個案總覽

Excel spreadsheet for instructors.

Excel spreadsheet for students.

In 2014, an Amazon stockholder wants to decide the long/short positions for several put options that would result in the lowest risk at the best possible return on her stocks. In particular, she is looking to generate as much return as the status quo strategy where no put options are used.

An Amazon stockholder wants to decide the long/short positions for several put options that would result in the lowest risk at the best possible return on her stocks. In particular, she is looking to generate as much return as the status quo strategy where no put options are used.

Student spreadsheet for W15005.