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Consider a straddle with strike price 55 expiring in T = 0.75 years that was constructed from a call option that cost 4 dollars and
Consider a straddle with strike price 55 expiring in T = 0.75 years that was constructed from a call option that cost 4 dollars and a put option that cost 2 dollars. Assume the risk- free rate is zero. What values of S_T will lead to a profit on the straddle
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