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33) Consider the following options portfolio: Buy 1 call option with strike price of 75 and premium of 20 dollars, and Sell 1 call option

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33) Consider the following options portfolio: Buy 1 call option with strike price of 75 and premium of 20 dollars, and Sell 1 call option with strike price of 125 and premium of 10 dollars. What would be the profit and loss diagram of this options portfolio at the terminal date? a) c) 10 Profit/ Loss Profit/ Loss -40 L 35 50 150 175 200 0 50 75 100 125 Stock price (ST) 75 100 125 Stock price (ST) 150 115 200 b) 1 d) 101 Profit/Loss Profit/Loss 5 50 75 100 125 Stock price (ST) 150 175 200 0 25 50 75 100 125 Stock price (ST) 150 175 200

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