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Question
The value of an Asian put option is computed using the geometric average strike. What is the expected payoff if the observed prices to date are 71, 72, 70, 68, 69, and 68, respectively?A) 1.35
B) 1.45
C) 1.55
D) 1.65
Answer
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Related questions
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Q:
What is the total dollar cost to create a delta hedge position against a 200 short call position? Assume calls are priced at $4.16, the delta is 0.7644, and stock price is $73.00.
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