What is more expensive to buy: (a) A 100110120 butterfly spread using calls (b) A 90100110120 condor?
Question:
What is more expensive to buy:
(a) A 100–110–120 butterfly spread using calls
(b) A 90–100–110–120 condor?
Can you decompose condors in any useful way?
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The cost of the butterfly spread is as follows C100 2C110 C120 The cost of the condor is ...View the full answer
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