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Problem 15-24 Index Option Positions (LO3, CFA3) Suppose you buy one SPX call option with a strike of 2090 and write one SPX put option

image text in transcribed Problem 15-24 Index Option Positions (LO3, CFA3) Suppose you buy one SPX call option with a strike of 2090 and write one SPX put option with a strike of 2090. What are the payoffs at maturity to this position for S\\&P 500 index levels of 2000, 2050, 2100, 2150, and 2200? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter \" 0 \" wherever required.)

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