An investor sells a European call option with strike price of K and maturity T and buys

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An investor sells a European call option with strike price of K and maturity T and buys a put with the same strike price and maturity. Describe the investor's position.

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Options Futures And Other Derivatives

ISBN: 9780273759072

8th Global Edition

Authors: John Hull

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Question Posted: Oct 21, 2024 08:00 AM

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An investor sells a European call option with strike price of K and maturity T and buys

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Options Futures And Other Derivatives

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