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You buy a call with a strike price of $85 on stock that you have shorted at $85

ID: 2778586 • Letter: Y

Question

You buy a call with a strike price of $85 on stock that you have shorted at $85 (this is a “protective call”). What are the expiration date profits to this position for stock prices of $75, $80, $85, $90, and $95 if the call premium is $6.20? (Negative amounts should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations. Round your Call profit and Net profit answers to 2 decimal places. Omit the "$" sign in your response.)

Stock Price     Short Profit     Call Payoff     Call Profit Net Profit   $75     $    $    $    $      $80     $    $    $    $      $85     $    $    $    $      $90     $    $    $    $      $95     $    $    $    $   

Explanation / Answer

Calculation of Net Profits:

Stock Price

    Short Profit

    Call Payoff

    Call Profit

Net Profit

A

B

C = B-6.20

A+C

   $75    

$             10.00

$                  -  

$          (6.20)

$           3.80

(85-75)

(0-6.20)

   $80    

$               5.00

$                  -  

$          (6.20)

$         (1.20)

(85-80)

(0-6.20)

   $85    

$                    -  

$                  -  

$          (6.20)

$         (6.20)

(85-85)

(0-6.20)

   $90    

$             (5.00)

$              5.00

$          (1.20)

$         (6.20)

(85-90)

(90-85)

(5-6.20)

   $95    

$           (10.00)

$           10.00

$            3.80

$         (6.20)

(85-95)

(95-85)

(10-6.20)

Calculation of Net Profits:

Stock Price

    Short Profit

    Call Payoff

    Call Profit

Net Profit

A

B

C = B-6.20

A+C

   $75    

$             10.00

$                  -  

$          (6.20)

$           3.80

(85-75)

(0-6.20)

   $80    

$               5.00

$                  -  

$          (6.20)

$         (1.20)

(85-80)

(0-6.20)

   $85    

$                    -  

$                  -  

$          (6.20)

$         (6.20)

(85-85)

(0-6.20)

   $90    

$             (5.00)

$              5.00

$          (1.20)

$         (6.20)

(85-90)

(90-85)

(5-6.20)

   $95    

$           (10.00)

$           10.00

$            3.80

$         (6.20)

(85-95)

(95-85)

(10-6.20)

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