33. percent C) 3.67 percent D) 4.04 percent E) 4.92 percent 23. If you are both long 100 shares of the 1-year $2550-strike call option on the SPX, and long 100 shares of the 1-year $2550-strike put option on the SPX, what will be your payoff if the index level at the expiry (1 year later) reaches $2,500. A) -55000 B) 55000 C) 5000 D) 45000