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Name and explain the option trading strategy below: Attach File QUESTION 7 The spot price of a share in XYZ is $80, and it has

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Name and explain the option trading strategy below: Attach File QUESTION 7 The spot price of a share in XYZ is $80, and it has a volatility of 25%. An option is available which has a strike price of $60, and 1 year to maturity. The risk-free rate is 5%. Given this information, calculate the d1 and d2 values from the Black-Scholes formula. (worth 10 points) d2=Tln(S/K)+(r22)Td1=d2+T

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