The assignment is about the construction of a Barrier Reverse Convertible (BRC) linked to a particular stock. Each student is assigned one stock (I got Apple, AAPL), for which he or she should design and investigate the product. Students should look themselves for relevant market data. Consider USD as the currency and elaborate on an appropriate choice for the dividend yield and the in- terest rate.
Each student can choose the starting date (t = 0) of the product. This can be any date from now (March 2024) until the deadline (17 May 2024).
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