1. Amazons stock price is currently $3,084 and call options with exactly 3 months to...
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1. Amazons stock price is currently $3,084 and call options with exactly 3 months to expiration and an exercise price of $3,100 are quoted at $208. The 3-month T-bill rate is currently 0.75% and the stock does not pay dividends. Based on this information, what is the implied standard deviation of Amazon stock returns, in annual terms, over the next 3 months?
2. A synthetic portfolio for a short call option consists of:
A. short zero-coupon bond, long put and long underlying asset.
B. long zero-coupon bond, long put and long underlying asset.
C. long zero-coupon bond, short put and long underlying asset.
D. long zero-coupon bond, short put and short underlying asset.
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