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6. A condor strategy is a combination of a long bull spread on two European call options with strike prices K, and K2, and a

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6. A condor strategy is a combination of a long bull spread on two European call options with strike prices K, and K2, and a long bear spread on two European call options with strike prices K3 and K4. All options have the same maturity date and are written on the same underlying asset. The strike prices are chosen such that ki

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