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NOT 1 NOR /2********************8 Suppose the value of the index is S0 and the strike price is K. If a portfolio does not have a

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************************************************NOT 1 NOR /2********************************************************************8

Suppose the value of the index is S0 and the strike price is K. If a portfolio does not have a of 1.0 , the portfolio insurance is obtained by buying how many put option contract on the index for each 100S0 dollars held? /2 "2" "1

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