Hi Acted guys, In the core study notes I haven't seen anywhere they've developed theories or provided facts concerning porfolio of options. Yet Q3 in chapter 15 of your CM2 paper B online resources is based on this. What's the motivation behind such questions? Should I expect such things in the exam?
Hello In short (no pun intended), the rationale is that there have been exam questions in the past involving portfolios of options. Most recent example being April 2019 CM2 Paper B Q3. Another nice example is April 2006 CT8 Q8 if that's helpful to practise on. Anna