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| Testimonials |
| I passed! I did not get a chance to tell you before the exam - but your site was excellent. I will definitely take it next year for Level 2. Tamara Schultz |
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| options anyone ? | Santa @ 2010-03-08 10:07:30 |
Suppose that c1, c2, c3 are the prices of european call options with strike prices K1, K2, K3.
K3>K2>K1 and K3-K2 = K2-K1
All options have the same maturity.
SHOW THAT : c2 <= {0.5(c1+c3)}
Method to be used : porfolio that is long one option with K1, long one option with K3 and short two options with K2. |
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89 days left until the 12/2010 Level 1 exam
