shambrayperkins
shambrayperkins
15.11.2019 • 
Mathematics

Let s, c, and p be a stock; a stock, a european call on the stock, and a european put on the stock. the prices of each are 42. 4.15, and 1.70, respectively. two investors, a and b, invest in portfolios containing quantities of the call and the put on the stock. investor a purchases 2 calls and 1 put. the elasticity of a's portfolio is 3.36. investor d purchases 4 calls and writes 6 puts. delta_b = 4.8. what is the elasticity of the call? what is the dividend rate of s?

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