Problem bank

Problem 284 of 333MediumLinear AlgebraP284

State prices from three traded assets

  1. A stock trades at 100 today. In one period it ends at 80, 100 or 125. Three assets trade:

    • a bond paying 1 in every state, priced at 0.95
    • the stock, priced at 100
    • a call on the stock with strike 100, priced at 8

    (a) Find the price of each Arrow-Debreu security (pays 1 in one state and 0 in the other two) by replicating it with the three assets.

    (b) Is there an arbitrage? Keeping the bond and stock prices fixed, for which call prices would there be one?