Q. According to the Black Scholes model, the short term seller receives today's price which

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Q. An investor who writes stock call options in his own portfolio is classified as

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Q. According to put call parity relationship, a call option minus put option in addition with present value of exercise is equal to

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Q. The current value of stock included in portfolio is subtracted from current option price to calculate

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Q. In financial planning, the most high option price will lead to

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Q. The current option is $700 and the current value of stock in portfolio is $1400 then the present value of portfolio will be

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Q. The present value of portfolio is $500 and the current option price is $1200 then the value of stock included in portfolio will be

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Q. The present value of portfolio is $1300 and the current value of stock in portfolio is $2300 then the current option price will be

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Q. An investor who buys shares and writes a call option on stock is classified as

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Q. The value of stock is $1000 and the current value of portfolio is $1500 then the obligation to cover call option will be

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Q. In an option pricing, a rises in risk free rate results in option's value

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Q. If the current price increases from lower to higher then an

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Q. In financial planning, the formula MAX[current price of stock-strike price‚0] is used to calculate

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Q. According to put call parity relationship, the call option plus present value of exercise price minus stock is to calculate

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Q. When two portfolios have identical values and payoffs then it is classified as

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Q. The greater value of the option, the larger span of time value is usually results in

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Q. The price at which the European and American options can be exercised is classified as

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Q. The current option price is added to present value of portfolio for calculating

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Q. In the options pricing, an exercise price rises from lower to higher which leads to

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Q. In the stock option, a little chance exists for large gain on stock when the price of stock

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