Assume that a $60 strike call pays a 1.0% continuous dividend, r = 0.05, ? = 0.28, and the stock price is $62.00
What is the profit or loss per share if on a long call position, with 73 days until expiration, the price immediately rises to $63.00?
A) $0.68 gain
B) $0.68 loss
C) $0.88 gain
D) $0.88 loss
A
Business
You might also like to view...
The principal can be held liable for any negligence of her agent committed during the time that
the agent has agreed to act as agent. Indicate whether the statement is true or false
Business
Both ________ and strong culture achieve the same end result of predictability, orderliness, and consistency
A) high formalization B) low departmentalization C) wide span of control D) low work specialization E) people orientation
Business