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Consider a portfolio consisting of one share and several European call options with the same expiry, but different strike prices. The payoff diagram of

Consider a portfolio consisting of one share and several European call options with the same expiry, but different strike prices. The payoff diagram of the portfolio is given by the following figure. Find the strike prices and the positions of each call option. 25 25 20 20 15 Payoff 10 5 Portfolio payoff 0 0 5 10 15 20 Stock price 20 25 25 50 30

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