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Consider a portfolio that consists of buying a call option on a stock and selling a put option. The stock pays continuous dividends at the
Consider a portfolio that consists of buying a call option on a stock and selling a put option. The stock pays
continuous dividends at the yield rate of 5%. The options have a strike of Rs 62 and expire in six months. The
current stock price is Rs 60 and the continuously compounded risk-free interest rate is 10%. Find the elasticity of
this portfolio.
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