May 2020

HedgingAssignment

HedgingAssignment [ad_1] HedgingAssignment Yourportfolio: A stock is currently trading at 55. You hold a portfolio of the following instruments:  Long 200 shares of stock  Long 200 puts with a strike of 50 and maturity of three months (T=13/52)  Short 200 calls with a strike of 60 and maturity of three months (T=13/52) […]

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