QUESTION 22 Followings are the strike prices and the relevant options prices for both put and call options. All options are of same maturity. Strike Price Option Price In $ Call Option Put Option 32...

Help me with this question please

Extracted text: QUESTION 22 Followings are the strike prices and the relevant options prices for both put and call options. All options are of same maturity. Strike Price Option Price In $ Call Option Put Option 32 $3.1 $1.1 40 $2.9 $1.5 45 $2.7 $2.0 48 $2.5 $2.6 Suppose that an investor is interested to construct a butterfly spread using call option information above. If the market price of underlying at maturity is $45, complete the table below? Option ST K Position f (premium, price, value) Net Pay off $45 $ 24 Long call 24 Short call $45 $ %24 %24 %24 Short call $45 $ ll ona Click Save and Submit to save and submit. Click Save All Answers to save all answers.


Extracted text: 40 $2.9 $1.5 45 $2.7 $2.0 48 $2.5 $2.6 Suppose that an investor is interested to construct a butterfly spread using call option information above. If the market price of underlying at maturity is $45, complete the table below? Option ST K Position f (premium, price, value) Net Pay off $45 $ Long cll 2$ $ Short call $45 $ %24 2$ Short call $45 $ %24 24 Long call $45 $ $ 24 Strategy cost 24 Strategy Pay off %24