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CTP · Question #525

(Topic 6) A U.S. company that is expecting to receive a payment of C$1,000,000 purchased a put option of C$1,000,000 at a strike price of 1.75 C$/US$. Two days before the receipt of the payment, the…

The correct answer is B. Exercise its put option. See the full explanation below for the reasoning.

Question

  • (Topic 6)

A U.S. company that is expecting to receive a payment of C$1,000,000 purchased a put option of C$1,000,000 at a strike price of 1.75 C$/US$. Two days before the receipt of the payment, the spot rate is 1.85 C$/US$. To maximize its receipt of dollars, the company should do which of the following?

Options

  • BExercise its put option.
  • CPurchase a call option at 1.85.
  • DPurchase a spot contract at 1.85.

How the community answered

(33 responses)
  • B
    79% (26)
  • C
    9% (3)
  • D
    12% (4)

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