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Diverse questions 2 (1 question - 4 minutes - 4 points). 3. Facebook (FB) is trading at 246.8 USD per share. The current
Posted: Tue Jan 18, 2022 12:57 pm
by answerhappygod
- Diverse Questions 2 1 Question 4 Minutes 4 Points 3 Facebook Fb Is Trading At 246 8 Usd Per Share The Current 1 (76.69 KiB) Viewed 108 times
Diverse
questions 2 (1
question - 4 minutes - 4 points). 3. Facebook (FB) is trading at 246.8 USD per share. The current price of a 4-month European Call on FB with strike price 232 is 1.36 USD while a European put with the same characteristics is trading at 2.82 USD. If the risk-free interest rate (rf) is 1.40%. Explain what is the optimal strategy and the expected return of this strategy.