are important

Identify and discuss three ethical guidelines that are important to consider when designing an 8-week group for adolescents who are referred

How ensure that the youth understand what study involves

What is another way to say ". It is important to ensure that the youth understand what the study involves, what their participation entails

Is lifespan psychologists are unlikely to investigate

Lifespan psychologists are unlikely to investigate both changes as well as consistencies that exist in different individuals'

Request for Solution File

Ask an Expert for Answer!!

Financial Management: If you are short one call option what is the future value

Reference No:- TGS02720538

Have a Question? (oR Write a Review)

Recent Questions Asked Financial Management

Q : Calculate the variance of portfolio returns assuming the

Q : Provide your own examples of five applications of ip what

Q : Ibm corp earned 1225 in eps last year ibm has recently

Q : What does it mean to rank goals in gp how does this affect

Q : If you are short one call option what is the future value

Q : Formulate this as an ip problem to maximize the annual

Q : Describe a country other than the united states that you

Q : The implied volatility equals 425 percent the risk-free

Q : The gaubert marketing company needs the following number