Epstein File EFTA01364433: Asset (DS10)

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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01364433: Asset (DS10)

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Investment portfolio analysis document detailing multi-asset risk premia portfolio options with pricing information for put options. The document presents cost structures for 2-year and 3-year put options at various strike prices (90% and 85%), with specific premium percentages ranging from 0.45% to 1.45% for different portfolio vehicles (TV5 and TV8).

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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