Case | HBS Case Collection | January 1995

Keller Fund's Option Investment Strategies, The

by W. Carl Kester

Abstract

A closed-end mutual fund's decision to study option trading provides an opportunity to study the profit profile and pricing of multiple option investment strategies (e.g., buy a call, buy a put, write a call, buy stock-write call, etc.). This case is designed to provide students with an introduction to option pricing.

Keywords: Investment Funds; Stock Options; Profit; Price; Strategy; Financial Services Industry;

Citation:

Kester, W. Carl. "Keller Fund's Option Investment Strategies, The." Harvard Business School Case 295-096, January 1995.