SCORP Has Puts and Calls Available for Trading for the Expiration

question 20

Essay

SCORP has puts and calls available for trading for the expiration months of June, September, and December. For the trading day May 2, 199X, SCORP closed at $40 per share. Strike prices for SCORP are $35, $40, and $45. The following prices for the 9 call options (3 expiration dates and 3 strike prices) for this date were (in scrambled order):
A. $5 \quad 1/2$
F. $\quad 4\quad 7 /8$
B. 4
G. $\quad 3 / 4$
C. $2\quad1 / 16$
H. $7\quad1 / 4$
D. $6\quad3 / 8$
E. $3\quad1 / 8$


Fill in the following matrix of prices for these calls, using LETTERS ONLY (i.e., A through I)
$\begin{array} { l c c } & \text { June }& \text {September } & \text { December } \\ \$ 35 & \underline{\quad\quad}&\underline{\quad\quad}&\underline{\quad\quad} \\\$ 40 & \underline{\quad\quad}&\underline{\quad\quad} &\underline{\quad\quad}\\\$ 45 &\underline{\quad\quad}&\underline{\quad\quad}&\underline{\quad\quad}\end{array}$

---

Definitions:

Permanent

Lasting or intended to last or remain unchanged indefinitely.

Portion

A part of a whole, especially a specific amount of food allocated to serve as a single serving or component of a meal.

Levels-Of-Processing Model

The memory model that describes maintenance rehearsal as “shallow” processing and elaborative rehearsal as “deep” processing.

Deep Processing

A method of learning in which information is analyzed in a meaningful way, leading to better recall than through shallow processing.