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Consider a straddle position where the investor purchases the 3-month call and put options with strike prices of 50 dollars. Here are options prices: C(X=50)=5.26
Consider a straddle position where the investor purchases the 3-month call and put options with strike prices of 50 dollars. Here are options prices: C(X=50)=5.26 dollars, and P(X=50)=4.64 dollars. What is the minimum profit?
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