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If you invest in a long Call and a long Put with the same exercise price on the same underlying, you will have a positive

If you invest in a long Call and a long Put with the same exercise price on the same underlying, you will have a positive net payoff if
A. the price of the underlying remains exactly unchanged.
B. the price of the underlying either increases or decreases significantly.
C. the price of the underlying only changes marginally.
D. none of the above.

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