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Consider the following portfolio: Long 0 puts with strike price 98.0 Short 1 puts with strike price 98.0 Long 0 calls with strike price 100.5
Consider the following portfolio:
- Long 0 puts with strike price 98.0
- Short 1 puts with strike price 98.0
- Long 0 calls with strike price 100.5
- Short 1 calls with strike price 100.5
Complete the following payoff table. What choice corresponds to the last row of the table?
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