Data for September 16 Calls Puts 50,000 Australian dollar options (cents per unit) 64 Oct 65 Oct 67 Oct 31,250 British pounds (cents per unit) 152.5 Dec 155 Oct 155 Nov 0.48 0.90 0.22 1 4.10 1.50 3.62 2.35

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
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P2: Given the following information, how much would you have paid on September 16 to purchase a British pound call option contract with a strike price of 155 and a maturity of October? Notice that the contract size is £31, 250. P3: Using the data in Problem 2, how much would you have paid to purchase an Australian dollar put option contract with a strike price of 65 and an October maturity? 

Data for September 16
Calls
Puts
50,000 Australian dollar options (cents per unit)
64 Oct
65 Oct
67 Oct
31,250 British pounds (cents per unit)
152.5 Dec
155 Oct
155 Nov
0.48
0.90
0.22
1
4.10
1.50
3.62
2.35
Transcribed Image Text:Data for September 16 Calls Puts 50,000 Australian dollar options (cents per unit) 64 Oct 65 Oct 67 Oct 31,250 British pounds (cents per unit) 152.5 Dec 155 Oct 155 Nov 0.48 0.90 0.22 1 4.10 1.50 3.62 2.35
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