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JBuy one call and two puts with the same strike price and expiration date D) Buy two calls and one put with the same strike

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JBuy one call and two puts with the same strike price and expiration date D) Buy two calls and one put with the same strike price and expiration date 4) Which of the following are NOT true? A) Risk-neutral valuation and no-arbitrage arguments give the same option prices B) A hedge set up to value an option does not need to be changed C) Risk-neutral valuation involves assuming that the expected return is the risk-free rate and then discounting expected payoffs at the risk-free rate D) All of the above

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