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If you are both long 100 shares of the 1-year $2550-strike call option on the SPX, and long 100 shares of the 1-year $2550-strike put
If you are both long 100 shares of the 1-year $2550-strike call option on the SPX, and long 100 shares of the 1-year $2550-strike put option on the SPX, what will be your payoff if the index level at the expiry (1 year later) reaches $2,500.
A) -55000
B) 5000
C) 45000
D) 55000
E) None of the above
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