Consider a synthetic forward option, with the strike price, K = $19, while the initial stock price = So = $20. This includes a purchase of put and selling call at time T =1 year. Assume that S = $18 •...

Consider a synthetic forward option, with the strike price, K = $19, while the initial stock price = So =<br>$20. This includes a purchase of put and selling call at time T =1 year.<br>Assume that S = $18<br>• Evaluate the payoff<br>• Find the profit<br>

Extracted text: Consider a synthetic forward option, with the strike price, K = $19, while the initial stock price = So = $20. This includes a purchase of put and selling call at time T =1 year. Assume that S = $18 • Evaluate the payoff • Find the profit

Jun 10, 2022

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Consider a synthetic forward option, with the strike price, K = $19, while the initial stock price = So = $20. This includes a purchase of put and selling call at time T =1 year. Assume that S = $18 •...

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