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12. An at-the-money straddle with maturity T has the strike price K So, and is the sum of an at-the-money call and an at-the-money put.

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12. An at-the-money straddle with maturity T has the strike price K So, and is the sum of an at-the-money call and an at-the-money put. Express the following quantities in terms of du and other BSM model parameters and variables. (a) The price V. of the straddle at time t

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