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4516Protected Half-Participation Note 1What static portfolio replicates the payoff 95 + 0.5*min((S T-100) +, 20)?数理金融简单essay未尝试面试订阅4517Stock With Upside Fee Cap 2What static portfolio replicates the payoff S T - min((S T-105) +, 15)?数理金融简单essay未尝试面试订阅4518Downside Floor On Fractional Stock 3What static portfolio replicates the payoff max(100, 0.8 S T)?数理金融简单essay未尝试面试订阅4519Shifted Stock With Cap 4What static portfolio replicates the payoff min(110, S T + 10)?数理金融简单essay未尝试面试订阅4521Bonus Corridor Note From a Verbal PayoffA note pays 100 if S T <= 100, then rises dollar-for-dollar with S T between 100 and 130, and is capped at 130 above that. Describe a static replication using bonds and vanilla options.数理金融中等essay未尝试面试订阅4522Soft Downside Deductible 7What static portfolio replicates the payoff 100 - min((90-S T) +, 10)?数理金融中等essay未尝试面试订阅4523Share Plus Cash Cap 8What static portfolio replicates the payoff 5 + min(S T, 105)?数理金融中等essay未尝试面试订阅4524Half Share With Floor 9What static portfolio replicates the payoff 0.5 S T + 0.5 max(S T, 100)?数理金融中等essay未尝试面试订阅4525Half-Participation Capped Upside NoteA structured note guarantees 100. Above S T = 120 it participates in 50% of upside until S T reaches 140, and above 140 no further upside is paid. What static replication matches this payoff?数理金融中等essay未尝试面试订阅4526Equity Participation With a Put CushionA payoff gives 90% of the stock value at maturity and, if the stock finishes below 100, adds 30% of the shortfall from 100. Describe a static replication with simple building blocks.数理金融中等essay未尝试面试订阅4527Two-Ramp Corridor PayoffA payoff is zero below 95, rises one-for-one with S T between 95 and 110, stays flat between 110 and 135, and then resumes rising one-for-one above 135. What static option portfolio replicates it?数理金融中等essay未尝试面试订阅4528Capped Downside Insurance StripA protection strip pays nothing above 85, then increases dollar-for-dollar as S T falls from 85 to 70, but below 70 the protection is capped at 15. What static replication matches it?数理金融中等essay未尝试面试订阅4529Stock Plus Loss Cap 14What static portfolio replicates the payoff S T - (95-S T) + + (80-S T) +?数理金融中等essay未尝试面试订阅4530Cash Floor With Limited Upside ParticipationA product pays 92 if S T <= 100. Between 100 and 115 it rises with slope 0.7, and above 115 the payoff is capped. What static replication do you use?数理金融中等essay未尝试面试订阅4531Static Replication Scenario 16Why does exact static replication usually work best for piecewise-linear terminal payoffs?数理金融中等essay未尝试面试订阅4532Static Replication Scenario 17Why can a sparse strike grid turn an exact static hedge into only an approximate one?数理金融中等essay未尝试面试订阅4533Static Replication Scenario 18Why is replacing a true digital payoff with a narrow call spread only an approximation in practice?数理金融中等essay未尝试面试订阅4534Static Replication Scenario 19Why can American-style exercise features break a clean European static-replication argument?数理金融中等essay未尝试面试订阅4535Static Replication Scenario 20Why does static payoff replication still leave you exposed to the prices of the building blocks at inception?数理金融中等essay未尝试面试订阅4536First Building Blocks for a Flat-Then-Ramp-Then-Flat PayoffA payoff is flat below K1, rises with constant slope 0.4 between K1 and K2, and is flat again above K2. Before writing numbers, what static building blocks should you try first, and why?数理金融中等essay未尝试面试订阅