有26个模型,包括:Basic Arbitrage Model、Leveraged Recaps – Payment of Large Cash Dividend、Spreadsheet Valuations
| Model 01-01 | | |
Basc ArbirageModel | | |
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| | | $30 | | $30 | | |
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| | | $44 | | $45 | | |
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| Short
| 1.5 | B | $45 | | $45 | | |
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| Long | 1 | T | -$44 | | -$45 | | |
| | | | ———- | | ———- | | |
| Net | | | $1 | | $0 | | |
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| Investment
| | $44.50 | | | | |
| 1-Month Gain | | | | | |
| Annualized Gain | | | | | |
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