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Compute the expected return for the worst possible outcome

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Reference no: EM131637968

Question: Within the framework of the binomial model used above consider an analyst who has reasons to believe that the stock price will fall, but no more than 20% after 20 days. For a bear spread with strikes $56 and $58 constructed from put options compute the expected return, risk, and VaR for the worst possible outcome.

Reference no: EM131637968

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