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r =10%, S = \$100, 6 month 110 call = \$9.34, 6 month 120 Call = \$6.25 6 month 90 put = \$4.77, 6 month 100 put = \$8.

r =10%, S = \$100, 6 month 110 call = \$9.34, 6 month 120 Call = \$6.25
6 month 90 put = \$4.77, 6 month 100 put = \$8.71
Find the price range such that you make money under each of the following cases 6 months
later. (Don't forget time value.) (Draw a diagram for each case)
a) long 3 6-month 90 Put + write 1 6-month 100 Put
b) long 1 share + long 1 6-month 100 Put
c) long 1 share +long 2 6-month 100 Put
d) long 1 share + write 1 6-month 110 Call + write 1 6-month 90 Put
e) long 1 share + write 1 6-month 110 Call + long 1 6-month 90 Put

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