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9. Consider the following options portfolio: You write a November 2019 expiration call option on company ABC with exercise price $8O. You also wite a
9. Consider the following options portfolio: You write a November 2019 expiration call option on company ABC with exercise price $8O. You also wite a November expiration ABC put option with exercise price S75. What will be the profit loss on this position if ABC is selling at S77 on the option expiration date? Use option prices from figure below Underlying stock price S75.95 Company JKL Strike Call 3.95 1.65 Put s.01 5.72 Expiration Oct-19 Oct-19 75 80 Nov-19 Nov 19 485 264 75 5 97 80 674
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