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Consider an investor with a position consisting of 1 long European call and 1 long European put, both having strike price of $50. The current
Consider an investor with a position consisting of 1 long European call and 1 long European put, both having strike price of $50. The current underlying asset price is $50. The call price is $3 and the put price is $2. With this position, if the stock price at maturity is above ___AND below___, the investor CANNOT make a profit.
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