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For the following problems assume the effective 6-month interest rate is 2%, the S&R 6-month forward price is $ 1020, and use these premiums for

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For the following problems assume the effective 6-month interest rate is 2%, the S&R 6-month forward price is $ 1020, and use these premiums for S&R options with 6 months to expiration: Strike Call Put $950 $120.405 $51.777 1000 93.809 74.201 1020 84.470 84.470 1050 71.802 101.214 1107 51.873 137.167 3.13. Draw profit diagrams for the following positions: Isa. 1050-strike S&R straddle. SIDO b. Written 050-strike S&R straddle. 1900 161 2015 5670px

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