P2: Given the following information, how much would you have paid on September 16 to purchase a British pound call option contract with a strike price of 155 and a maturity of October? Notice that the contract size is £31, 250. P3: Using the data in Problem 2, how much would you have paid to purchase an Australian dollar put option contract with a strike price of 65 and an October maturity? Data for September 16 ง Calls Puts 50,000 Australian dollar options (cents per unit) 64 Oct 0.48 65 Oct 0.90 67 Oct 0.22 31,250 British pounds (cents per unit) 152.5 Dec 4.10 155 Oct 3.62 1.50 155 Nov 2.35
P2: Given the following information, how much would you have paid on September 16 to purchase a British pound call option contract with a strike price of 155 and a maturity of October? Notice that the contract size is £31, 250. P3: Using the data in Problem 2, how much would you have paid to purchase an Australian dollar put option contract with a strike price of 65 and an October maturity? Data for September 16 ง Calls Puts 50,000 Australian dollar options (cents per unit) 64 Oct 0.48 65 Oct 0.90 67 Oct 0.22 31,250 British pounds (cents per unit) 152.5 Dec 4.10 155 Oct 3.62 1.50 155 Nov 2.35
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
Problem 1PS
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Transcribed Image Text:P2: Given the following information, how much would
you have paid on September 16 to purchase a British
pound call option contract with a strike price of 155 and
a maturity of October? Notice that the contract size is
£31, 250. P3: Using the data in Problem 2, how much
would you have paid to purchase an Australian dollar
put option contract with a strike price of 65 and an
October maturity?
Data for September 16
ง
Calls
Puts
50,000 Australian dollar options (cents per unit)
64 Oct
0.48
65 Oct
0.90
67 Oct
0.22
31,250 British pounds (cents per unit)
152.5 Dec
4.10
155 Oct
3.62
1.50
155 Nov
2.35
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