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9. (20 points) Suppose you own 100 shares of stock and you want to protect yourself using the method of portfolio insurance. Suppose that the

9. (20 points) Suppose you own 100 shares of stock and you want to protect yourself using the method of portfolio insurance. Suppose that the stock is currently worth $ 250 per share and your insurance will replace buying a 3 month European put at a strike price of $ 235. Suppose r = 5% and the volatility is 15% per annum. What should you do

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