Compute intrinsic values and time values and lower bounds

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Compute the intrinsic values, time values, and lower bounds of the following calls. Identify any profit opportunities that may exist.

Treat these as American options for purposes of determining the intrinsic values and time values and European options for the purpose of determining the lower bounds.

a. July 160

b. October 155

c. August 170.

Reference no: EM131324456

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