9. The current stock price of ABC Corporation is 50. Prices for six-month calls on ABC are...

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9. The current stock price of ABC Corporation is 50. Prices for six-month calls on ABC are given in the following table:

Draw a profit diagram of the following strategy: Buy one 40 call, write two 50 calls, buy one 60 call, and write two 70 calls.

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Financial Modeling

ISBN: 9780262024822

2nd Edition

Authors: Simon Benninga

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