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Betty and Bob are short one October 50 Straddle and long one January 50 Straddle with sensitivities After 2 weeks compute the change in value

Betty and Bob are short one October 50 Straddle and long one January 50

Straddle with sensitivities

After 2 weeks compute the change in value of the position if the stock

increases by $1 per share, remains the same price, or decreases by

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