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Math- Mathematics of Financial Derivatives 1.- Consider the following information: So = $60, r = 0.05, Co = $4, Do = $6, K = $66,

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Math- Mathematics of Financial Derivatives

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1.- Consider the following information: So = $60, r = 0.05, Co = $4, Do = $6, K = $66, T = 1/2 Create a strategy that will create a risk-free profit. ST 66 Extra Credit How would the above strategy changed if Do = $8

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