Q2. The following table shows the stock price, S, and options premiums for several strike prices and expiration dates. S

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Q2 The Following Table Shows The Stock Price S And Options Premiums For Several Strike Prices And Expiration Dates S 1 (214.96 KiB) Viewed 33 times

Q2. The following table shows the stock price, S, and options premiums for several strike prices and expiration dates. S | K Calls Puts NOV DEC JAN NOV DEC JAN 25 20 - 7.30 .10 .55 25 22.50 3.20 3.40 .60 1.25 25 25 1.50 4.20 1.40 1.95 2.10 25 27.50 .60 .88 3.50 4.00 25 30 .16 .55 .90 5.10 5.40 5.50 Based on the premiums given in the table above, show the complete table of cash flows per share and the P/L profile at JAN expiration of the following strategy: Short 2 at-the money JAN calls and long 4 at-the money JAN puts and long the stock. Q3. Draw the P/L profile at JAN expiration for the strategy in Q2. 1