epsi stock price: $178   Expiration date of options: December 9, 2022 (i.e., 1 month from November 11th)   Exercise (or strike) price: $180   Call option value: $2.66   Put option value: $5.35   U.S. Treasury annual yield: 3.71%   Question 2   Suppose you currently own Pepsi stock. You wish to do a “covered call” on Pepsi stock to protect against adverse stock price fluctuations. You use the option data shown above. Sketch a profit graph for this covered call. Briefly discuss the advantages of a covered call over just holding Pepsi stock. No calculations necessary, just discuss

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
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MF1 

Pepsi stock price: $178

 

Expiration date of options: December 9, 2022 (i.e., 1 month from November 11th)

 

Exercise (or strike) price: $180

 

Call option value: $2.66

 

Put option value: $5.35

 

U.S. Treasury annual yield: 3.71%

 

Question 2

 

Suppose you currently own Pepsi stock. You wish to do a “covered call” on Pepsi stock to protect against adverse stock price fluctuations. You use the option data shown above. Sketch a profit graph for this covered call. Briefly discuss the advantages of a covered call over just holding Pepsi stock. No calculations necessary, just discuss

 

 

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