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hw3_Derivatives-#1 - $42.00 21000 c If the contracts were...

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Contracts 6 Shares 600 Strike price 40 Price of Option 7 The Minimum cash investment: a) If the stock price is $38.00 18600 Assuming that the options have maturities of less than 9months b) If the stock price is
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Unformatted text preview: $42.00 21000 c) If the contracts were naked, the Initial Margin if the stock price is $38.00 The greater of: $3,360.00 $2,280.00 The Initial margin requirement is therefore $3,360.00...
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