Let 10%, $100 rS , 6 month 110 call $6.52, 6 month 120 Call $3.67, 6 month 90 put $2.64, 6 month 100 put $6.03.
Find the price range such that you make money 6 months later under each of the following cases. (Don't forget time value.)
a) long 1 share
b) long 1 6-month 110 call (each option is on 1 share)
c) sell 1 6-month 120 call (each option is on 1 share)
d) long 1 6-month 110 call and long 1 6-month 120 call
e) long 1 6-month 90 put
f) sell 1 6-month 100 put