Suppose the investor buys 100 shares of AnTech stock at the current price and one call option on this stock for $475.94, the fair price we calculated in the previous example. Use simulation to find...

Suppose the investor buys 100 shares of AnTech stock at the current price and one call option on this stock for $475.94, the fair price we calculated in the previous example. Use simulation to find the return on the investor’s portfolio as of the exercise date.

Objective To use simulation to evaluate a portfolio containing the stock and a call option on the stock.