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An investor takes the following yen option positions simultaneously: buy a call option with a strike price of $0.01206/ and a premium of $0.052/ sell
An investor takes the following yen option positions simultaneously:
buy a call option with a strike price of $0.01206/ and a premium of $0.052/
sell a call with a strike price of $0.01474/ and a premium of $0.0416/.
If the spot price is ultimately $0.0134/, what would be the investor's profit/loss in $ per at maturity?
a. $0.0117Ob. None of the options c. $-0.01 O d. $-0.0091 Oe. $-0.0077
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