Suppose that you short the S&R index for $1000 and sell a 1000-strike put. Con- struct a

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Suppose that you short the S&R index for $1000 and sell a 1000-strike put. Con- struct a table mimicking Table 3.1 which summarizes the payoff and profit of this position. Verify that your table matches Figure

 LO.1

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Derivatives Markets

ISBN: 978-0321280305

2nd Edition

Authors: Robert L. McDonald

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