Epstein File EFTA01364460: Asset (DS10)

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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01364460: Asset (DS10)

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Investment options analysis document describing multi-asset risk premia portfolio strategies with option pricing models. The document presents cost calculations for 2-year and 3-year put options at various strike prices (90% and 85%) on multi-asset risk premia portfolios, with specific premium costs ranging from 0.45% to 1.45% depending on maturity and strike selection.

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Excerpt 1

/ Multi-**Asset** Risk Premia Portfolio Option Pricing* However, a 2-year 90% put on Multi-**Asset** Risk Premia Portfolio TV5 costs 0.85%, or approx. 0.45% per

Excerpt 2

Maturity / Strike 90% Strike 85% Strike TV5 2 years 0.85% - 3 years 1.45% 0.60% Similarly, a 2-year 90% put on Multi-**Asset** Risk Premia Portfolio TV8 costs