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2) Suppose that the price of a non-dividend-paying stock is $37, its volatility is 30%, and the risk-free rate for all maturities is 7% per

2) Suppose that the price of a non-dividend-paying stock is $37, its volatility is 30%, and the risk-free rate for all maturities is 7% per annum. Provide a table showing the relationship between profit and final stock price for a butterfly spread using European put options with strike prices of S30, S35, and $40 and a maturity of one year. Ignore the impact of time value of money

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