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If You Were to Purchase an October Option with an Exercise

question 95

Multiple Choice

If you were to purchase an October option with an exercise price of 50 for $8 and simultaneously sell an October option with an exercise price of 60 for $2, you would be


Definitions:

Security Market Line

A graphical representation in finance that shows the expected return of assets or portfolios as a function of their risk (beta), according to the Capital Asset Pricing Model.

Expected Return

is the average return anticipated on an investment, factoring in the probability of each possible outcome.

Beta Coefficient

A measure of a stock's volatility in relation to the overall market, indicating the stock's risk compared to the market average.

Systematic Risk

The risk inherent to the entire market or market segment, indicating how fluctuations in the market can affect individual investments.

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