Verify that you earn the same profit and payoff by (a) buying the S&R index for $1000

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Verify that you earn the same profit and payoff by

(a) buying the S&R index for $1000 and

(b) buying a 950-strike S&R call, selling a 950-strike S&R put, and lending $931.37.

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Derivatives Markets

ISBN: 978-0321280305

2nd Edition

Authors: Robert L. McDonald

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