Archive for January 31st, 2010
RamiS asked:
I have a portfolio with some stocks, 2 short put options (cash secured) and 1 short covered call. I would like to estimate beta for the portfolio.
I have a portfolio with some stocks, 2 short put options (cash secured) and 1 short covered call. I would like to estimate beta for the portfolio.
Should I ignore options?
Should I take them into account with some probabilities?
If so, how to calculate relative weight of each underlying stock – should I use strike or current price for this calculation?
What to take as 100% – the current value of the portfolio or deduct the options value and add the newly calculated “what if” underlying stock value?
Many thanks…
Ben Ross
Anita asked:
in sewing or fashion design
Jeanie Welty
in sewing or fashion design
Jeanie Welty