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Your portfolio consists of 2 shares of Stock XYZ and 2 short call options on XYZ with a strike price 600 and 1 long call option on XYZ with a strike price 1400 . Both options expire in 6 months. The current price of XYZ is 1000 . What is the payoff of your portfolio in 6 months when the stock price in 6 months turns out to be (1) S6m=500; (2) S6m=1000; and (3) S6m=1500 ? [10 points for each] Hint: Suppose you own 100 shares of Apple in your portfolio then the value of your portfolio at time t should be 100stheprice of APPL at time t (1) Points possible: 10 (2) Points possible: 10 (3) Points possible: 10.

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Your portfolio consists of 2 shares of Stock XYZ and 2 short call options on XYZ with a strike price 600 and 1 long call option on XYZ with a strike price 1400 . Both options expire in 6 months. The current price of XYZ is 1000 . What is the payoff of your portfolio in 6 months when the stock price in 6 months turns out to be (1) S6m=500; (2) S6m=1000; and (3) S6m=1500 ? [10 points for each] Hint: Suppose you own 100 shares of Apple in your portfolio then the value of your portfolio at time t should be 100stheprice of APPL at time t (1) Points possible: 10 (2) Points possible: 10 (3) Points possible: 10

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