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Please show all working out in details. Many thanks. The current price of an asset is 75. A three-month, at-the-money American call option on the

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Please show all working out in details. Many thanks.

The current price of an asset is 75. A three-month, at-the-money American call option on the asset has a current value of 5 . At what value of the asset will a covered call writer break even at expiration? 70 75 85 80

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