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A United States investor writes four naked call option contracts. The option price is $2, the strike price is $100.00, and the stock price is

A United States investor writes four naked call option contracts. The option price is $2, the strike price is $100.00, and the stock price is $105.00. What is the investor's initial margin requirement?

A. $4,800

B. $6,800

C. $8,800

D. $9,200

E. $10,800

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