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25.30. A portfolio has a call option and a short put option on the same stock, both with strike price of 40 and one year

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25.30. A portfolio has a call option and a short put option on the same stock, both with strike price of 40 and one year expiry. You are given: (1) The stock's price is 45. (ii) The stock pays no dividends. (iii) The continuously compounded risk-free interest rate is 4%. Calculate the elasticity of the portfolio 25.30. A portfolio has a call option and a short put option on the same stock, both with strike price of 40 and one year expiry. You are given: (1) The stock's price is 45. (ii) The stock pays no dividends. (iii) The continuously compounded risk-free interest rate is 4%. Calculate the elasticity of the portfolio

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