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A firm has a receivable of SFr 3,600,000.00. They hedge this exposure with a put option with a strike price of $13750 /
Posted: Sun May 08, 2022 10:36 am
by answerhappygod
- A Firm Has A Receivable Of Sfr 3 600 000 00 They Hedge This Exposure With A Put Option With A Strike Price Of 13750 1 (13.32 KiB) Viewed 21 times
A firm has a receivable of SFr 3,600,000.00. They hedge this exposure with a put option with a strike price of $13750 / SFr. The premium of the option is $0.0825. If at the time of payment the spot price ends up equal to $1.2650 / SFr. how much did the firm end up with? $4.257.000 $4,554,000 $4.950,000 None of the alternatives $4,653,000