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4. (10p) A call option with strike price of NOK60 costs NOK6. A put option with the same strike and expiration date costs NOK4. Construct

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4. (10p) A call option with strike price of NOK60 costs NOK6. A put option with the same strike and expiration date costs NOK4. Construct a table that shows the profit from a straddle. For what range of stock prices would the straddle lead to a loss? You may assume that the interest rate is zero

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