The payoff from a european style look-back put option

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Reference no: EM132032637

1. The payoff from a European style Look-back put option is:

A. The amount that the final asset price exceeds the minimum asset price achieved during the life of the option

B. The amount that the final asset price exceeds the maximum asset price achieved during the life of the option

C. The amount that the minimum asset price achieved during the life of the option exceeds the final asset price

D. The amount that the maximum asset price achieved during the life of the option exceeds the minimum asset price during the life of the option

E. The amount that the maximum asset price achieved during the life of the option exceeds the final asset price

2. If the delta of a put option on a $22 strike price expiring in May is 0.25, what is the delta of

a call on a $22 strike price expiring in May?

A. -0.25

B. -0.75

C. 0.50

D. 0.25

E. Impossible to know

Reference no: EM132032637

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