Suppose a stock has historical volatility of 15 and the, Ask an Expert

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Suppose a stock has historical volatility of 15% and the market is pricing options on that stock based on this historical volatility. The volatility will increase 25% in the future. The stock is trading at $35.00 and you want to make a profit.

How would you form an options strategy?

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M92335349

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