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1. a. What are the factors that affect the price of an American option?

b. How does each factor impact the price of an American option?

2. What is the delta, theta, and vega of an option?

3. Given the information below, explain how index arbitrage is possible?

1826_Data 1.jpg

Assume at expiration the index is unchanged.

Business Management, Management Studies

  • Category:- Business Management
  • Reference No.:- M92034442

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