misc options q's

Discussion in 'Options' started by erasmus, Jul 22, 2008.

  1. erasmus


    just wondering if two underlyings have the same correlation (in terms of price), do their IV's also have that same correlation?

    also, with:

    under case 3, shouldn't the buying and selling of yen leave a net balance of 2.4million yen i.e. $22,857 USD hedging profit (not the stated 7582 USD) ?