Determining gain or loss on whole stock option portfolio


1) Compute the present price per share (P0) for Olson Corporation, provided the listed information. The data pertain to year just ended.

Sales=10,000units
Sales price per unit=$10
Variable cost per unit=$5
Fixed cost=$10,000
Long-term debt outstanding=$15,000
kd on all long-term debt=5%
Tax rate=30%
Common stock shares outstanding=10,000shares
Beta=1.5
kRF=5%
kM=9%
Dividend payout ratio=40%
Growth rate in earnings and dividends=7%

2) The investor is committed to buying 100 shares of world port management stock in 6 months. She is worried that stock price will rise appreciably over the next six months. Stock is at $45 and she purchases a six month call with a strike of $50. At expiration the stock is at $54. Determine the gain or loss on whole stock option portfolio?

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Finance Basics: Determining gain or loss on whole stock option portfolio
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