=+15. Let 0 < K1 < K2 . At its maturity T, a bear spread pays $A
Question:
=+15. Let 0 < K1
< K2
. At its maturity T, a bear spread pays $A = K2
– K1 if the spot price ST of the underlying is less than K1
, it pays K2
– ST if ST is between K1 and K2
, otherwise it expires worthless. How do you
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