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Please answer the question below A put option on a stock has an exercise price of $100. At maturity, the stock price could be either
Please answer the question below
A put option on a stock has an exercise price of $100. At maturity, the stock price could be either $90 or $110. Which investments would combine to give the same payoff as one share of stock? A) Lend PV of $110 and sell two puts B) Lend PV of $110 and buy two puts C) Borrow PV of $90 and sell two puts D) Borrow PV of $90 and buy two puts E) None of the above Step by Step Solution
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