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Question
What is the payoff on a 90 strike Asian option given it is a geometric average price put? The recent prices are 89, 90, 91, 87, 87, and 88.A) 1.25
B) 1.35
C) 1.45
D) 1.55
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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