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6. Early last year you purchased 500 shares of Mrs. Davis Cookie Company, Inc. (

ID: 2724226 • Letter: 6

Question

6. Early last year you purchased 500 shares of Mrs. Davis Cookie Company, Inc. (Stock symbol CC). You paid $62 per share. The current stock price is $85 per share. You do not want to sell your stock but you want to protect all of your unrealized gain ($23). You believe that the stock may continue to rise by another 4% - 5% and you want your portfolio to benefit from any such price gains. The following options (puts and call) with July expirations are available.

calls

Strike

Premium

Strike

premium

82.5

5.75

82.5

1.05

85

4

85

1.40

87.5

2.45

87.5

2.85

90

1.40

90

5.30

92.5

.70

92.5

8.15

95

0.32

95

12.65

Devise a strategy using options from the above table that is appropriate, given your parameters. Provide a drawing/graph that depicts that strategy.

calls

Strike

Premium

Strike

premium

82.5

5.75

82.5

1.05

85

4

85

1.40

87.5

2.45

87.5

2.85

90

1.40

90

5.30

92.5

.70

92.5

8.15

95

0.32

95

12.65

Explanation / Answer

The best option to protect the unrealized gain and to benefit from any further price gains is to purchase a call option for 87.5 where the premium is 2.45

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