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0.2. Option portfolio. We consider the following portfolio V of options for an underlying asset: 1 long put with K=100,2 short puts with K=150,1 long
0.2. Option portfolio. We consider the following portfolio V of options for an underlying asset: 1 long put with K=100,2 short puts with K=150,1 long put with K=250. All options have the same expiration T. (a) Find the payoff VT of the option at expiration T as a function of ST. (b) Draw the graph of the payoff
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