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Question
Assume that a $50 strike put pays a 2.0% continuous dividend, r = 0.07, σ = 0.25, and the stock price is $48.00. What is the profit or loss, per share, for a short put position if the option expires in 60 days and the price rises to $50.00 after 5 days?A) $1.05 loss
B) $1.05 gain
C) $1.12 gain
D) $1.12 loss
Answer
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Related questions
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