Index of [finpko.ku.edu]

Explain why it is not possible to set up a position in the stock and the option that remains riskless for the whole of the life of the option. The riskless portfolio consists of a short position in the option and a long position in shares. Because changes during the life of the option, this riskless portfolio must also change. ................
................

In order to avoid copyright disputes, this page is only a partial summary.

Google Online Preview   Download