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January 28th, 2013, 06:22 AM  #1 
Newbie Joined: Jan 2013 Posts: 3 Thanks: 0  options
Propose a portfolio of European call and put options with various strike prices for the eventual price of CBC (Certain Base Commodity) which has a prescribed payoff (premium) function P. Namely, P is piecewise linear and continuous with the values at nodal points P(0) = 0, P(2) = 12, P(4) = 8, P(5) = 4, P(6) = 8, P( = 12, P(10) = 0 and P(x) = 0 for x > 10. Attn. Try to have&emit(sell) as few options as possible thank you!! 

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