case02 - Option strike prices K_1 20.0 K_2 22.5 K_3 25.0...

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Option strike prices K_1 20.0 K_2 22.5 K_3 25.0 Options Strategies S_T Put K_1 Put K_2 Put K_3 Call K_1 Call K_2 Call K_3 a b c d e f 17.5 2.5 5.0 7.5 0.0 0.0 0.0 22.5 17.5 0.0 5.0 2.5 0.0 18.0 2.0 4.5 7.0 0.0 0.0 0.0 22.5 18.0 0.0 5.0 2.0 0.0 18.5 1.5 4.0 6.5 0.0 0.0 0.0 22.5 18.5 0.0 5.0 1.5 0.0 19.0 1.0 3.5 6.0 0.0 0.0 0.0 22.5 19.0 0.0 5.0 1.0 0.0 19.5 0.5 3.0 5.5 0.0 0.0 0.0 22.5 19.5 0.0 5.0 0.5 0.0 20.0 0.0 2.5 5.0 0.0 0.0 0.0 22.5 20.0 0.0 5.0 0.0 0.0 20.5 0.0 2.0 4.5 0.5 0.0 0.0 22.5 20.5 0.5 4.5 0.0 0.5 21.0 0.0 1.5 4.0 1.0 0.0 0.0 22.5 21.0 1.0 4.0 0.0 1.0 21.5 0.0 1.0 3.5 1.5 0.0 0.0 22.5 21.5 1.5 3.5 0.0 1.5 22.0 0.0 0.5 3.0 2.0 0.0 0.0 22.5 22.0 2.0 3.0 0.0 2.0 22.5 0.0 0.0 2.5 2.5 0.0 0.0 22.5 22.5 2.5 2.5 0.0 2.5 23.0 0.0 0.0 2.0 3.0 0.5 0.0 23.0 22.5 3.0 2.0 0.0 2.0 23.5 0.0 0.0 1.5 3.5 1.0 0.0 23.5 22.5 3.5 1.5 0.0 1.5 24.0 0.0 0.0 1.0 4.0 1.5 0.0 24.0 22.5 4.0 1.0 0.0 1.0 24.5 0.0 0.0 0.5 4.5 2.0 0.0 24.5 22.5 4.5 0.5 0.0 0.5 25.0 0.0 0.0 0.0 5.0 2.5 0.0 25.0 22.5 5.0 0.0 0.0 0.0 25.5 0.0 0.0 0.0 5.5 3.0 0.5 25.5 22.5 5.0 0.0 0.5 0.0 26.0 0.0 0.0 0.0 6.0 3.5 1.0 26.0 22.5 5.0 0.0 1.0 0.0 26.5 0.0 0.0 0.0 6.5 4.0 1.5 26.5
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This note was uploaded on 11/25/2011 for the course BUSI 588 taught by Professor Staff during the Fall '10 term at UNC.

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case02 - Option strike prices K_1 20.0 K_2 22.5 K_3 25.0...

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