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RIsk Managemnt Options

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Thought i had it down, but the first question in the CFA book is throwing me off.

You are bullish about an underlying that is currently trading at a $80. You choose to go long one call option on the undelrying with an exercisep rice of $75 and selling at $10, and go short one call option on the undelrying with an exercise price of $85 and selling at $2. Both the calls epxire in 3 months.

Detemrine the value at expiration and the profit for your strategy under the following outcomes

-Price of the undelrying at expiraiton is $89

-Price of the underlying at expiraiton is $78.

From the description, i know its a bull spread. So i draw it out with the two strike prices.

With the underlying at $89. That means the call option you go long on is worth $14. Subtract the $10 you paid for it, and you have $4. The short call option isn’t worth anything since $89 > $85. But you did make $2 selling it.

So should it be $6? The answer in the book comes up with an aswer of $10. and Then a profit of $2?

Thanks!


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