Option Strategies Your task, as the recently recruited PWC’s Quant Analyst, is to provide a thorough analysis of the fol

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answerhappygod
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Option Strategies Your task, as the recently recruited PWC’s Quant Analyst, is to provide a thorough analysis of the fol

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Option Strategies
Your task, as the recently recruited PWC’s Quant Analyst, is to
provide a thorough analysis of the following parts:
Construct a table showing the relationship between profit/loss
and stock prices. Select only one strategy, depending on your group
selection.
Group
Strategy
Additional information
A
Bull spread
European call options with strike prices of $15 and $20,
maturing in 6 months
B
Bear spread
European put options with strike prices of $15 and $20, maturing
in 6 months
C
Butterfly spread using calls
European call options with strike prices of $15, $18 and $20,
maturing in 1 year
D
Butterfly spread using puts
European put options with strike prices of $15, $18 and $20,
maturing in 1 year
E
Straddle
Options with strike price of $18, maturing in 6 months
F
Strangle
Options with strike prices of $18 and $20, maturing in 6
months
i want the bull spread
and i want question number 3 urgent
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