16. In the previous problem we saw that a ratio spread can have zero initial premium. Can...

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16. In the previous problem we saw that a ratio spread can have zero initial premium.

Can a bull spread or bear spread have zero initial premium? A butterfly spread? Why or why not?

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Derivatives Markets Pearson New International Edition

ISBN: 978-1292021256

3rd Edition

Authors: Robert L. Mcdonald

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Question Posted: Jul 24, 2024 10:04 AM

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16. In the previous problem we saw that a ratio spread can have zero initial premium. Can...

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Derivatives Markets Pearson New International Edition

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