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Consider the following portfolio: Long 0 calls with strike price 141.0 Short 1 calls with strike price 141.0 Long 1 calls with strike price 143.5
Consider the following portfolio:
Long 0 calls with strike price 141.0
Short 1 calls with strike price 141.0
Long 1 calls with strike price 143.5
Short 0 calls with strike price 143.5
Complete the following payoff table. What choice corresponds to the last row of the table?
position | 141.0 | 141.0 < 143.5 | > 143.5 |
portfolio |
Solve manual. No excel
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