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Exercise 3 Construct a portfolio using put or call options which gives the terminal payoff below. All strikes are available. 2 12 10 6

Exercise 3 Construct a portfolio using put or call options which gives the terminal payoff below. All strikes are available. 2 12 10 6 4 8 95 Option Payoff 67 97 99 101 103 105 107 17 109 111 113 115

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