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Not 1 Suppose the value of the index is S0 and the strike price is K. If a portfolio does not have a of 1.0

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Not 1

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? "1" "2" /2

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