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Consider the following portfolio: Long 1 calls with strike price 128 Short 0 calls with strike price 128 Long 1 calls with strike price 130.5

Consider the following portfolio:

Long 1 calls with strike price 128

Short 0 calls with strike price 128

Long 1 calls with strike price 130.5

Short 0 calls with strike price 130.5

Complete the following payoff table. What choice corresponds to the last row of the table?

position 128 128 < 130.5 > 130.5
portfolio

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